Hi All,
It has been a few years since I have completed the MFE at Baruch. Can you post a few of the programs you have wrote for the class you have taken? I want to see a broad spectrum. Don't worry if you code is ugly. I am trying to build a framework that can be used by students at all level of programming expertise. If you can include a brief description as to what the code should do, that would be great.
I have always had a problem with re-inventing the wheel. When I was a Baruch, I wish I had a re-usable framework to look at real world problems. A framework that can be extended by each generation of students. Not everyone wants to be a Quant that implement models in C++. Even if you do, you will need to work with other developers to tie it into a full fledge trading system.
I have always been skeptical of weighing C++ so heavily. Finance company care about providing value to clients and being compensated for it. As to what the language the models are implemented in, I think the business managers are indifferent. The reason C++ is in demand is because a lot of legacy code is written in C++ and it works across different OSes. You would rather maintain and expand on what you have than build it from the ground up. This makes sense most of the time.
I would like to see what the current state of the code produced by students is to see if I can add any value. Do you feel that you have a reusable code base each generation of student can use and expand on already?
Thanks,
Phat
It has been a few years since I have completed the MFE at Baruch. Can you post a few of the programs you have wrote for the class you have taken? I want to see a broad spectrum. Don't worry if you code is ugly. I am trying to build a framework that can be used by students at all level of programming expertise. If you can include a brief description as to what the code should do, that would be great.
I have always had a problem with re-inventing the wheel. When I was a Baruch, I wish I had a re-usable framework to look at real world problems. A framework that can be extended by each generation of students. Not everyone wants to be a Quant that implement models in C++. Even if you do, you will need to work with other developers to tie it into a full fledge trading system.
I have always been skeptical of weighing C++ so heavily. Finance company care about providing value to clients and being compensated for it. As to what the language the models are implemented in, I think the business managers are indifferent. The reason C++ is in demand is because a lot of legacy code is written in C++ and it works across different OSes. You would rather maintain and expand on what you have than build it from the ground up. This makes sense most of the time.
I would like to see what the current state of the code produced by students is to see if I can add any value. Do you feel that you have a reusable code base each generation of student can use and expand on already?
Thanks,
Phat