best language for quantiative finance? C, D, Fortran,python etc.

Discussion in 'Automated Trading' started by Batman28, Jun 1, 2006.

which language..

  1. C, C++, C#

    40 vote(s)
    38.5%
  2. Python

    17 vote(s)
    16.3%
  3. Delphi

    6 vote(s)
    5.8%
  4. Java

    12 vote(s)
    11.5%
  5. Pascal

    3 vote(s)
    2.9%
  6. C#

    11 vote(s)
    10.6%
  7. D

    0 vote(s)
    0.0%
  8. Perl

    4 vote(s)
    3.8%
  9. other

    8 vote(s)
    7.7%
  10. your own..

    3 vote(s)
    2.9%
  1. segv

    segv

    Without any doubt, C++ is currently the standard.

    -segv
     
  2. lastick

    lastick

    C, C++
    ...
    Java, C#

    would have been better.
     
  3. wait - I voted c# but choice number one has C# and C flavors. So it is there twice.....bad POLL~
     
  4. Yeah but which one? Unix or MS???
     
  5. segv

    segv

    Sorry, I do not follow. The C++ language is a standard. There are multiple implementations of C++ for MS and UNIX-like operating systems. Are you asking something else?

    -segv
     
  6. C/C++. Just check any quant job listings, better yet, go to an interview. Any knowledge of XLL development (its ugly, but its used) is a bonus if you are looking for a job in the field.

    Then again most people here don't know what a quant does.
     
  7. Aren't these those guys that get fired wholesale?

    Today, I would never put to work a guy swearing by C++/C for scientific programming. It's the clearest indication that he is at least 10 years out of date in programming tool know-how.
    Would you pay for a guy to do a job that is going to cost you 5 to 10 times more programming time fiddling around with C++/C?

    Of course, certain tasks definitely require C++/C. Not scientific/mathematical programming for those who know they way around today's superb choice in libraries as with Python. Overmore, if you're in Python, going back & forth between C is child's play - you won't probably need this though.
     
  8. nonsense, equalizer actually makes a point, every quant job ive seen asks for c++ or java.. why not python if they know the real deal?
     
  9. nonsense is right. I'm not sure about python, but coding complex problems in c/c++ is going to be expensive, error prone, huge development time, etc.

    There are advanced tools/languages/algorithms now that do the grunt-work for you, and coding C/C++ is grunt work, plain and simple, unless you are one of the few rare geniuses/masochists.

    Some of the stuff used in scientific computing is pretty neat. Writing algorithms to write other algorithms, solver code generation, etc
     
    #10     Jun 1, 2006