Wednesday, October 23, 2013

Programming and coding with C++

All forms of quants spend a large amount (i.e. more than half) their time programming. However,  implementing new models can be interesting in itself. The standard programming approach is object-oriented
C++. A wannabe quant must learn C++. 1 Some places use MatLab and that is also a useful skill, but less important. VBA is also used a lot, but there is a general attitude that you can pick it up on the job. If a job is
very VBA focussed that’s generally a bad sign.


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