Advanced C++ and Modern Design

Advanced C++ and Modern Design

Reviews 4.84 star(s) 109 reviews

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Amazing. Huge step up from the first C++ course.
Reviewed by Verified Member
Amazing course! So many topics covered with challenging exercises and a comprehensive final project. This is really a huge step up from the first C++ course (similar to the difference between an undergraduate and graduate course I would say), be prepared to allocate a huge amount of your time on this, even more if you are aiming the distinction. Also a special thanks to @Paul Lopez for always providing detailed and interesting answers to my questions! Obviously thanks also to @Daniel Duffy and @APalley for the course!
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Utilize everything I learned almost immediately
The Advanced C++ course helped me push to the next level of my C++ learning journey. I was able to utilize everything I learned almost immediately.
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Intense, challenging but rewarding.
After having completed the first C++ course (C++ Programming for Financial Engineering), I took this Advanced course to improve my knowledge of C++ programming and improve my knowledge as a Software Engineer in general. Also, I work in the city of Amsterdam and there are lots of financial trading firms present that use C++ actively, so I hope this course definitely adds to my credibility.

The course was intense and challenging, but fun. I'm also working a full time job, so I really had to manage my time well in order to finish on time. The course goes really into depth regarding various parts of C++ (Boost, multi threading, and the various design patterns). All in all, I am happy I took this course as it's not a walk in the park like some other programming courses.
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Great for C++ quant dev roles
I think the course is a great way to learn advanced C++ features and gain good foundational knowledge of C++11.

It goes beyond simply "this is how we do this" and goes into detail as to why we choose a certain approach, and how this new approach is better than other older approaches (a very very simple example would be using nullptr instead of NULL).

I think I am now able to fully understand the capability of C++, the vast array of features available, and how I can efficiently implement my ideas for packages.

I took this course to upgrade my C++ skillset to the level that I can break into C++ quant dev roles in the industry.
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Really enjoy the course and amazing journey
It's an amazing journey to study this course with all the interesting knowledge and practical exercises. I found this course with the recommendation of professor Dan. And I really enjoy learning this course with the community and forum of Quantnet.
  • Anonymous
  • 5.00 star(s)
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Very beneficial to real-world software development
I really enjoyed the course. After completing the C++ programming for Financial Engineering, I knew I wanted to do this one as well to further increase my knowledge and skills in C++.

The section on design patterns was particularly insightful. It not only covered classic design patterns but also discussed how to adapt and create next-generation patterns using C++11's multiparadigm programming features. This practical approach to design patterns was beneficial for real-world software development. One of the highlights of the course was its coverage of advanced topics such as template meta programming, variadic templates, and concurrency. These topics are often challenging and tend to be a a course in itself. But the notes, resources, and the lecture videos were able to explain it well with a decent degree of depth. I also appreciate the application of C++ in Financial Engineering.

My goal now is to apply what all I learnt professionally and eventually create my own C++ Library. These were also primary reasons, I took this course. Also, I am glad that I still get access to the forums and resources to continue learning!
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C++ for Baruch MFE
I'm preparing for the Baruch MFE application and this course is suggested. The course contents definitely require previous knowledge of C/C++ and the homework are well designed. I now have a better understanding not just in the new features but also basic logics in C++. Great course indeed and will review the course later.
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Incredibly comprehensive and can elevate your skills to the next level.
This course is quite challenging, with a lot of homework and quizzes. Thankfully, the TA is responsive, and you can post your questions on the forum where many questions have been discussed before. Despite having graduated two years ago, I enrolled to boost my C++ proficiency due to our new projects involving C++ code changes. A friend who was a student in this program years ago recommended it to me. I'd definitely suggest this course to individuals seeking an in-depth exploration of C++. It's incredibly comprehensive and can elevate your skills to the next level.
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THE premier course in developing expertise in both C++ and finance
Reviewed by Verified Member
This course is THE premier course for anyone interested in developing expertise in both C++ and finance - There's no other course that even comes close (not even ones offered in university). Moreover, Avi and the team are the most helpful people you'll ever find.

I took this course to advance my career as an algo developer. Unlike most who take this course, I am not on an MFE path. Instead, I have a Computer Science degree and specialize in trading systems and algo development. Effectively, I partner with PMs and Quant Researchers to implement the signals and strategies they discover. In particular, I focus on low-latency systems and, as a result, advanced knowledge of C++ is critical. Fortunately, there are many facets of this course that directly benefit my day-to-day work. Moreover, the advanced knowledge of these concepts/techniques will help separate me from my teammates and set me up for promotions. Some of the most useful sections in this course are multi-threading, functional programming, concepts, and variadic template metaprogramming, all of which I use on a daily basis to excel in my career.

Thank you for the providing this course and for always being incredibly helpful throughout the course.
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Recommend this course to all students currently in an MFE program
My experience is a bit different than other certificate takers. Usually people taking this advanced certification are either planning to get into an MFE or working in industry, whereas in my case I'm a student currently completing an MFE. I would recommend this course to all students currently in an MFE program that is deficient in programming/software engineering courses, and would like to plug that hole with a robust advanced certificate that covers many of the expected CS knowledge to compete for QuantDev positions. I am really pleased with how comprehensive this course was and I can truly attest that it has taken my C++ and software engineering skills to a much, much higher level.
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Saving my employer millions using advanced C++ techniques from this course
Many students have spoken about how comprehensive the content of the courses is, so I want to take the opportunity to talk about how applicable the knowledge from this course is in the real world.

I work for one of the big tech companies, and you would be surprised to realize that the code base of even the big tech companies is often not taking advantage of all the features that C++ has to offer. Projects at big tech companies often start out with a quick experimentation code which introduces code debt and bad design. If projects don't work, we abandon the code. if they do work, then the code debt manifests into inefficiency at scale. There are attempts to refactor the code, but it is often at a small scale here and there because things like templates, and multi-threading concepts are not thought out from the very beginning. By the time the code is refactored, it got stuck in time and could not be changed to take advantage of all the new features.

Learning this course has provided with me many benefits in my work. I code C++ way faster, which saves time for design. I was able to refactor a large chunk of the code in my company's code base, clearing a large chunk of code debt and saving tons of SWE years. Many times, it is just using range instead of for loop, and doing some simple multi-threading execution with futures when things are parallelizable. Because the scale of the problem is usually so large, every little change matters. Thanks to the knowledge from this course, I was able to make hundreds of these changes in the last 3 months, performing an unbelievable amount of resource savings in my work and making life easier for other engineers with some nice refactoring.

So I can say with certainty that the program is well worth it and I wholeheartedly recommend this course to others. It is better than the course offered at my company, better than the course offered in my master's program, and has helped me so much in my real-world work. It was certainly time well spent listening to @Daniel Duffy 's lectures in my 50-minute commute every day. I am excited to continue my C++ journey and look forward to learning other courses offered by QuantNet.
The course was very demanding, but I did learn a lot of new things that I had never been exposed to elsewhere before!
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Great experience and course
Very great! Have learned a lot knowledge of C++ syntax and features, and gained practical coding experience through homeworks and feedbacks from TA.Very great! Have learned a lot knowledge of C++ syntax and features, and gained practical coding experience through homeworks and feedbacks from TA.
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Will definitely help with job hunting
Overall I think this advanced course much more difficult and general than the fundamental one. But it’s really useful and it gives me a lot of chances to learn how we can improve the design and performance by using the new features.
Of course, there is no doubt that the TA is very responsible. Thanks a lot for Daniel’s class and APalley’s guidance. I think this course will help me do better in job hunting.
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Had a great time.
I had a great time in the class. The class is recommended by Baruch MFE.
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I enjoy it thoroughly
The course material covers a lot of ground. I started thinking I'm quite good at C++ but it soon proves me wrong lol. Homework is both a blessing and a nightmare. They took a lot of time to complete so beware of time management. But overall, I enjoy it thoroughly.
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Lovely course
Reviewed by Verified Member
Lovely material provided by professor Duffy, and Avi is a real treasure for us students to have with his input for us to improve. Lovely material provided by professor Duffy, and Avi is a real treasure for us students to have with his input for us to improve.
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Becoming a serious C++ programmer
It is an amazing course that prepares me become a serious C++ programmer! I learnt a lot of new and useful C++ language features, which will be instrumental to my future study and career. Tons of homework assignments are really interesting and intellectual-stimulating. TA is good and responsive as always.
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From C++ junior to a veteran programmer
The course is challenging for me whose ""mother tongue"" programming language is not C++. I was familiar with Python but only have limited knowledge (i.e. only know the basic syntax) about C++ prior to the course, so I felt the pace was quite fast in the beginning. However, as I got more familiar with C++, my pace also got faster: I really enjoy exploring the interesting fields in C++ and am greatly fascinated by the new features of C++.

In the first chapters, the homework lead us to get familiar with C++ features and libraries in an intensive manner. Although the homework brings lots of challenges, it leads us to master those features quite quickly. In the last chapters (6,7,8) of the course, I move from finishing the tasks given by clear instructions to designing small programs (systems) by myself. In the last chapter, I designed a whole project on options pricing which wraps up all the stuff learned in this course. In this process, I feel my understanding and practice with C++ have moved to higher levels.

On the whole, I'm really grateful for this course, which turns me from a C++ junior to a veteran (although more practice is needed).

Found the course: a prerequisite for incoming Baruch MFE students. Also, as I'm eagerly hoping for expand my coding experiences, I registered the course without hesitation.
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Difficult but you will not be alone. Worth it!
This course, consistent with its name, is advanced and difficult. If you have just finished the basic Quantnet C++ course and have no other C++ experience, just like I did when I started the course, you are bound to struggle. Fortunately, we are not alone. Past students ran into the same problems as we inevitably do, and their posts on the forum will help us deal with the problems. Even if we wade into uncharted waters, Dr. Duffy and the passionate TAs are always ready to help. This course prepares me well for using C++ at work, with the right coding knowledge and, perhaps more importantly, how to learn from other fellow programmers on things I cannot figure out alone.
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