C++/Java vs Matlab
Monkeys, I am thinking hard about jumping to quant work and/or trading from science.
As a postdoc and grad student, I used Matlab exclusively, and I definitely know Matlab inside and out.
However, I have no C++/Java skills.
My first question is: is there ANY job in quant/trading that I am even qualified for?
Second question: If I were to spend every spare minute in my current job learning C++, can you recommend some specific things to do or read? I am guessing that a good place to start is to start coding up some models from Wilmott, etc.?
Third question: Will someone like me be completely clobbered in the recruiting market by the laid-off guys with 5-7 years of experience? I am still going to go for it anyways but I'd like to get a sense of the downside risk.
Seeing as you have extensive programming experience, Stroustrup's book would be perfect.
http://www2.research.att.com/~bs/programming.html
Similar to 'Introduction to Quantum Mechanics,' don't let the "intro" fool you.
Thanks man. I did in fact spend my postdoc programming NMR pulse sequences and my grad school years trying to find faster ways to propagate Schrodinger's equation.
I learned Matlab originally by having a big mess of code dumped on me and reverse-engineering it. Good way to learn C++?
Was Comp Sci major in ug. As you know MatLab is pretty much a glorified calculator. It's a really cool little piece of software but data manipulation (ie creating arrays, hash tables, more advanced algorithms) you need object orientation which is where C++ and Java come in. I'd recommend starting with C++.
Thanks for the advice, everyone.
Yeah, C++ is going to be much harder to reverse-engineer. Just get a book and start from scratch. You'll probably fly through the beginning (functions/classes), but stuff like virtual functions and polymorphism get super technical.
Your MATLAB experience will make it all less intimidating, though.
Start with C, then move to C++, which is essentially a superset of C.
these guys apparently don't know what they are talking about. you should start with java then learn c++. start with an easier language. you need to learn the concept before syntax.
So before I respond - I just turned 30, and I've been programming for the last 15 years (serious, work-related programming). I work in aerospace, but it's all real-time, safety critical.
Anyway - I agree, do Java or C# first. I'd lean towards Java because most job postings I see want Java. I'd also suggest understanding, in detail, garbage collection (how it happens, why, how to control it via your design and memory allocation, etc.).
Honestly - just focus on Java. You won't be missing much. Agree concepts are important here - I know so many people who, kid you not, don't understand variable scope. VARIABLE SCOPE. I mean, there are a lot of concepts you will want to be familiar with. Java will be a good start.
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