Given how trading is becoming more automated, I really want to teach myself a programming language to beef up my resume. The programmers at my fund use python, but i would like to learn C++ since it's much more marketable. Any books that you guys recommend?
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I would recommend C++ Programming (Program design & Data Structures) by D.S Malik.
Any C++ book coupled with Project Euler will make you a beast in no time.
Agree with above. Also check out uva's onlinejudge.
Once you've got the basics down, the following are 3 very good books to become comfortable with the language: Books: 1.) Advanced C++ Programming Styles and Idioms References: 1.) Effctive C++ and More Effective C++ by Scott Meyers Here's a link for CD edition of both books: LINK 2.) Design patterns
This is the book I used:
http://www.amazon.com/Accelerated-C-Practical-Programming-Example/dp/02…
It's widely held as one of the best texts on C++ ever written.
So does everyone agree that learning C++ will prove more valuable than Python?
Yes. Python's primarily a scripting language - It'll be used to build the framework around the actual quant models, which themselves are written usually in C++.
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