C++, Visual C++ 6, Visual C++.net, C#

You didn't mention VB. I'll bet more number crunching is done in VB than you think.

I'm an engineer, not a financial analyst. But my weapon of choice for number crunching simulations is VC++ 6.0. It's damn fast, mature and well-understood.

There are several TA packages available in C/C++ as well. There's even a free, open-source package called ta-lib (which I use).
 
Quote from jerryz:

C++
Visual C++ 6
Visual C++.net
C#

which one do the quants on wall street and hedge funds usually use?
I'm not sure what you mean by quant. Must be that bunch that gets themselves fired wholesale.

Truly clever users of computers to make money in markets never touch anything of the above but C++ and only as little as they absolutely need to. Much smarter tools exist to assist you in unleashing computer power. The ones that don't know about this will get fired quickly.
 
Quote from nononsense:

Much smarter tools exist to assist you in unleashing computer power. The ones that don't know about this will get fired quickly.

But of course nosense will not share the info with you, he will only tantilize you with obscure references.
 
Quote from jerryz:

C++
Visual C++ 6
Visual C++.net
C#

which one do the quants on wall street and hedge funds usually use?
1) Yes
2) Yes
3) Yes, extensively
4) Yes, I use it extensively

nitro
 
Quote from stevegee58:

You didn't mention VB. I'll bet more number crunching is done in VB than you think....
Almost no number crunching in realtime is done in VB. VB is usually used as a front end.

With the advent of C#, I expect VB to go the way of the dinosaur.

nitro
 
Quote from Whimsy:

But of course nosense will not share the info with you, he will only tantilize you with obscure references.
My dear Whimsy,

Sorry that you seem to be unable to make use of excellent advise if you stumble in it. If you want more guidance, it's all over these threads ready to be picked up.

hph
nononsense
 
I am no quant, but it seems to me that there is also a lot of talk @ Java. Isn't this the case?

Check out Amaranths' ($7B fund) web site (http://www.amaranthcareers.com/) posting openings for software engineers:

"Qualifications
You must be a world-class, real-time distributed systems software engineer/architect with a minimum of 3 years Wall Street experience. Java, C++, and Object Oriented Architectural skills are required. You must have strong interpersonal and communication skills, the ability to interact with traders and work well in a team environment."
 
Two questions:

-What you mean by number crunching?
-With C++, how you can make your application
understand what is a buy, sell, volume,.. isn't these requires
you to be a professional programmer? I mean how do you
build these actions in your applications?
 
Just got Visual Studio 2003 .NET. This is gonna take me forever to learn.

P.S if you havn't been doing this stuff for years its tough to learn. Easier to get someone to code what you want to do, that's where my brother comes into play. :D
 
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