What sort of C++ skills are needed for a proprietary trader?

[Protoman]

Hi!

I'm currently a HS sophomore who has passed the California High School
Proficency Exam, and will be starting Cerritos College soon --I'll get
my AA in Mathematics/Economics; I'll then transfer to UCLA's
Mathematics/Economics major, and try to transfer into MIT's Applied
Mathematics major and the Economics minor for my senior year --wishful
thinking, I know-- --, and I hope to become a proprietary trader for a
hedge fund after getting my MSc in Mathematical and Computational
Finance from Exeter College, Oxford, and, possibly, get my PhD in
Financial Engineering from Cornell University. I know that the job
requires C++ programming skils, but I am at a loss for what level of
depth and breadth that they want. Anyone here to help me out?

[dog]

On Aug 22, 6:54 pm, Protoman <[e-mail]:

>What sort of C++ skills are needed for a proprietary trader?

What's the point in becomming a pt? Deep discount online brokers are
just that, dirt cheap .. as low as a buck a roundtrip trade. Save
yourself the trouble.

C++ however is a good choice. It't still the most popular low level
(powerful) language.

GL
Steve

[Charles]

Protoman wrote:

...I hope to become a proprietary trader for a hedge fund...
I know that the job requires C++ programming skils...

Where did you get that idea?

I doubt that a trader requires C++. The people that support the traders
might need C++ proficiency. Go interview a trader, that is, someone
actually doing the job you want. It won't be hard to get them to talk about
their jobs.

...I am at a loss for what level of depth and breadth...

If you want to have enough programming skills to work for the likes of
Goldman Sachs, C++ is excellent. A solid base of programming knowledge is
essential. That will apply to any language required. Get your own copy of
The Art of Computer Programming, a multi-volume set by Donald Knuth. If you
can show at least a passing familiarity with everything in those books any
hedge fund would love to have you. (Just today I worked on the
differentiation of a polynomial tree and referred to a section in Knuth's
Fundamental Algorithms.)

If you get to the point where you understand just how much you don't know
about C++, you're ready for Goldman. To do that write programs - lots of
programs. Computer languages are learned, like other languages, through
exercise. Want to _really_ learn a language? Teach a course in it.

--
Charles

[red floyd]

Charles wrote:

>
If you want to have enough programming skills to work for the likes of
Goldman Sachs, C++ is excellent. A solid base of programming knowledge is
essential. That will apply to any language required. Get your own copy of
The Art of Computer Programming, a multi-volume set by Donald Knuth. If you
can show at least a passing familiarity with everything in those books any
hedge fund would love to have you. (Just today I worked on the
differentiation of a polynomial tree and referred to a section in Knuth's
Fundamental Algorithms.)

Just so you'll know, they're not cheap. My boxed set cost $150. And
it's worth every penny.

[Protoman]

On Aug 23, 6:35 pm, "Charles" <[e-mail]:

Protoman wrote:

...I hope to become a proprietary trader for a hedge fund...
I know that the job requires C++ programming skils...

Where did you get that idea?

I doubt that a trader requires C++. The people that support the traders
might need C++ proficiency. Go interview a trader, that is, someone
actually doing the job you want. It won't be hard to get them to talk about
their jobs.

...I am at a loss for what level of depth and breadth...

If you want to have enough programming skills to work for the likes of
Goldman Sachs, C++ is excellent. A solid base of programming knowledge is
essential. That will apply to any language required. Get your own copy of
The Art of Computer Programming, a multi-volume set by Donald Knuth. If you
can show at least a passing familiarity with everything in those books any
hedge fund would love to have you. (Just today I worked on the
differentiation of a polynomial tree and referred to a section in Knuth's
Fundamental Algorithms.)

If you get to the point where you understand just how much you don't know
about C++, you're ready for Goldman. To do that write programs - lots of
programs. Computer languages are learned, like other languages, through
exercise. Want to _really_ learn a language? Teach a course in it.

--
Charles

Yeah, I know I don't know a good couple aspects of C++. Like I don't
really understand protected inheritance and the uses thereof, or
"traits", and I need to broaden and deppen my understanding of
template metaprogramming and software design and engineering. As well
as a host of other things.

[Charles]

Protoman wrote:

As well as a host of other things.

Okay here's another idea. Collect computers. They're free. People throw
out PCs every day or they're just collecting dust in a closet. Ask your
friends and relatives. Build a cluster out of those PCs using the (also
free) Linux operating system. Do a search on "Linux cluster." You probably
can't afford a 64-core IBM server. Build your own.

Nothing impresses a college acceptance board or a prospective employer when
they ask about parallel computers and networking like a picture of one that
you built yourself. Keep a diary of the process. Detail the problems you
ran into, the solutions you came up with, why they didn't work and what you
did to achieve success.

--
Chuck

[Charles]

red floyd wrote:

Charles wrote:

>Get your own copy of The Art of Computer Programming...

Just so you'll know, they're not cheap. My boxed set cost $150. And
it's worth every penny.

Indeed. A tour de force. To let you know that you are in good company,
take a look at the photo of Scott Meyers at work at photograph 15 on
http://aristeia.com/EC3E/WITW/index_frames.html. His set is on the bottom
shelf of the book case behind him. Look for the familiar tan and black
binding. (One volume is partially hidden.)

--
Chuck