Guidance for programming related to Financial Engineering

[phoenix_mfe]

Hi,

I'll be joining my MFE program this Fall. I come from a non-programming engineering background, having done a basic undergrad level course in Python.

Can someone explain the order of relevance (for MFE) of the following languages - C++, Python, R, SQL ? I wish to pursue my career as a Quant Trader post MFE, please suggest the language that I must have a command on?

I also wanted advice on the topics and sections in Computer Science that are most relevant for a financial engineering course such as Data Structures & Algorithms, Machine Learning, Object Oriented Programming etc. It would be very helpful if you could posts links to the resources so that I can learn these topics with relevance to MFE, for eg - a course like Machine Learning for Algorithmic Trading.

 

[Daniel Duffy]

C++ is the best foundation for many reasons.

e.g. knowing C++ means learning Python, C#, Java is a piece of cake.

Knowledge of Python doesn't really help if you wish to learn C++. The best way to learn C++ is to learn C++.

 

[phoenix_mfe]

C++ is the best foundation for many reasons.

e.g. knowing C++ means learning Python, C#, Java is a piece of cake.

Knowledge of Python doesn't really help if you wish to learn C++. The best way to learn C++ is to learn C++.

Yes, luckily I'm done with the basic course in C++.
Could you also give me some idea about the essential topics that I should have a good grasp on, like the ones I mentioned in the question?

 

[Daniel Duffy]

Linear algebra, ODE/PDE, algorithms, data structures ,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,+ real analysis.