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Sounds like a good idea, TBH I haven't studied MCMC. What about MLMC? Maybe MCMC is similar. https://en.wikipedia.org/wiki/Multilevel_Monte_Carlo_method I would say that doing a modular approach in Python pays dividends going forward in your career. A remark: the MC architecture is the test...

One idea: Monte Carlo option pricing in Python based on solutions in C++, C#. https://onlinelibrary.wiley.com/doi/epdf/10.1002/wilm.10647

AI Agents!! @Paul Lopez // we did some basic stuff on agents 20 year ago ... not easy.

I don't use/need it.. What about this new stuff!!

Nothing wrong with SW engineering. Performance can be a requirement for many applications. In a sense, the maths is not the most critical part(?) C++ is still vital I reckon.

DeepSeek's libraries https://www.deepep.org/

But maybe parallel MC ? Also done in Advanced QN C++. @MikeLawrence

Anti-pattern and bad practices in real-life software projects We present the following seven patterns: BIG BALL OF MUD THROWAWAY CODE PIECEMEAL GROWTH KEEP IT WORKING SHEARING LAYERS SWEEPING IT UNDER THE RUG RECONSTRUCTION The real problem with THROWAWAY CODE comes when it isn't thrown away.

https://www.datasim.nl/onlinecourses/77/distance-learning-advanced-c-for-computational-finance-and-derivatives-pricing

.

C# is much better than Java for quant stuff (Java is good for other things). C++ and C# are close. Many shops use C# because its many advantages. C# for Financial Markets Daniel J. Duffy and Andrea Germani C# is a modern object-oriented programming language that runs under the Microsoft .NET...

In the QN C++ course we use Euler scheme for Black Scholes. It's easy but 1st order. Now, ADE is just as easy to program. Could be an exercise next version? Let me know. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1552926 @APalley @Paul Lopez

My 2022 book on PDE/FDM for finance is useful in this context And I have C++ code for all schemes. https://www.linkedin.com/pulse/upcoming-book-pde-methods-finance-planned-date-december-daniel-duffy/?trackingId=sQvR8%2Bg6RsKMnBIebUcztA%3D%3D

Fantastic! Actually, there are 2 modules on Monte Carlo and FDM 101 to do in C++. After that you are ready for Adv FDM and I can coach you how to set up the fancy schemes and program them in "C++" if you like idea.

I am trying to help. But I need to know more. DM/PM me is an idea. I have a repeatable process/best practice. See QN C++ Testimonials.

https://onlinelibrary.wiley.com/doi/epdf/10.1002/wilm.10620

Your requirements seem to be changing.. FDM has nothing to do with C++. I wrote a book in 2022 on FDM. Here is a link to some C++, PDE, FDM. https://quantnet.com/threads/blog-articles-on-c-11-and-computational-finance-by-daniel-j-duffy.32237/

I am planning to study some C++ and then jump directly to DataSim C++ course. What's your plan, precisely? BTW you need to get to QN C++ (or equivalent) level to do Datasim C++. Otherwise coaching you would be sub-optimal for both of us. Studying "some" C+ sounds a bit a la carte TBH...

Datasim C++ assumes C++ knowledge. I recommend QN C++, it is appropriate in your case. And great support for those w/o C/C++ knowledge. FDM is fine but ODE./PDE is an essential precondition (essentially parts A,B,F,G)...

Language-independent Software Design based on reusable domains and design blueprints example: Monte Carlo

Wise words for EVERY programmer

Some recent MSc theses on ANNs might be useful. Important not to get too carried away with the hype. https://www.datasim.nl/blogs/26/msc-theses-on-machine-learning-and-computational-finance-2019 https://www.datasim.nl/blogs/29/msc-theses-on-machine-learning-and-computational-finance-2020

We can avoid virtual destructor in a numbe of ways by considering other options: 1. Use smart C++11 pointers. 2. Parametric polymorphism (templates) instead of subtype polymorphism (inheritance). 3. Postpone physcal memory allocation for as long as possible (e.g. in main() using dedicated...

This 3-month work was written in 2014 and rightly focused on GPUs which were hype at the time. It is now 2025, so many technical and organisational requirements have evolved and changed: 1. Code is not portable ("captive user"). Porting to CPUs => rewrite. 2. Traditional OOP used; parallel...

Automation COM Adds were something completely different, especially ATL and CRTP.

Ask Irina if she plans to take QN C++ course.

Beginning of the end? A bit quite in Rustland.

Fundamentals of Structured Programming Also applicable to C++ https://en.wikipedia.org/wiki/Jackson_structured_programming

Maths is essential.

An Interview with Daniel J. Duffy: The Origins of C++ in Quantitative Finance https://magazine.thalesians.com/2025/01/21/an-interview-with-daniel-j-duffy-the-origins-of-c-in-quantitative-finance/

What about IP issues, copyright etc.?

stochastic processes, numerical methods, PDEs, convex optimization, derivatives pricing. Thinking out loud: FEM and FDM applied to option pricing etc. https://www.datasim.nl/application/files/5915/7045/5027/Matt_Robinson_Thesis_.pdf

Cool. Originally, he was called Setanta. Cuchulain stories are based in Cooley, Co. Louth where I have a cottage. My mum founded the Cuchulainn Ceili Band back then. POC FADA

Wow! Cuchulainn is my name on www.wilmott.com

#include <iostream> #include <string> #include "boost/pfr.hpp" struct some_person { std::string name; unsigned birth_year; }; int main() { some_person val{ "Edgar Allan Poe", 1809 }; std::cout << boost::pfr::get<0>(val) // No macro! << " was born in "...

// Copyright 2020 Peter Dimov // Distributed under the Boost Software License, Version 1.0. // https://www.boost.org/LICENSE_1_0.txt #include <boost/describe.hpp> #include <boost/mp11.hpp> template<class E> char const * enum_to_string( E e ) { char const * r = "(unnamed)"...

Thanks for the feedback! For MFE, Parts A,B,F,G of ODE/PDE course are sufficient for a good overview and certificate. Some middle-level calculus is needed but most students find it easy. Normally, 2-3 months is fine to complete. I support all parts if you want to do them all. The course...

Template metaprogramming in C++11 and beyond https://www.boost.org/doc/libs/1_87_0/libs/mp11/doc/html/mp11.html

We'll need a bigger desktop :)

So, pre- C++20 iterator concepts aren't actually concepts in the sense of the C++20 language feature. DD probably not With C++20, these requirements have been formalized as C++ concepts. The older STL algorithm variants have been left untouched. For instance, if you look at std::find, an...

My main concern with be getting stuff from ChatGPT, a bit like a 2nd hand car salesman.

I write books. I never use ChatGPT, just like I would not copy-and-paste someone else's code. And it is so longwinded and 2nd hand information. We did a test once, yawn.

How does your C++ knowledge compare to this C++ syllabus? This course is like judo; if you complete it then you get a brown belt. https://quantnet.com/cpp/

The maths part of the curriculum looks superficial at first glance..

A popular ODE/PDE course with MFE students is https://www.datasim.nl/onlinecourses/97/distance-learning-ordinary-and-partial-differential-equations

Might be interesting

Yes! I am now finishing the book alone. So, I have about 3-4 chapters to do.

During undergrad in maths, most of us avoided Category like the plague. Stay focused.

those with COM experience know how. And Boost aka intrusive ptr.

Look to the maths. https://en.wikipedia.org/wiki/Monad_(category_theory)

I thought DoD were hiring Rust programmers by the bucketload?? Have developers got the run of themselves? Tulip mania (Dutch: tulpenmanie) was a period during the Dutch Golden Age when contract prices for some bulbs of the recently introduced and fashionable tulip reached extraordinarily high...

Goodbye, Rust. I wish you success but I'm back to C++ (sorry, it is a rant) …And the problem with Rust is that it just doesn't have critical mass and, frankly, I don't think it will ever have. Recently, Linus Torvalds complained somewhere that old C dinosaurs don't want to learn Rust. For...

Closely related is HOF (might be in C++ 38) https://www.boost.org/doc/libs/1_86_0/libs/hof/doc/html/doc/index.html

Boost Fusion = uses STL and mpl Choose MPL over fusion when doing pure type calculations. Once the static type calculation is finished, you can instantiate a fusion sequence (see Conversion) for the runtime part...

PFR 101 // Increment each field of the variable on 1 and // output the content of the variable. #include <cassert> #include <boost/pfr.hpp> #include <boost/type_index.hpp> #include <iostream> struct test { int f1; long f2; }; test var{ 42, 43 }; boost::pfr::for_each_field(var...

I would first concentrate on type_traits and Concepts in C++20 and take it from there. BTW We discuss C++20 Concepts + examples + exercises in QN < Advanced C++ course.> :ninja: Check out this useful stuff after that Boost Describe Boost PFR #include <boost/describe.hpp> #include...

Visitor and Multimethods

20.8 Hardware Simulation and Bridge Pattern

19.6.1 Example: The Strategy Design Pattern using C++20 Concepts This is a game changer

I can try to debug this code but a better idea is to map the TA in section 13.2.2 (13.11 and 13.12) to code or use the code in my book. mixing a and a2 is confusing for me. https://en.wikipedia.org/wiki/Tridiagonal_matrix_algorithm

Ju no kata is a bit like C++

std::vector<double> r2(r.begin() + 1, r.end() - 1); => FIRST INDEX is ONE?? r2[0] -= BCL; r2[r2.size() - 1] -= BCR; edge condition? r2(J-1)? take example p. 403 Duffy 2018.

I would first uncouple the 2 algos .. no mixing of a and a2 etc. Thomas BC taken care of in RHS r term. J = 4 DS a(J+1) TA a2(J-1), better than cryptic a2(,,,,). I use DS in many apps. It originated in former Soviet Union. It is about 20% faster than TA.

Really??

They really want you to have done real analysis as I think some of the math courses jump into some advanced probability right away (so would be good to know measure theory as well). This is 3rd/4th year undergrad honours Maths degree level.

This course is on the UCB pre-requisite list https://www.datasim.nl/onlinecourses/97/distance-learning-ordinary-and-partial-differential-equations

Herb Sutter Leaves Microsoft: C++ 26 to Revolutionize Software Development Herb Sutter, chair of the ISO C++ committee and a long-time Microsoft veteran, has left the company after 22 years to become a Technical Fellow at Citadel Securities, where he will focus on technical strategy and...

Good idea! What next?

Great ideas is the easy part. There are no posts yet.. @APalley @Paul Lopez

I would never do that; strangles are more low latency and memory-friendly.

Judo Black Belt Daniel Duffy

The only problem I have is with C++ object oriented programming, the pointers and the likes. They make me fret a bit for now. How do I solve this? QN C++ course

Even I used to wear suits in the beginning: 1990 Amsterdam ... very first international C++ course using a REAL compiler. Organised by Datasim and me! We was the first OO_EVERYTHING company in the Netherlands.

Plan : using std::future, easier than threading. It's in the Adv C++ course.

Is OpenMP a possibility https://hpc-wiki.info/hpc/OpenMP

Citadel Securities hires 20-year Microsoft vet in a new tech leadership role https://www.citadelsecurities.com/wp-content/uploads/sites/2/2022/07/Citadel-Securities-Hires-20-Year-Microsoft-Vet-in-a-New-Tech-Leadership-Role.pdf

I have ported the GOF Ganma patterns from OOP way to Haskell/Concepts way.

QUOTE Concepts (and constraints) are predicates that determine whether a type is a member of a set. You do not need to explicitly declare whether a type is a model of concept (an instance of a type class). That's determined by a set of requirements and checked by the compiler. In fact...

Haskell is very important and influential. Seems it inspired C++ Concepts. https://dl.acm.org/doi/10.1145/1411318.1411324

It was just a brainstorming idea. No idea on shared memory meets actors. https://arxiv.org/pdf/1505.03060

This is a PC using C++20 and Agents library. I'm showing off my skills here 🤖 (Rust supports somethin similar == channels) // Test101ActorConcepts.cpp // // Simplest example of a system. Context diagram consists only // of Input and Output systems. // // We use C++20 Concepts to replace V1...

No problem. Good luck. BTW IMHO Agents >> objects. I have used them for producer-consumer apps. I find it cool. https://learn.microsoft.com/en-us/cpp/parallel/concrt/asynchronous-agents-library?view=msvc-170

This is a variant of "always turn the PC OFF and ON and try again". Saves time.

The decision is between a push (Observer) and a pull (spin) model?

Some Q 1. Do you have a catch block ==> can tell what the error is. 2. My SynchronisedQueue is thread safe AFAIR it is essential(?) 3. TRY SynchronisedQueue instead of IPC::deque??? one possible issue? 4. ipc:: is nice 5. Allocation thread-safety: Allocation and deallocation are not...

Plan B ? Message Queue // Introduction to the Boost C++ Libraries - Volume II - Advanced Libraries // // Chapter 12.4 - Boost Interprocess: Process Synchronisation - Message Queue // // Producer inserts messages in the queue with a priority. // Consumer retrieves the messages from the queue. //...

Synched queue // SynchronisedQueue.hpp // // A queue class that has interprocess synchronisation. // // (C) Datasim Education BV 2011 #ifndef SynchronisedQueue_hpp #define SynchronisedQueue_hpp #include <boost/interprocess/containers/deque.hpp> #include...

V1 ; with my own synchronised queue, runs OK // Introduction to the Boost C++ Libraries - Volume II - Advanced Libraries // // Chapter 12.3 - Boost Interprocess: Process Synchronisation - Condition Variable // // (C) Datasim Education BV 2011 #include "SynchronisedQueue.hpp" #include...

I can't remember about deque .. let me look up my stuff (of > 10 years ago). I have 2 chapters in my Boost II book on deque and message_queue. Actually, your code looks good. I used a) find_or_construct, b) shm ... create only.(?) We now turn our attention to showing how to use shared memory in...

If you like my code for this, give us a shout :) Not sure what the best library is these days, maybe a good start-off? The principles are standard. https://www.boost.org/doc/libs/1_78_0/doc/html/interprocess.html

In which language? https://www.boost.org/doc/libs/1_85_0/doc/html/interprocess/sharedmemorybetweenprocesses.html It's also in my Boost C++ book Vol II.

c++

Which seminars are they? You can join the Datasim online courses at any time. The approach is both mathematically rigorous (I have 3 degrees in mathematics) and highly relevant to computational finance. The student price is Euro 1500 for the first course and Euro 995 for any course after that...

https://www.datasim.nl/onlinecourses with student discount. We do 2) (Numerical Linear Algebra!), 3) and 4) (and more).

My 2 cents I would say that CS is the more relevant of two, especially numerical and programming skills.

What's the definitions of these terms?

What kind of pure maths did you do?

4) not I'm not terribly impressed with ANNs https://www.datasim.nl/blogs/29/msc-theses-on-machine-learning-and-computational-finance-2020

You're welcome. Just remembered: Excel addins can be done using the code you learned. Might need it sometime :) https://excel-dna.net/

Excel is also a database, meaning you can check the accuracy of your numerics. Console output and matplotlib are less in this regard. Excel is (still) a standard in front office I reckon.

Any more info?

MSc thesis The LSM method of Longstaff and Schwartz for American options

ODE/PDE

Do you like fish/chip and rain/foggy weather? Chicken tikka masala is better.

Yes. Quite a good background based on several MSc/MFE degrees I was able to supervise.

Just curious, what's the rationale for a C library? Libraries like Eigen are C++. Of course, Python has lots of useful stuff. https://docs.scipy.org/doc/scipy/tutorial/linalg.html

C++17 std::filesystem Interesting possibilities https://en.cppreference.com/w/cpp/filesystem

Here is a thesis on ANNs using Eigen matrix library https://www.datasim.nl/blogs/29/msc-theses-on-machine-learning-and-computational-finance-2020

How's your maths? And C++/Python?

C++ has support for multithreading and (parallel) promises. Boost C++ Asio etc. NEW LIBRARY https://www.boost.org/doc/libs/1_86_0/libs/redis/doc/html/index.html

Here is a catalogue of reusable software solutions for all kinds of applications. Domain classification is like ornithology and design blueprints: does my application look familiar? Ask yourself this question before jumping headfirst into code!!

QUOTE I think you shall not use C++. It is too difficult for you. You cannot comprehend. You CANNOT use it. It is too UNSAFE. It uses abhorrent pointers. And malloc. And free. And these pesky new and new[], delete and delete[]. Nightmare. Not talking about the templates. You cannot understand...

How do you set up a scalable software architecture? https://en.wikipedia.org/wiki/List_of_software_architecture_styles_and_patterns to avoid a software ball of mud? It's one thing having building blocks but you need some kind of design blueprint, otherwise there's no point. Douglas C...

My 2 cents, In my experience, people do PhD because they want to. it's hard work. And topic topic is intellectually demanding and rewarding. Real and Functional Analysis were my favourites in undergrad and I used it in applied research (see my websites) I feel you should gear up to PDE/SDE...

What's your PhD topic?

Is there a reason for NOT using indices (like in Fortran)? Or use the matrix class?

Is it a fancy tuple? What are you trying to do?

https://www.datasim.nl/onlinecourses/97/distance-learning-ordinary-and-partial-differential-equations Student price Euro 1500 This is the only course focused on finance. On UCB's accredited list for MFE students. https://www.datasim.nl/testimonials

Library Looks rather mundane?

https://www.phoronix.com/news/Rust-Linux-Maintainer-Step-Down Hey folks, This is as short a series as one can be: just removing myself as maintainer of the Rust for Linux project. I am retiring from the project. After almost 4 years, I find myself lacking the energy and enthusiasm I once had...

Rust Quant https://crates.io/crates/RustQuant

Here is my ADI stuff from a while back (all quants had problems...lots of horror stories because they don't know wave equation) My ADE post was to show how to document.. All I get is a graph.

Here is a good example of a nicely written up thesis.

Hmm, still very incomplete, unfortunately. eg.do you have an A_max?? If this is an academic project as you mention, then I assume you write up the maths first? https://en.wikipedia.org/wiki/How_to_Solve_It

Your code is unreadable .. I fail to see the underlying structure of the PDE and the ADI scheme.

For ADI, one component is dV/dt + c dV/dA = ... and crucial essentials are here https://ocw.mit.edu/courses/16-920j-numerical-methods-for-partial-differential-equations-sma-5212-spring-2003/a1b0398626222c735a8bac5b261c43ad_lecs8_9_10_notes.pdf hth

Ok, maybe pinpoint the problems, no upwinding.. https://www.diva-portal.org/smash/get/diva2:444271/FULLTEXT01.pdf my harsh conclusion: ivory tower is behind curve WRT FDM.

Some discussion on this https://forum.wilmott.com/viewtopic.php?p=853445&hilit=ADI#p853445

https://www.wiley.com/en-ae/Numerical+Methods+in+Computational+Finance%3A+A+Partial+Differential+Equation+(PDE%2FFDM)+Approach-p-9781119719731 https://www.datasim.nl/books

My first piece of advice is: DON'T USE ADI for Asian options, believe me. Most quants use it as a recipe down the last twenty years. ADE is better https://onlinelibrary.wiley.com/doi/epdf/10.1002/wilm.10366 https://onlinelibrary.wiley.com/doi/epdf/10.1002/wilm.10620 Note we use...

https://www.datasim.nl/books

Open for enrollments, as always.

One of my MSc thesis students at the University of Birmingham (MSc finance) has an Aerodynamic degree. Her thesis with me was very good. I have a connect request to you on LI .

How did the negotiations go?

Happy birthday, Andrey. Is there an OAP discount :ninja:

I was the first to have resurrected Fichera and ADE and introduced them in computational finance. ChatGPT is rubbish here: bluffing, misleading and 95% woefully incorrect. Platitudes galore.

Thank you very much, Andy!

A modest proposal. If you someone/anyone have any time ask ChatGPT "What is the Fichera function and how is it used in combination with Alternating Direction Explicit (ADE) methpd, expeciallly for PDE-based option pricing". thx @Paul Lopez @APalley @Andy Nguyen

Not much to go on..

I wrote several books related to that. https://onlinelibrary.wiley.com/doi/book/10.1002/9781119719731

Fortran is the best for HPC (I started with Fortran 66..) It is a niche, however. Before building a C++ portfolio, first learn C++ properly, no half measures. It might come as a shock that C++ has no native Matrix structure.

This book might give some relevant info https://onlinelibrary.wiley.com/doi/book/10.1002/9781119719731 And C++ is kind of vital. Are you using Fortran?

Computational Materials Science (i.e. physics) What is the focus? mathematical or more experimental? In general, physics is not (necessarily) maths. Not a bad thing. Just saying.

In general, one does not "learn" a language just for a job, but for cultural reasons.

Everybody speaks English. Anglo-Saxons, for example (~ native English speakers) are notoriously woeful at foreign languages. Do you wish to work in France? C++ would be a better language to learn. Charles V, Holy Roman Emperor: "To God I speak Spanish, to women Italian, to men French, and to...

ODE/PDE is on UCB list https://www.datasim.nl/onlinecourses/97/distance-learning-ordinary-and-partial-differential-equations

Rule of thumb Let M(n,m) == matrices with n rows and m columns A, B matrices then C = A*B is possible if #columns(A) = #rows(B) A ~ M(n,p), B ~= M(p,m) C = A*B then C ~ M(n,m). also applies when B is a vector.

finally realize that np.array() defaults to a 1xn vector but standard math notation uses nx1 vectors? Maybe avoid defaults; ReadTheDocs? import scipy.sparse.linalg as spla import numpy as np from numpy import linalg as LA from scipy import linalg import random print("Solve Ax = b") A =...

Take a step backwards and focus on the problem (ignore the bells and whistles). numpy is only a library. #QR decomposition r = c = 4 A = np.random.randn(r, c); print(A) Q,R = np.linalg.qr(A); print(Q); print(R) # Cross-check print (np.matmul(Q,R)) QR = np.matmul(Q,R) for i in range(0,r)...

Any updates?

It's a form of mental corrosion.

We asked ChatGPT to generate a document on SOLID (OOP design principles). Useless. High-tech plagiarism. Those OO classes are obscene.

I find C++ a vital skill in general.

I like these foundations, others also look good - Differential equations - Numerical analysis - Partial differential equations Learn to program a bit in Python and C++, for example.

Wow, then 25 hours/week for gymmastics sounds logical. In Ireland, we are supporting Rhys Joshua McClenaghan in Paris. on topic, my 2 cents . QN C++ . My ODE/PDE course is popular (e.g. UCB), follows on from Calc-3...

Out of curiosity, which sport? Are you training for the Olympics?

Things like numerical analysis, ODE, PDE, C++, optimisation. Measure theory is not really so important as some might lead to believe (BTW I did several MT courses as undergrad). https://www.datasim.nl/onlinecourses

What area of study are you doing?

I'm here for one, the originator of the course!

No

The 1st and 2nd courses are OK but seem to miss the more interesting analysis. Linear Algebra ... no numerical linear algebra, which is daily practice. https://www.datasim.nl/onlinecourses

Visual Studio 2022 does not suppport Gaussian integers. ... not end of world, stilll, error messages are scary for some. Gaussian integer - Wikipedia Code: Select all // Not on VS2022 // std::complex<int> com(1, 1); // std::complex<int> com2(1.0, 1); // std::complex<float> com3(1.0...

I didn’t take any linear algebra or calculus courses in college. That's awkward.. How to do Actuart, Quant Econ w/o the above??

Partial differential equations meet Brownian motion (Thanks to Albert Einstein). https://en.wikipedia.org/wiki/Fokker%E2%80%93Planck_equation

? https://texdoc.org/serve/gauss-doc.pdf/0

Time and Space … It is not nature which imposes them upon us, it is we who impose them upon nature because we find them convenient. Henri Poincaré

Here is a nicely balanced book on SDE by two top numerical analysts https://epubs.siam.org/doi/10.1137/1.9781611976434 i.e. continuous space to discrete space (as it should be).

And C++ maybe also..

This (my) ODE/PDE course is on the UCB official list https://www.datasim.nl/onlinecourses/97/distance-learning-ordinary-and-partial-differential-equations

A summary high-impact C++ features (personal view) C++11 is a version of the ISO/IEC 14882 standard for C++ and it replaced C++03; it was later replaced by C++14. It is a major update to the language and its goals were to improve the quality in general, in particular promoting efficiency...

Feels a bit like that. Analogy? If a house were built using different languages, then we get a Rust programmer to do the (low-level) plumbing work. C might be >> Rust?

Just out of curiosity, I would be interested in technical (not idiosyncratic, altho' they exist as well) reasons for choosing Rust. I have 35 years C++ exposure and I learned essential Rust in about 5 days. In a sense it is an extreme mini C++. Channels have potential but they are nowhere...

I am biased, but numerical analysis/methods is a very important skill here. https://www.datasim.nl/onlinecourses

This looks interesting https://www.patterndiagnostics.com/memory-thinking-rust

I'm not the best person to answer, but numerical/applied maths and C++ is viewed positively. @achirikhin @Paul Lopez

I understand. Have you tried some examples in Rust?

I would imagine that with a maths degree then Oxford, Imperial, Warwick might be good choices. In any case, it's a start. edit: C++ and Python are useful skills.

Which top university? TCD?

It all seems less elegant than others. just a random remark.

I knew you were going to ask about actix. I wrote 101 program in actix yesterday.

The following code uses features from C++20 and QN Adv C++ course that uses Concepts // At this moment I have a vague idea on how I would do it in Rust; is it even worth the effort.. @APalley @MichaelLewis // Test101ActorConcepts.cpp // // Simplest example of a system. Context diagram...

That's good summary. My hunch is that inside Rust there is an actor model trying to get out. But I fear that this is not good for producer-consumer pipeline programs. I have experimemented with Actors in C++, C# and Python. All nice stuff. Couldn't find much in Rust...

https://www.dumpanalysis.org/MTR/Memory-Thinking-Rust-Reference-TOC.pdf

I would learn QN C++. AFAIK Erasmus would not a very quanty university in the US sense. But check it out. NL tends to focus on the econometrics side of things. Utrecht uni and CWI have research quant students, but that's another story. In the old days, Nirvana was: work in R'dam, live in the...

Here is a nicely balanced book on SDE by two top numerical analysts https://epubs.siam.org/doi/10.1137/1.9781611976434 i.e. continuous space to discrete space (as it should be). Most books and articles on SDE give numerical methods short shrift... In fact, most books only tell half the story...

"First Derivatives" originated in Newry, Co. Down, Northern Ireland.

RUSTQUANT library https://crates.io/crates/RustQuant

50K won't go very far in Amsterdam.

Any use cases, Paul?

Bindings https://docs.rs/pyo3/latest/pyo3/ https://pyo3.rs/v0.21.2/

25K is a lot if you don't have it. I recall my undergrad maths degree cost 300 per year.

I use VS and Python .. never any problems in Release mode. So your program runs fine but it is the debugger you get issues with? We can chat.

Some years ago when the giant dinos Corba and COM roamed the great plains and shared the spoils, then a clever chap had the brainwave of creating a common interface to them, meaning only 1 interface to learn. Due to heavy leaking they had to learn THREE interfaces! Go tell management. Rust and...

SUMMARY OF POLL ON RUST

With your experience, you can leverage it. And age is probably an advantage, depending on the role. I reckon get foot in door could be an issue. Lattice-Boltzmann Method CFD using CUDA and C++ Not many who can say that.