Purpose of QuantNet C++ Course?

[Drew L]

Is the course only for guys hoping to enter an MFE program?

About me: I'm a data scientist in NYC working for a real estate/financial firm. I do machine learning, use a lot of Python and my MS was in pure math and stats (I also have some actuary exams which taught me a good bit of business stats and financial stuff, also did a finance minor in undergrad).

Long-term I hope to transfer to a role trading MBS. It doesn't sound like an MFE is for me, but I'm interested in the C++ course. I've been interested in C/C++ for a while because I just want to work with a lower-level language. Having a TA sounds nice too.

 

[APalley]

Is the course only for guys hoping to enter an MFE program?

About me: I'm a data scientist in NYC working for a real estate/financial firm. I do machine learning, use a lot of Python and my MS was in pure math and stats (I also have some actuary exams which taught me a good bit of business stats and financial stuff, also did a finance minor in undergrad).

Long-term I hope to transfer to a role trading MBS. It doesn't sound like an MFE is for me, but I'm interested in the C++ course. I've been interested in C/C++ for a while because I just want to work with a lower-level language. Having a TA sounds nice too.

While a large number of students who take the course are indeed hoping to enter MFE, we have also had many students take the course with no MFE aspirations at all. The first eight levels, which are the core of the course, are pure C/C++ without any application specific to MFE. The last level is a comprehensive application of what was learned in the course; the application is in options pricing, which happens to be of interest to those entering MFE. It makes no assumptions of a previous finance/math background (though it sounds like you already have some).

 

[Daniel Duffy]

C++ is a skill which will be of enormous benefit for years to come.

 

[cihigne]

C++ is a skill which will be of enormous benefit for years to come.

I agree. The more the better. I am intermediate in Python and currently using Python Finance books to sharpen my skills. Is taking C++ at the same time a good idea? Because focus is the key to success.

 

[Daniel Duffy]

I agree. The more the better. I am intermediate in Python and currently using Python Finance books to sharpen my skills. Is taking C++ at the same time a good idea? Because focus is the key to success.

The key of the C++ course is to learn C++ for finance. The goals are

C++ Programming for Financial Engineering | QuantNet Community
The "C++ Programming for Financial Engineering" Online Course is designed for people interested in pursuing graduate studies in financial engineering and covers essential C++ topics with applications to finance. With an emphasis on financial applications for quantitative finance, the course is also useful to professionals interested in learning the main programming language used in the quantitative financial industry

With C++ you have a fighting chance of success.

I would do C++ first and _then_ Python, for many reasons, e..g.

1. With C++, learning Python is easy.
2. Avoid sloppy programming habits that Python tolerates but which C++ does not
3. Danger is most Python books teach you syntax but not Software Engineering., aka writing maintainable Python code. What is the mission statement of these books? a major theme seems to be learning TensorFlow which is like having a driver's licence, i.e. everyone has one.

 

[capn_cook]

_then_

LOL :D

 

[Daniel Duffy]

LOL :D

I taught myself how to play tennis. Then I got a coach and he said "where did you learn tennis"?