What percent of C++ quant programming jobs (pricing/modeling) are there using PCs (Visual C++) vs. using UNIX?Will C++ on PC's (Windows) replace C++ done on Sun Solaris anytime soon?And how popular is C++ on LINUX ?How important is multi-thread programming for quant programming?

Very hard to say so I will guess: 50-50. But it's probably the wrong question to ask. Modern software pricing systems used by banks are big. Very big. No one programmer will be doing it all. Typically a quant programmer will be working on the more mathematical code which will then used be used by pricing engines in the software. Ideally they shouldnt have to worry whether this code is going to compiled on Unix or Windows .... or wrapped into a COM object, or a DLL, or accessed via Excel or whatever. If you look at, for example, Numerical Recipes in C++ they have deliberately made the code as unadorned as possible. Their aim is that it will compile using any compiler on any platform.

C++ is definitely used on both Windows and UNIX/Linux platform. I personally think a quant definitely needs to have strong C++ skills to build fast math libraries. Try running some VBA code on some number crunching algorithm is going to give you a lot of headache. But now with the advent of .NET, I guess you can get by using C#. It is definitely slower but easier to learn.For most quant jobs, you probably don't need multi-threading, but if you work closely with the front office development team, it will make their jobs much easier if you can do multi-threading programming yourself on some of your own libraries.

Yuanche, what do you mean by multi-threading ?

The mechanism of creating more than one thread within the same process in an app, hence achieving the goal of parallel computation.I hope the question was sincere, hence a sincere answer.

no it was really sincere! I only know a bit of VBA to build simple pricers! it's equivalent to a multitask environment

QuoteOriginally posted by: dogheadWhat percent of C++ quant programming jobs (pricing/modeling) are there using PCs (Visual C++) vs. using UNIX?Most of the financial engineering software I have seen used in the front office is developed on Windows C++ and called through Excel Add-ins. I think the server-side components running behind the scenes are also in C++, but I neither know nor care whether they run on Sun, Windows, or any other platform. Server libraries care less about presentation and more about the algortihm, and so could be written in C++ standard enough that it could run almost anywhere with minimal porting.QuoteWill C++ on PC's (Windows) replace C++ done on Sun Solaris anytime soon?My guess is that Linux is more of a replacement to Sun C++ than Windows. Windows is fine on the desktop, and will probably remain dominant there, so a good guideline for any quant programmer should be to know the MS dev environment, but be free enough from proprietary extensions and know enough standard C++ to write for any platform.QuoteAnd how popular is C++ on LINUX ?I've seen more Linux programs written in straight C than C++ (no COM architecture to worry about, and C is just simple, even though you don't get the advanced OO features.) These two languages definitely dominate Linux development as far as I have seen, more than Java, or Eiffel, etc...QuoteHow important is multi-thread programming for quant programming?Depends what you are writing. If you implement algorithms and models, someone else might take care of those for you; if you are on the infrastructure team, I'd think you're that someone else...Just my 2 cents...