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Quantitative Finance Reading List - Programming

4 pointsby shogunmikeover 14 years ago

2 comments

tzsover 14 years ago
Note that the submitted link is to part 2 of a three part (at least so far) series of reading lists. That particular part seems pretty useless for the HN crowd, as it is just a list of resources for learning C++. That's something most HN readers could easily find themselves, on the off chance they don't already have such resources already in the libraries.<p>I'd have though part 1 (reading list for financial and math background) or part 3 (reading list for numerical methods) would have been much better submissions.<p>The site is organized a little sub-optimally for navigation, as the parts do not seem to link to each other. To find parts 1 and 2, click the "articles" link on the left. That takes you to a list of all articles, but it is a small list so the reading lists are easy to pick out.
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Nick_Cover 14 years ago
There's not anything there that is specific to quant work, it's just a reading list for C++.<p>As an ex-quant, I very much agree with the comment made by Karan (on the site). Our modelling was developed on statistical software such as SAS and SPS. The actual production code was simply Powerbuilder or C++.
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