C++ requirement for MFE

[MathFinCS]

I am currently pursuing a major in Applied Mathematics and minor in CS and Business from a a US university. I am planning on pursuing a MS FE from one of target schools (I am well aware of challenges to get admission).
All the MFE programs I know need C++. My college does not offer any class specifically for C++. Java and C# are used.
My question here is: after getting done with 1 class in OOP (Java), 1 in Algorithm and Data Structures(Java), 1 in Software Practice (C#.. this is upper level programming class), and 1 class in Database Systems (SQL), do I still need to worry about C++ requirement for program like Baruch MFE? What if I learn C++ myself? Do they evaluate that? How?

 

[Mini-Dow]

I am currently pursuing a major in Applied Mathematics and minor in CS and Business from a a US university. I am planning on pursuing a MS FE from one of target schools (I am well aware of challenges to get admission).
All the MFE programs I know need C++. My college does not offer any class specifically for C++. Java and C# are used.
My question here is: after getting done with 1 class in OOP (Java), 1 in Algorithm and Data Structures(Java), 1 in Software Practice (C#.. this is upper level programming class), and 1 class in Database Systems (SQL), do I still need to worry about C++ requirement for program like Baruch MFE? What if I learn C++ myself? Do they evaluate that? How?

Hello,

I'm one of the lucky ones whose school provides C++ courses, but at the end of day, it's hard to distinguish yourself from all the other Computer Science majors who have done similar coursework. One thing I suggest is try to find research postions within your university and see which ones require coding -- it's the best if some faculty needs coding to be done in C++, and you should be able to pick it up (assuming you have decent Java knowledge); even if the programming is done in other languages, the experience alone, IMHO, would beat simply taking a bunch of CS courses.

The above requires you to do a fair amount of work on your own (e.g. finding out the research positions, contacting faculty, etc.), and if it somehow doens't work out, you may consider enrolling local community college and get the credit. C++ seems to be a pretty hard requirement nowadays and you probably don't want it to drag your application down

 

[Daniel Duffy]

I am currently pursuing a major in Applied Mathematics and minor in CS and Business from a a US university. I am planning on pursuing a MS FE from one of target schools (I am well aware of challenges to get admission).
All the MFE programs I know need C++. My college does not offer any class specifically for C++. Java and C# are used.
My question here is: after getting done with 1 class in OOP (Java), 1 in Algorithm and Data Structures(Java), 1 in Software Practice (C#.. this is upper level programming class), and 1 class in Database Systems (SQL), do I still need to worry about C++ requirement for program like Baruch MFE? What if I learn C++ myself? Do they evaluate that? How?

The topics you mention are very good to have. But he only way to learn C++ is by doing it, i.e. programming it until you understand it.


Java and C# are useful but moving to C++ is not a easy as you might think.



Baruch has very high C++ standards.

 

[bullion]

I'm not a big fan of limiting yourself to a single language. I see a lot of developer job posting looking for java developer. I briefly learned C# when the only open source quant trading platform I could find was in C#. Basically, you should learn whatever language is needed for each task at hand. If you have any fundamental training in computer science (data structure, computation theory, algorithm analysis), the language and the syntax is really quite trivial.

Daniel Duffy has a seminal book on C++ and financial engineering. In terms of getting recognition there's a C++ course certification sponsored by Quantnet. Both CMU and Berkeley will also happily take your money for their preprogram courses and dub you prepared. Ironically, C++ is becoming a legacy language and you probably want to learn additional languages once you're in the program...

But if you don't have the money or for whatever reason, you can just expand on your java skills. Go find a open source trading platform in Java and open it up to see how it works inside and out. Port QuantLib (written in C++) to Java and post it on a blog / website, or play with jQuickFIX. Be creative.

 

[MathFinCS]

Thanks everyone! I guess I am going to teach C++ myself. My question is how do they check/evaluate/examine my C++ standard? I mean.. even if my college taught classes in C++, transcript wound not give any detail of that. During the interview? May be I mention that on essay? ​

 

[DominiConnor]

bullion is right about the perils of only knowing one language, but I think you've mostly already avoided that problem and also that programming is a creative process.
Porting is a good workout but you need to write code to do stuff as well and porting between similar languages won't help you to learn how to express yourself. JK Rowling gets the credit (and the cash) for the Japanese version of Harry Potter, not the translator.

You might actually learn more from porting code to/from VBA...
I have 30 years and one week's experience of the C family, yet nothing ever made me more clear about evaluation of arithmetic expressions than porting a rather important VBA package to C++ because although C/C#/C++/ObjectiveC/Java will calculate the same expression the same way, VB won't. Ha ha.

 

[MRoss]

I know Baruch requires a C++ course or certificate. If you would like to get off by teaching it to yourself I suggest asking the dean at the Baruch online chat next week if it would suffice. It would be a shame to bank on it and then be rejected.

 

[Daniel Duffy]

Thanks everyone! I guess I am going to teach C++ myself. My question is how do they check/evaluate/examine my C++ standard? I mean.. even if my college taught classes in C++, transcript wound not give any detail of that. During the interview? May be I mention that on essay? ​

How long do you estimate it will take you to reach a given level (many levels) of competence in C++?

 

[MathFinCS]

How long do you estimate it will take you to reach a given level (many levels) of competence in C++?

4 months (during summer ..internship and C++)? I do not know…. how long do you think it should take for someone who has taken 3-4 programming classes (C# and Java)?

 

[Daniel Duffy]

4 months (during summer ..internship and C++)? I do not know…. how long do you think it should take for someone who has taken 3-4 programming classes (C# and Java)?

C# and Java are great to have but they do not prepare you for the rigors of C++. 4 months is a start and [12,24] hours a week assuming you learn the core C++ and not just the easy stuff.

C++is the most difficult lanuage I learned (with the exception of Dutch).