How proficient do you have to be in C++ for an entry level quantitative analyst role?

[wkdwnstjdTprtm]

Many people say that C++ and Python are must for quantitative analyst roles these days. I am pretty good at Python and will start learning C++.

How proficient do I have to be in C++ for an entry level quantitative analyst role? I am not a CS major..

• Problem Solving with C++ (9th Edition) by Walter Savitch
• C++ How to Program (8th Edition) by Harvey Deitel
• Absolute C++ (5th Edition) by Walter Savitch
• Thinking in C++: Introduction to Standard C++, Volume One by Bruce Eckel
• Thinking in C++: Practical Programming, Volume Two by Bruce Eckel
• The C++ Programming Language: Special Edition by Bjarne Stroustrup (C++ inventor)
• Effective C++: 55 Specific Ways to Improve Your Programs and Designs by Scot Myers
• C++ Primer (4th Edition) by Stanley Lippman
• C++ Design Patterns and Derivatives Pricing (2nd edition) by Mark Joshi
• Financial Instrument Pricing Using C++ by Daniel Duffy

From this list, which books are must for beginners and are those books going to be sufficient for an entry level interview?
Thank you.

 

[pingu]

you don't need to be that proficient in C++ to be quant analyst. Get something like the Bruce Eckel books to start. Also make sure to read more about the recent improvements in C++: C++11, C++14 and C++17

 

[wkdwnstjdTprtm]

you don't need to be that proficient in C++ to be quant analyst. Get something like the Bruce Eckel books to start. Also make sure to read more about the recent improvements in C++: C++11, C++14 and C++17

I chose to read (and hopefully to finish by summer) C++ How to Program by Harvey Deitel. Is this also going to be enough?

 

[Daniel Duffy]

you don't need to be that proficient in C++ to be quant analyst. Get something like the Bruce Eckel books to start. Also make sure to read more about the recent improvements in C++: C++11, C++14 and C++17

C++17 is not shipping, yet, AFAIK. C++14 is just a few fixes for C++11.

 

[Daniel Duffy]

maybe have a peep at C++ libraries like Boost and Quantlib in due time.

Smart pointers are essential.

 

[bigbadwolf]

I chose to read (and hopefully to finish by summer) C++ How to Program by Harvey Deitel. Is this also going to be enough?

Deitel's book (and probably Savitch's book as well) should be titled, "C++ for dullards."

 

[Daniel Duffy]

Deitel's book (and probably Savitch's book as well) should be titled, "C++ for dullards."

I had a look at it once..

For me, I learned a lot from Bruce Eckel's book in 1988. He had some great examples that really kick-started the C++ library we created for CAD and engineering projects with AutoCAD.

 

[bigbadwolf]

These generic C++ books are of limited use since they don't lead one to interesting examples and case studies.

 

[wkdwnstjdTprtm]

Deitel's book (and probably Savitch's book as well) should be titled, "C++ for dullards."

So Deitel's book is not useful, you are saying?

 

[Daniel Duffy]

So Deitel's book is not useful, you are saying?

A general remark on nearly all C++ books (including some of my my own) is that they are pre-C++11, which is not an issue I suppose. However, some books have an over-reliance on inheritance and class hierarchies while neglected more modern programming styles endangers 'future-proofness' . And as bigbadwolf seems to say: many examples (widgets, cats, dogs, cars, planes, miauw-miauw, woof-woof) are mind-numbing. My favourite is:

class IceCube: public Ice, public Cube {}; yikes..

C++ is moving to templates and the functional style in a big way IMO. For a glimpse, see

https://www.quantnet.com/advancedcpp/

So, 'going forward' I think it is best to adopt the C++11 style.

 

[bigbadwolf]

So Deitel's book is not useful, you are saying?

By itself, not of much use. Instead pick up a copy of Titus Beu's "Introduction to Numerical Programming." Amazon is selling it for $72, which is a steal. Work through it diligently. And keep a copy of Lippman (or something roughly equivalent) by your side for reference.

 

[wkdwnstjdTprtm]

By itself, not of much use. Instead pick up a copy of Titus Beu's "Introduction to Numerical Programming." Amazon is selling it for $72, which is a steal. Work through it diligently. And keep a copy of Lippman (or something roughly equivalent) by your side for reference.

I am actually interested in risk quant, not front office quant. I think I should focus on Python almost exclusively..

 

[wkdwnstjdTprtm]

A general remark on nearly all C++ books (including some of my my own) is that they are pre-C++11, which is not an issue I suppose. However, some books have an over-reliance on inheritance and class hierarchies while neglected more modern programming styles endangers 'future-proofness' . And as bigbadwolf seems to say: many examples (widgets, cats, dogs, cars, planes, miauw-miauw, woof-woof) are mind-numbing. My favourite is:

class IceCube: public Ice, public Cube {}; yikes..

C++ is moving to templates and the functional style in a big way IMO. For a glimpse, see

https://www.quantnet.com/advancedcpp/

So, 'going forward' I think it is best to adopt the C++11 style.

I am actually interested in risk quant, not front office quant. I think I should focus on Python almost exclusively..

 

[bigbadwolf]

I am actually interested in risk quant, not front office quant. I think I should focus on Python almost exclusively..

From your first post:

I am pretty good at Python and will start learning C++.

You don't know what you're going on about and asking frivolous questions.

 

[wkdwnstjdTprtm]

From your first post:



You don't know what you're going on about and asking frivolous questions.

I was thinking of doing C++, until I talked to someone just a few hours ago. He said C++ is important in front office quant roles as 'speed' is very important. Speed is not important for risk quants and it is more worth to study python than C++ given my interest in risk quants..