C++, Visual C++ 6, Visual C++.net, C#

Discussion in 'Trading Software' started by jerryz, Oct 1, 2005.

  1. jerryz


    Visual C++ 6
    Visual C++.net

    which one do the quants on wall street and hedge funds usually use?
  2. You didn't mention VB. I'll bet more number crunching is done in VB than you think.

    I'm an engineer, not a financial analyst. But my weapon of choice for number crunching simulations is VC++ 6.0. It's damn fast, mature and well-understood.

    There are several TA packages available in C/C++ as well. There's even a free, open-source package called ta-lib (which I use).
  3. I'm not sure what you mean by quant. Must be that bunch that gets themselves fired wholesale.

    Truly clever users of computers to make money in markets never touch anything of the above but C++ and only as little as they absolutely need to. Much smarter tools exist to assist you in unleashing computer power. The ones that don't know about this will get fired quickly.
  4. Whimsy

    Whimsy Guest

    But of course nosense will not share the info with you, he will only tantilize you with obscure references.
  5. nitro


    1) Yes
    2) Yes
    3) Yes, extensively
    4) Yes, I use it extensively

  6. nitro


    Almost no number crunching in realtime is done in VB. VB is usually used as a front end.

    With the advent of C#, I expect VB to go the way of the dinosaur.

  7. My dear Whimsy,

    Sorry that you seem to be unable to make use of excellent advise if you stumble in it. If you want more guidance, it's all over these threads ready to be picked up.

  8. range


    I am no quant, but it seems to me that there is also a lot of talk @ Java. Isn't this the case?

    Check out Amaranths' ($7B fund) web site (http://www.amaranthcareers.com/) posting openings for software engineers:

    You must be a world-class, real-time distributed systems software engineer/architect with a minimum of 3 years Wall Street experience. Java, C++, and Object Oriented Architectural skills are required. You must have strong interpersonal and communication skills, the ability to interact with traders and work well in a team environment."
  9. Two questions:

    -What you mean by number crunching?
    -With C++, how you can make your application
    understand what is a buy, sell, volume,.. isn't these requires
    you to be a professional programmer? I mean how do you
    build these actions in your applications?
  10. ozzy


    Just got Visual Studio 2003 .NET. This is gonna take me forever to learn.

    P.S if you havn't been doing this stuff for years its tough to learn. Easier to get someone to code what you want to do, that's where my brother comes into play. :D
    #10     Oct 1, 2005