I started with python using numpy/scipy for "quant" work. Many in the science community use it... eg: NASA, Jet Propulsion Labratory, and is used with the Hubble Space Telescope.Quote from mbay:
To be honest, I was going to quickly just pick up VB.net and transition to C#.
I have been contemplating about C#, mainly because of the limitations of VB, but I have to be honest, for some reason I would rather learn an opensource platform like Python, PHP, or Ruby.
I know the .net platform by Microsoft is widely used by several third party programs and it has the most extensive libraries for finance from what I have read.
I was contemplating Ruby, especially since it seems like uncharted area for Quants, but I have a feeling there is a reason why it is uncharted.
This leads me to PHP or Python, and I think the popular answer would be Python between the two, I think.
After, I learned C and am now working with C++. Knowledge of all three is a great combo.
Do yourself a huge favor and follow the OpenSource path. One day you may decide to work with something other that M$oft, like Linux, FreeBsd or OSx and will be happy you applied your time judiciously. Not to mention all of the other free software.
