C++ and/or Java. No question about it. The current and future high transactions systems (including trading) will use these. UNIX too. You need real-world (business) experience too, not just education. Programming on a daily basis, for a company. There is two ways to go: 1) Get a BS degree in Computer Science, and then you can get an entry level programming job. or if you already blew your college years... 2) Get your foot in the door via a help desk, or like position, then as you build up contacts and clout in the company, transfer to a programming job. You can find a job doing VB, C#, or VBA at a Microsoft shop, but as you will see the Unix/C++ guys are harder to find, more in demand, hence pay more.
C/C++ is too expensive and hard to make good use of it for many programmers. Java/C# is better tool. Don't listen to those guys who never fully learned (or were unwilling to learn) a new thing on programming and stuck in the past
Yes, C# supports pointers in "unsafe" mode, but you really don't need pointers for most trading applications.
Kinda depends on what you want to do. If you want to create a trading interface to TWS for instance, go VB.Net. No question about it. If yer going to push the envelope of your target system, go C++ or even assembly. If you do go the C++ route, I encourage you to first pick up a passing familiarity with assembly - you'll aquire an understanding of computers that is unknown to most who learn only C++.
While I see no need to write a trading app in assembly (ack), this is a good point for anyone that wants to become a hardcore programmer. Way back when I was first learning C, what really made working with pointers "click" in my mind was working in assembler for a bit. After that, it all became crystal clear.
??? Come on, unless you work on something really low level, you shall never need to tweak assembler anymore. If you want to wirte compiler or something like it, sure go ahead.
As an indenpendent software developer by profession (20 years), I've often asked myself this question (if I had to do it over again).. The honest answer is that there really is no right or wrong way to go. - it all depends on what you want to do with your skills. With much of the everyday programming being outsourced overseas, you definitely need an edge to get the big bucks nowdays. Here's some thoughts about some choices: 1) Visual Basic - A must learn no matter if you use it or not in practice. It's been Bill's baby for years. Coding examples are mostly VB. It's a good springboard for understanding other languages and scripting language. 2) C++ - If you mastered this in the 80's you would have been working steady for good money since then. It tough to learn, demanding to master, and if you want to be the best, say bye-bye to your social life. I don't think C++ gurus even remember how to communicate with humans. 3) Java - Good all around solution... BUT... it rivals Microsoft. Historically, Microsoft crush the competition in the end. Maybe they won't with Java, but if I was going to place my bets, I would say Java has a limited future. 4) .NET - Here is the future (maybe). It's impressive and promising. If I had to start all over again, I would master C# and VB.NET, ASP.NET, and SQL Server. For the most part today, .NET is looked at for enterprise solutions. It's something good to learn if you want a corporate job. 5) PHP and MySQL - Good web development combination. I would learn this in tandem with a development platform for desktop and handheld computing (e.g. .NET). 6) Visual FoxPro/Access - The best choices for small to mid-size database apps. I am a VFP master, I love it and makes great applications. It's a good choice to go out on your own with, since there are no end-user licensing fees for the database, unlike SQL Server. 7) Oracle - In the 90's, Oracle DBA's were earning about 50% more per year than the highest paid programmers. Good choice. One aspect of my career I did not regret was becoming an independent. It's very tough to make it, but I get my hands on a lot of different applications and get gobs of experience. I actually feel appreciated by clients, whereas working as a grunt programmer as a employee in years past, it's easy to get treated like crap by those managers who don't understand technical issues. However, it's a rewarding career.