Serving the Quantitative Finance Community

 
User avatar
sandeepsg
Topic Author
Posts: 0
Joined: August 20th, 2007, 7:01 am

R, C++, C# or Matlab

June 9th, 2008, 4:52 am

Folks - I'm somewhat familiar with R, have worked extensively with C++... but been totally out of touch for the past 3-4 years... minimal Matlab experience and no experience with C#.As a new entrant in the world of quant - I'm hoping to get back in to the 'programming' arena.. and will more or less have to start from scratch.. no matter what language i choose to pursue. Howevr, I can't decide what's the best language to go with.My considerations i guess are:1. best for implementing quant strategies from an efficiency (both in terms of learning-time and program execution) stand-point2. what skills are most valued in the industry...?3. anything else i should be considering..?Which would you'll recommend: : R, C++, C# or Matlab....(or any others)?Thanks a tonne for your advice..!
 
User avatar
sandeepsg
Topic Author
Posts: 0
Joined: August 20th, 2007, 7:01 am

R, C++, C# or Matlab

June 9th, 2008, 4:53 am

just to add - i'm quite familiar with VBA (excel macros, mostly)... so i guess that's an option too.....?
 
User avatar
doofusmaximus
Posts: 2
Joined: July 14th, 2002, 3:00 am

R, C++, C# or Matlab

June 9th, 2008, 4:12 pm

It seems that all the serious number crunching in investment banks is done using c++. Model may be protoyped in Matlab and then put into production using C++ . IMHO C++ (which says a lot as I am a Java Programmer )