What kind of things do you use programming for at a trading firm like Optiver, Akuna, Flow Traders, etc. The ones that don't have a programming test as part of their interview. Where can I get ahead and learn some of these languages in the way that they apply them every day? I was told "I would say large data set processing stuff with pandas" this was a good point to start. Just learning big data analysis and stuff with Python. What else should I be looking for? How do these firms automate trading ideas through coding? Just looking for some quant courses to help develop some skills I'd actually use day to day on one of these desks as I've accepted a full-time offer at one of these firms and think my coding skills aren't as good as some others who are applying to these firms
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Python is the most versatile and user friendly.
Load a dataset with pandas. Start out with just some csvs. Move on to other sources like APIs and SQL.
Run some statistical tests. Is something linked to something else. You can start out with basics like linear regression before moving to more complex models. Sklearn, scipy, Keras are all popular.
If you find that something predicts price movement, run an out of sample backtest using the same libraries. See what the success rate, sharpe ratio, drawdowns, and theoretical historical pnl is.
Often for the actual execution, firms will use a faster language like C/C++. And this may be a separate job entirely than the person who identifies the trades.
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