Tuesday, August 02, 2005

C++ and other programming issues

Looking at job requirements, it seems like C++ is the defacto language of finance. While I have considerable experience in Matlab (and mathworks is constantly producing financial toolboxes - on derivatives, GARCH, fixed income, fin time series, data feed), it seems like only specialised hedge funds and portfolio managers are using VBA and Matlab. The major banks and such are still high on c++.

I am not quite inclined towards "pure" quant developer positions after MFE, however I do intend to brush up on C++ before the program starts. I think there is a foundation course in Jan06 for financial programming. However, it seems like a little prep would not hurt me. So I downloaded Dev-C++ IDE and got started using a basic tutorial on this site. I also have a old Lafore book on Turbo C++, which should be an excellent starting point.

cout << "later alligator";
n+= will be back in 3 days;


Blogger Alexander said...


I'm a recent grad from UMass and remember very well suffering through our quant class (damn Ito's Lemma! damn it!). Found your website randomly and appreciate the perspective you offer on going through your MFE quest.


10:32 AM, August 04, 2005  
Blogger Quantjock said...

thanks Alex.. what are you doing next? Did you finish a MFE as well??

9:40 PM, August 04, 2005  
Blogger JD2MFE said...

Great idea to blog this experience. There seems to be a great deal of interest out there in the MFE degree, so I suspect people will be reading this avidly once it becomes more widely known. By the way, I'm also an admitted student for the 2006-07 Haas MFE program, in the final stages of deciding whether to attend (and leaning toward it strongly). I look forward to meeting you there.

5:37 PM, August 05, 2005  
Blogger Quantjock said...


Thanks for your comments. I hope you join the program. You can join the mfe yahoo group:
and we can connect there!!

9:30 AM, August 06, 2005  
Blogger Martingale said...

Saw your comment on my blog. actually Rite now I am in middle of exams . So didnt go thru your blog proerly . just glanced. May be Iw ould have more to say after thursday !

3:48 PM, August 08, 2005  
Blogger St Louis Cardinals BUFF said...

So many blogs and only 10 numbers to rate them. I'll have to give you a 7 because you have good content but lack of quality posts.

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9:23 PM, October 11, 2005  
Blogger Fox18 said...

I'm also interested in this issue. Try to post more about your recent progress. I will share my feeling with you.

7:04 PM, October 27, 2005  

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