What are good coding languages to learn?
I already know VB.net but what are some languages that I should try to learn now that may be used in trading in 8-12 years?
I already know VB.net but what are some languages that I should try to learn now that may be used in trading in 8-12 years?
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Object oriented languages are very mainstream now - (Java, C, C#, C++, etc)
Also, Matlab comes up in job requirements quite often.
Offtopic: I so hope http://www.wolfram.com/finance-platform/ becomes popular. The chances are 0.0001% though :(
C's not object oriented. From what I've been reading, it looks like functional languages are gaining share, e.g. the ML family or F#. My impression is that it depends on how new the particular shop is and how much legacy code they have to maintain. If they're older, they've probably built their systems in more traditional languages like C++ / VBA and will be more likely to keep using those languages to work with the existing codebase. If they're newer, they're more likely to use something different since they don't have to maintain or build on their old code.
As for languages, I recommend Java or MATLAB. C and Assembly are also good if you want to do some of the more technical optimizations for algorithmic trading. Java does everything C and Assembly can do, just 30% and 40% slower, respectively.
This is a test
Second MatLab.
C++, C#, and Java are the primary languages used in writing algos and also backtesting very large amounts of historical data.
MATLAB/R are great for statistical analysis and graphical displays.
Python is my personal favorite. It's an interpretive scripting language. More and more firms are now using it; at my previous job we used python almost exclusively to write the algos.
I use VBA, Python and MATLAB.
Chiming in to put in a good word for C++ and Java. Start off with an object-oriented language; you'll learn the "mindset" of programming a lot better than if you started with something looser like Python.
Learn C++
It'll help you understand the concept of programming and especially debugging a lot better than learning something like Java or C# that basically tells you where ever bug is. Spending hours looking for a segmentation fault will make you better at understanding how to code correctly.
C++
Java to get your feet wet, progress into C# and C++ after you have a good grasp
It would be awesome if MIT courseware offered an intro to C++ course. Their intro cs course featured online is python.
Nice try, I'm sure Brady was referring to video lectures.
why is there so much hate on python, it is a good introduction to programming without so much intensive detail. Once you learn python you should be prepared to study programming in any other language from reading.
Wish I'd known about the MIT intro cs course. I took the one offered through Stanford and it was modified Javascript. Still a good course, but Python would've been more challenging for me.
Is this the kind of stuff that is useful only to someone in trading (or a quant) or would it be worth my time if I was interested in IBD or LevFin?
If you want to be ahead of the game and learn to program the fastest algo's in the world learn assembly and C, if you are really gung-ho try your hand with some FPGA's and verilog and vhdl. I am only somewhat joking, and I am actually waiting for the day the props and big funds start recruiting CoE/EEs to say, fuck operating systems, and do everything on box.
What's the best way to go about learning matlab? Any recommended books or online tutorials?
http://www.amazon.com/Matlab-Second-Edition-Introduction-Programming/dp…
Itunes University has the Stanford lecture series for quite a few languages.
Do you learn this yourself or is there a course? I don't think many UK universities teach this stuff.
If you learnt it yourself how are you supposed to show you actually know it vs just read the book in your free time. Is there an exam you can take? A certificate you can gain? Some experience you can apply for?
If you are serious about CS, here is some advice that I can give:
Learn script languages like Perl, Ruby, Python first to get familiar with CS.
Learn C
Learn Java
Learn C++
Enough. Remember the order
Interesting. One of the "intro to programming" books I've seen starts with Python. (http://www.headfirstlabs.com/books/hfprog/)
Is it realistic to assume you could pick up programming on the side and actually become proficient at it (enough to build something of value)?
Programming is pretty easy to pick up on the side as many CS majors started programming in high school. But becoming proficient at it depends on what your definition of "value" is. Operating systems, no. Simple scripts/algorithms, yes.
I've done a third of the Python classes from MIT, and they are superb. The homework is kind of fun and it is challenging.
Does anyone ever use SAS or recommend getting the certifications?
Spanish, Mandurian, German, English....DUH!!!
MIT OCW is great for python beginners.
http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/…
C is the only way to go.
You can find tonnes of video tutorials online.
Free.
I think it is completely realistic to become proficient at programming through self-study. However, it will most likely take longer than if you were formally studying in some capacity in school and people will be more skeptical of your skills until you can prove that you're proficient.
It is completely realistic to learn programming languages through self study, however, you will really need to understand the system side if you are ever going to run fast code. That takes a significant understanding of how data is stored in the memory, cache, registers, etc. They don't teach this stuff in programming books(at least none that I have seen).
Bad coding, will turn a million dollar idea, into a waste of time if you don't know what you are doing.
Matlab is great for modeling, making quick plots, and using their extensive libraries, but if you are running your business on matlab code, you will be left in the dust to an expert C/C++/ASM programmer(by an order of magnitude).
Any particular resources you would recommend?
I used this book: "Computer Systems: A Programmer's Perspective" By Bryant and O'Hallaron.
It is a very good book.
Awesome. Thanks.
Hello, Well guys do you think for trading and stock, Forex is quite import at?
how about Operation Research?
How much does Klingon help? Or is it pointless to learn now? thnx.
Matlab and C/C++. VBA and Python are very simple and easy to learn if you already have a programming background.
how is IBM's RPG/400?
Programming Languages - Student - CompSci minor - Hopeful trader (Originally Posted: 10/02/2015)
Guys,
I'll just give you a little background on my path: - 2nd year student, major in finance, minor in Compsci at an average Canadian University - Currently interning at a top Canadian PE fund (1st internship) - Captain of a top trading team at a well-recognized "trading" competition - Really really hope to get into trading
Could you guys give me a couple pointers on what I should/could go for next summer, and which programming skills, languages and classes would be best for S&T/prop trading? Planning to take C++, Java, and Data Structures and Algorithms.
Thanks!
Don't really worry so much about Java. I haven't seen many places looking for people that know Java as much as C++ or SQL and other languages such as Pearl or Python.
1a. SQL 1b. Python 2. R
C++, C#, and SQL. I haven't heard of Java being used much.
.
Could you expand on the differences between a financial technologist and an algo/quant trader? Thanks!
Learning a programming language (Originally Posted: 04/25/2015)
In a year, I will finish my Msf, and am thinking about moving into trading. I read many trading company's consider the knowledge of a computer language as a big plus and am thus thinking about learning one. I have easy access to both C# and Python courses, but I believe those are not the most common ones for trading company's. Any suggestions about languages / online courses?
If you don't know the requirements of your employer in advanced, you can't really go wrong with Python, VBA, SQL, C++, R, or Java for trading. VBA is probably the most widely used, but knowing 1-2 others can strengthen a resume a lot. It depends too on what area of trading you want to do, C++/Java are more common for execution (ie HFT), VBA/Python/R are more for when a trader needs to scrap something together or test a trade idea.
I wouldn't stray into anything more obscure imo, stick with the more widely known languages. They'll be easier to learn with more material available, and there's no point investing dozens of hours into a language you may not need.
I would say VBA and R/Python are very useful for prototyping. The other languages are very good to know, but I'd give more initial priority to the above mentioned because you get quicker results for time invested. They're less powerfull and elegant but IMO more straightforward. Also I agree with everything that CanTrader mentioned.
I already know some SQL, so I decided to learn C# and VBA. C# is quite similar to Java I believe and I have easy access to courses. VBA is probably because it is the one I expect to use the most later. C# is mainly to strengthen my resume though (and have an edge on all those other MSF students)
Thanks a bunch!
Computer program/language to learn in advance prior to SA in Trading (Originally Posted: 11/22/2009)
Hey guys, got a quick question.
I'm a junior seeking for SA position in trading. Apart from microsoft office, from various softwares that are used in trading field, which will be the most beneficial to learn prior to SA. Put it differently, which one will benefit you most if you put it on the resume?
VBA Excel
what's a good place to learn vba excel?
Unless you're going for an algorithmic or quant trading desk, you don't need to know much programming. In my experience banks are looking for people who are good on their feet, good with probability and mental math. Learning VBA and putting that on your resume won't benefit you that much in terms of getting recruited. It's pretty easy to google sample code in case they ask you to write a macro at some point during the summer.
If you are aiming for an algorithmic or quant trading desk, they'd probably want you to have Java, C++, or Matlab. But those take some time to master.
if you do want to learn vba, just check out any of teh gagillion books that have been written on it. i forgot which one i used, but i think they're all very good.
also, there are some websites that have "sample programs" that you can rip apart and rebuilt. this would provide you with pretty good practice.
id disagree with senorita on this, every group ive been involved with and been around values people with vba and it definitely a selling point. our desk wont even look at people w/o it and its a flow swaps desk
VBA is good, but if you're doing quant stuff, you need C++, MATLAB, and maybe SAS (or other statisitcal software). Java's irrelevant however.
VBA, C#, SQL in a week? Books? (Originally Posted: 03/04/2010)
I graduated from a top-25 but I have worked in the MO/BO for the past 1.5 years (very heavy Excel, but that's it), so my programming skills are very rusty.
I just got an interview for a Trading Assistant position next week. VBA, C#, and SQL will be used on the job.
**Are there any books that I can read over the weekend, so that I can brush up on my skills? **
I've used VBA in the past, but not recently, since I automated most of my tasks back in early 2009.
I have never used C# - they told me that as long as I can understand programming, I should be able to pick it up easily.
I haven't used SQL since I was a junior in college. (2007)
I wouldn't try to crame all of them, I would just learn the basics in each (classes, data structures, building lists, simple algorithms). Honestly doing some tutorials off of google will probably serve you better than buying a book.
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