What programming skills do I need to learn to become a quant?

[pololiquantfin]

I'm a rising senior studying statistics with a minor in CS. My goal is to become a quantitative researcher, or at least get a quant internship first. I heard that quants need strong coding skills, but most of courses I've taken are theoretical ones(math & stats), and in addition, those CS courses offered in school only teaches part of the skills, like python/java/C. The other ones commonly employed in the industry, such as javascript, csv, mySql(I've only heard of these) needs to be learned by myself. So what type of coding skills do I need, and what are some great ways to learn that? Is a coding bootcamp necessary? I would appreciate anybody who had quant experience to answer.

 

[Daniel Duffy]

I recommend Quantnet C++ and then you start being able to think about the next level, i.e. design. Design != coding.

 

[pololiquantfin]

I recommend Quantnet C++ and then you start being able to think about the next level, i.e. design. Design != coding.

I'm already enrolled in this course and it's almost done for me. I can program in python/java/C++/R now, but I feel like that's not enough for getting a quant internship. One of the ways I could think of now is to start learning to backtest a strategy from quant reports. Does that sound reasonable?

 

[Daniel Duffy]

Oops, sorry, I missed that.
One of the ways I could think of now is to start learning to backtest a strategy from quant reports.

I would say that the next skills are to independently design and implement a program from scratch based on some requirements document?
This is not a skill that you learn in a couple of weeks.

 

[pololiquantfin]

Oops, sorry, I missed that.
One of the ways I could think of now is to start learning to backtest a strategy from quant reports.

I would say that the next skills are to independently design and implement a program from scratch based on some requirements document?
This is not a skill that you learn in a couple of weeks.

May you explain in more details about "design and implement a program from scratch based on some requirements document?" What are some typical projects I could work on?

 

[Daniel Duffy]

There are lots! Here are two theses I supervised last year.

Blogs - MSc Theses on Machine Learning and Computational Finance :: Datasim

MSc Theses at University of Birmingham 2019 MSc Mathematical Finance Programme Supervisor: Dr. Daniel J. Duffy, dduffy@datasim.nl Course Director: Dr. Colin Rowat,..

www.datasim.nl

Initially, you first need to walk (learn the design process on a generic/non nitty-gritty cases) before running (actually applying design know-how to problem, A,B,C,...X,Y,Z, whatever).

Something in finance/ML arena in C++/Python might be a good case.

 

[pololiquantfin]

There are lots! Here are two theses I supervised last year.

Blogs - MSc Theses on Machine Learning and Computational Finance :: Datasim

MSc Theses at University of Birmingham 2019 MSc Mathematical Finance Programme Supervisor: Dr. Daniel J. Duffy, dduffy@datasim.nl Course Director: Dr. Colin Rowat,..

www.datasim.nl

Initially, you first need to walk (learn the design process on a generic/non nitty-gritty cases) before running (actually applying design know-how to problem, A,B,C,...X,Y,Z, whatever).

Something in finance/ML arena in C++/Python might be a good case.

Thanks you very much Daniel!

 

[Daniel Duffy]

You're welcome! Knowing C++ means you have a great headstart

 

[IntoDarkness]

if library quant is not the thing you want, python + r is the way to go right now

 

[binomial-torrent]

some shops expect their quants to write production code tho (i had to do in C# at last employer)

 

[pololiquantfin]

if library quant is not the thing you want, python + r is the way to go right now

I haven't heard of 'library quant' before. Is that something related to quant developers?

 

[pololiquantfin]

some shops expect their quants to write production code tho (i had to do in C# at last employer)

 

[IntoDarkness]

Library quant do a bit more than software development they also responsible for initial research and prototype. But they are less concerned with deskside analytics