what computer science courses are useful for a quant?

[Eric.Z]

Do quants use stuffs like algorithm, theory of computation a lot?
If not, what computer science knowledge is used a lot?

 

[Daniel Duffy]

Useful CS stuff:

1. Data structures.
2. Complexity Analysis.
3. Creating algorithms in a language-independent way.
4. Matrices.

 

[Daniel Duffy]

Useful CS stuff:

1. Data structures.
2. Complexity Analysis.
3. Creating algorithms in a language-independent way.
4. Matrices.

5. Program 1-4 using STL and Boost C++ libraries.

These are then the foundations for numerical work.

 

[Eric.Z]

5. Program 1-4 using STL and Boost C++ libraries.

These are then the foundations for numerical work.

you just mentioned algorithms. How well does a quant need to know algorithm?
Should a quant understand very well the theoretical stuffs underneath algorithm like set theory, logic, complexity theory and number theory?
Or just being able to write codes using trees, hash tables or dynamic programming is good enough?

 

[Daniel Duffy]

you just mentioned algorithms. How well does a quant need to know algorithm?
Should a quant understand very well the theoretical stuffs underneath algorithm like set theory, logic, complexity theory and number theory?
Or just being able to write codes using trees, hash tables or dynamic programming is good enough?

Try to get a good theoretical foundation so that you know what you are doing when in STL and Boost.

I think writing your own CS algos is nice, it has already been done almost surely.