Again. C++ is unreachable for 99% traders (and IMHO for coders too). Guys, are you all programmers? LOL
what do you mean with "unreachable"? Too complex to learn? I disagree. C++ may take longer to master than, let's say, Java or Python. But it can be mastered by anyone who puts his mind to it. What is a fact, however, is that C++ takes way more time than C# or Java to develop and test an otherwise identical project. Another fact is that other than some very rare use cases C++ is nowadays not at all faster or more efficient than C#, for example. I do not get all this hype and admiration for C++ in this community at all. Other than parts of feed handlers or hft algorithm implementation I would actually argue C++ is ALWAYS the worse choice when it comes to algorithmic/systematized trading, architecture, and algorithm implementation.
I think I was lucky to start with Excel VBA as it is a really easy language to learn. All my back-test data is in Excel format so there is no need to manipulate any databases or use SQL. Everything was self-contained and nice. However, I have no idea what programming skills or which area of skills I should develop from here. I am pretty sure my code is highly inefficient and has many unnecessary loops. For example, for awhile I was iterating through every cell in my Excel spreadsheet to do the necessary calculations and it took 30 mins to run a back test. Then when I realise I could read the entire sheet into an array and then work with the array, the program only took 2 mins to run. My laziness to learn more about programming has resulted in me having to write 1500 lines of code for a back test program. Although I am proud of my work, I can't help but wonder if I am programming efficiently. I have just started learning Python and some design patterns. Am I on the right track? Can someone offer some advice? Cheers, Andy
I would just keep programming things that are important to you and you will naturally learn along the way. Or you could post code somewhere (i.e., github) and ask for comments on it. Or you could hire someone to review your code and teach you some programming techniques. Lots of possibilities.
Interesting thread. I've been sitting on the fence wanting to get into programming for a while and have pretty much decided on Python. Any advice on how to proceed? Books? Interactive courses? I have been exposed to some very basic programming, but consider myself a complete newbie.
R can do Data Science and Statistics, Python can do those and almost everything else. The time is better spent learning Python.
That's a strong statement, but I'm listening. Care to expand? Is this due to learning curve? EDIT: I've been considering getting a degree in computer science and my university is heavily promoting their use of Python in most of their courses. If I were to learn Python, I would be well on my way, I think. That said, I bet they also use R and Matlab, so...Anyway, that's not my main consideration. Just an additional benefit.
Haha sorry, I was just messing with you, I couldn't help myself. It just that there's so much choice these days (MATLAB, Octave , R, Python ) it's hard to know what will suit you best without committing a significant amount of time, and without knowing what exactly you are trying to achieve. Especially as a trader, who might change direction and start exploring different paths, which could be better suited/ implemented in another language. It seems Python is the most practical to learn first( the all rounder). So please, stick to your plan.