SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
User avatar
Lagrene
Topic Author
Posts: 19
Joined: March 6th, 2008, 10:38 am

Additional computer languages

July 9th, 2013, 11:21 am

I've been programming in C++ - options pricing (analytic/Monte Carlo) + interest rate derivatives (Vasicek, HJM etc). Also have a little VBA, plus ok with Excel. No scripting...Perl etc.Looking for other languages to learn to increase chances of getting a job.Any suggestions....? Interested in Algo trading....
Last edited by Lagrene on July 8th, 2013, 10:00 pm, edited 1 time in total.
 
User avatar
ymous
Posts: 58
Joined: January 5th, 2010, 10:07 am

Additional computer languages

July 9th, 2013, 11:22 am

python
 
User avatar
Polter
Posts: 2526
Joined: April 29th, 2008, 4:55 pm

Additional computer languages

July 9th, 2013, 11:23 am

QuoteNo scripting...Perl etc.That's an omission worth fixing -- even just for your own sake (productivity).Pick up at least one of the so-called glue languages: http://c2.com/cgi/wiki?GlueLanguages// Nowadays, Python seems to be more popular than Perl -- and it's easy to integrate with C++: see Boost.Python and Py++.// Now that you mention algo trading, you may also want to consider R for prototyping / exploratory data analysis. Python is getting there, but R's collection of packages is still massive compared to Python's.
Last edited by Polter on July 8th, 2013, 10:00 pm, edited 1 time in total.
 
User avatar
Lagrene
Topic Author
Posts: 19
Joined: March 6th, 2008, 10:38 am

Additional computer languages

July 9th, 2013, 11:30 am

QuoteOriginally posted by: PolterQuoteNo scripting...Perl etc.That's an omission worth fixing -- even just for your own sake (productivity).Pick one of the so-called glue languages: http://c2.com/cgi/wiki?GlueLanguages// Nowadays, Python seems to be more popular than Perl.Thanks...I need to look into how the "glue" languages come in useful. At moment I program in Visual Studio only, but Linux seems to be standard. Again, only rudimentary skills in Linux. I really need skills to take me from C++ Algos at home (I'm happy with the coding) to working in a commercial environment....So far only one interview and that was through networking. No luck from agencies, don't want to know. No industry experience ( = no job = no experience)....
Last edited by Lagrene on July 8th, 2013, 10:00 pm, edited 1 time in total.
 
User avatar
Cuchulainn
Posts: 62586
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

Additional computer languages

July 9th, 2013, 11:35 am

QuoteLooking for other languages to learn to increase chances of getting a job.Not sure if a language necessarily improves one's chance.And besides, a good C++ programmer can write Fortran code in any language.// C#, F#, Scala.
Last edited by Cuchulainn on July 8th, 2013, 10:00 pm, edited 1 time in total.
Step over the gap, not into it. Watch the space between platform and train.
http://www.datasimfinancial.com
http://www.datasim.nl
 
User avatar
Polter
Posts: 2526
Joined: April 29th, 2008, 4:55 pm

Additional computer languages

July 9th, 2013, 11:35 am

QuoteThanks...I need to look into how the "glue" languages come in useful. At moment I program in Visual Studio onlyYou may enjoy this, then :-)
 
User avatar
Cuchulainn
Posts: 62586
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

Additional computer languages

July 9th, 2013, 11:39 am

QuoteOriginally posted by: PolterQuoteThanks...I need to look into how the "glue" languages come in useful. At moment I program in Visual Studio onlyYou may enjoy this, then :-)C++ with warts and cold sores? :-)Seriously, it could be useful, if it does not disappear.
Step over the gap, not into it. Watch the space between platform and train.
http://www.datasimfinancial.com
http://www.datasim.nl
 
User avatar
Lagrene
Topic Author
Posts: 19
Joined: March 6th, 2008, 10:38 am

Additional computer languages

July 10th, 2013, 1:49 pm

Thx for the advice....My plan is to learn Python, then R. Any suggestions for books?Looking at job ads, the following come up regularly:XMLFix ProtocolDjangoMany ads look for C# or C++ or Java. I don't understand that...As C# is heavily based on C++ would it be worth me studying that?
 
User avatar
Polter
Posts: 2526
Joined: April 29th, 2008, 4:55 pm

Additional computer languages

July 10th, 2013, 2:39 pm

Python: http://learnpythonthehardway.org/book/ (but I don't feel particularly strongly about it and there may be other good, or even better, choices)R: http://nostarch.com/artofr.htm (definitely the only good choice for someone w/ a programming background, the others are mostly poor-quality, boring cookbooks in comparison and will not teach you R programming)If you already know C++ well I think there's a limited gain in picking up C#, better spend time on improving your C++ (how's your knowledge of C++11 (incl. but not limited to async/futures/promises), Boost (incl. but not limited to Boost.Asio, Boost.Lockfree), cpp-netlib and/or POCO?) and learning the remaining languages.
Last edited by Polter on July 9th, 2013, 10:00 pm, edited 1 time in total.
 
User avatar
Cuchulainn
Posts: 62586
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

Additional computer languages

July 10th, 2013, 2:50 pm

QuoteAs C# is heavily based on C++Not really.You need to see it in the context of .NET framework.Quotewould it be worth me studying that? IMO, yes. QuoteIf you already know C++ well I think there's a limited gain in picking up C#, better spend time on improving your C++ Syntax is easy. But is that the question?
Last edited by Cuchulainn on July 9th, 2013, 10:00 pm, edited 1 time in total.
Step over the gap, not into it. Watch the space between platform and train.
http://www.datasimfinancial.com
http://www.datasim.nl
 
User avatar
ChicagoGuy
Posts: 455
Joined: April 13th, 2007, 1:45 am

Additional computer languages

July 10th, 2013, 10:12 pm

If you want to be "up and coming", try the D programming language:QuantLibD I don't think it will help you get a job though....
Last edited by ChicagoGuy on July 10th, 2013, 10:00 pm, edited 1 time in total.
 
User avatar
capafan2
Posts: 924
Joined: June 20th, 2009, 11:26 am

Additional computer languages

July 10th, 2013, 11:02 pm

If you want to be in Numerical Software development the following will help-1. C++ or C (lots of Numerical code is in C) - This would help in development of high performance libraries2. Python - Lots of numerical libraries in Python and it is a great general purpose Glue Language. Much better than Perl if you don't already know Perl. 3. R is good for prototyping and like Polter said, much more mature than Python with respect to Numerical Libraries. Don't spend too much time learning it. Just start using it and learn as you go4. C# - Not so sure but it will be helpful developing front ends which communicate with Excel front end. That way you do not have to rely on the "IT" guys and deal with their insecure (IT Managers are very insecure) politics5. Java - Don't bother. Very little numerical libraries exist in Java. It won't help you unless you are in a shop which is building Numerical Libraries in Java. I don't think many exist.
 
User avatar
lexington
Posts: 321
Joined: November 16th, 2008, 5:04 am

Additional computer languages

July 11th, 2013, 4:12 am

QuoteOriginally posted by: ChicagoGuyIf you want to be "up and coming", try the D programming language:QuantLibD I don't think it will help you get a job though....Project StatusDead.
 
User avatar
Cuchulainn
Posts: 62586
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

Additional computer languages

July 11th, 2013, 11:04 am

QuoteOriginally posted by: lexingtonQuoteOriginally posted by: ChicagoGuyIf you want to be "up and coming", try the D programming language:QuantLibD I don't think it will help you get a job though....Project StatusDead.The problem with up and comin' is;1. who says so?2. what have they got that the others don't?3. has it/will it reach critical mass?4. will it last 5 years?5. what is the business model? 6. does it kill 99% of all household germs? So many hyped 'quiche' languages (as Dominic Connor would call them). D is in the top 30, just about Even COBOL, FORTRAN and ADA score higher.
Last edited by Cuchulainn on July 10th, 2013, 10:00 pm, edited 1 time in total.
Step over the gap, not into it. Watch the space between platform and train.
http://www.datasimfinancial.com
http://www.datasim.nl
 
User avatar
Hansi
Posts: 3300
Joined: January 25th, 2010, 11:47 am

Additional computer languages

July 11th, 2013, 1:00 pm

I believe this was one of those, what do you call them.... oh yes... jokes.
ABOUT WILMOTT

PW by JB

Wilmott.com has been "Serving the Quantitative Finance Community" since 2001. Continued...


Twitter LinkedIn Instagram

JOBS BOARD

JOBS BOARD

Looking for a quant job, risk, algo trading,...? Browse jobs here...


GZIP: On