Page 2 of 2

Re: thinking about quant work in the future, how should I approach programming

Posted: March 26th, 2021, 10:06 am
by Cuchulainn
Caveat: the article is anecdotal, so be careful.

Some laws of '"programming gravity"

1. Critical legacy systems
2. Performance
3. Reliability and robustness.

This is a KO for Python. Reality is setting in.

Example: Baruch college (and other top 5) have C++ as prerequisite. Baruch is consistently top 1-2 in the Rotman high speed competition.

https://quantnet.com/courses/

Re: thinking about quant work in the future, how should I approach programming

Posted: March 26th, 2021, 10:10 am
by Cuchulainn
Also... Bjarne Stroustuo is taken .. he is MD at Morgan Stanley.

Re: thinking about quant work in the future, how should I approach programming

Posted: March 26th, 2021, 10:28 am
by Cuchulainn
And none of us at getting any younger; many of the C++ pricing libraries were written in the 1990s.. (yours truly worked on RiskWatch code 1992).

Re: thinking about quant work in the future, how should I approach programming

Posted: March 28th, 2021, 1:42 am
by bearish
C++ is in this funny intermediate position these days. If you really want high performance at execution time, you go for ASICS or FPGAs. If you really want high performance from your quant developers, you go for Python or Julia, or something at that level of human comprehension. If you need a bit of both and have a huge code base from the 90’s and the naughties, then C++ is probably it.

Re: thinking about quant work in the future, how should I approach programming

Posted: March 28th, 2021, 4:34 pm
by Cuchulainn
Julia is a bad name for a language. e.g. a googl on Heston gives

Weiters m ̈ochte ich mich noch bei Anita, Can, Christian und Julia bedanken,

Re: thinking about quant work in the future, how should I approach programming

Posted: April 11th, 2021, 3:16 pm
by Cuchulainn
What about Kung Fu and Pizzas.

Après la finance et le Kung fu, il devient une star de la pizza à New York

https://frenchmorning.com/apres-la-fina ... xDIxX6zjek