Best CS courses to take

[Dylan]

We've seen the "what math courses are best for quant finance" threads many times- but what CS courses do people think are best for people trying to get into quant finance?

Obvioiusly learning C++ is a priority, but what else? Operating Systems? Algorithms? AI?

 

[D Serg]

hi,

>Obvioiusly learning C++ is a priority
C++ is not a Computer Science, but just a tool.

>Operating Systems?
Nope. Just read Tanenbaum Modern Operating Systems - it's more than enough.

>Algorithms?
Definitely! Introduction to Algorithms by Cormen is enough. Some may say Knuth is your choice, but... you may wait...

>AI?
Don't spend too much time for this stuff. Usually IB use some small parts of it. More notable topic is Data Mining.

Say, if you want to join my IB, you need to know Type theory, Category theory, Functional programming, Automata Theory, because we do some compiler implementation work.

Don't forget Parallel/Multithreading topics.

 

[Daniel Duffy]

"C++ is not a Computer Science, but just a tool. "


What a strange remark.

 

[bigbadwolf]

Say, if you want to join my IB, you need to know Type theory, Category theory, Functional programming, Automata Theory, because we do some compiler implementation work.

What books do you recommend for functional programming? And maybe a book or two for the other three areas you've mentioned?

 

[D Serg]

"C++ is not a Computer Science, but just a tool. "


What a strange remark.

Hello Daniel, Thanks you for your remark. May you elaborate your point?

In my opinion C++ is derived from CS, but it is not a field of CS.
Computer science - Wikipedia, the free encyclopedia.
Science organizes knowledge in the form of testable explanations and predictions (Science - Wikipedia, the free encyclopedia), but it is not what a concrete language does - it just a tool to use those knowledges in a predictable manner, of course that tool was built according to some rules from CS topics like Type theory, Software Engineering and maybe adjusted for parallel computing.

 

[D Serg]

What books do you recommend for functional programming? And maybe a book or two for the other three areas you've mentioned?

hi,
>functional programming
Well, not sure about the bible for a general theory, but we use Haskell and
Haskell, The Craft of Functional Programming by Simon Thompson is good enough.

For Parallel Programming you may read
Introduction to Parallel Computing by Ananth Grama

and The Art of Multiprocessor Programming by Maurice Herlihy - I remember BNP Paribas interviewed my friend for FX Algo Trading position and they asked questions from this book.


Data mining
Introduction to Data Mining Pang-Ning Tan and Credit Scoring, Data Mining, Predictive Analytics, Statistics, StatSoft Electronic Textbook


AI
Artificial Intelligence: Structures and Strategies for Complex Problem Solving by Luger

Types and Programming Languages Benjamin C. Pierce

Introduction to Automata Theory, Languages, and Computation by Hopcroft