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Depends on the branch. In quantitative finance: C++, R, F#, Q, OCaml, MATLAB, Python (NumPy and SciPy)
by Imprecate 17y ago
Depends on the branch. In quantitative finance: C++, R, F#, Q, OCaml, MATLAB, Python (NumPy and SciPy)
- BrentRitterbeck 17y agoI second this. I have a quantitative finance background. I use C, C++, C#, MATLAB, and Python. MATLAB and Python are primarily for prototyping ideas. C and C++ are primarily used when I'm working with Linux. C# is exclusively used when I am working with Windows.
- wtallis 17y agoWhat kind of stuff do you use C# for? I can only imagine using it for interoperability and GUI code.
- BrentRitterbeck 17y agoRight now, I am writing a trading system using Trading Technologies' API. In my MSFE program we use XTrader to do a lot of our simulated trading. I thought it would be interesting challenge to create a black box to bone up on my C# skills. EDIT: As for the GUI comment, I am actually trying to stay away from a bloated GUI as speed is key in this business. Also, when we, as a program, went to Chicago during late October, so many people said that C# was becoming an important language to know if you plan on doing quant work. Up until that point, I had been focused primarily on C and C++. I thought it would be wise to do some work with C# if people at quant shops were telling me this is something I need to know.
- Imprecate 17y agoNot all automated trading or quantitative finance is high-frequency. A bank trading exotic derivatives OTC could use C# to generate quotes without a problem. There are at least a couple reputable prop groups I know of that use C# in real-time trading systems, but both are running more quantitative long-term strategies in options.