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在伦敦对冲基金工作多年的quant学习C++的经验

本主题由 linda 于 2008-2-2 10:12 AM 加入精华

在伦敦对冲基金工作多年的quant学习C++的经验

As promised, I am listing a few books and resources on C++, so you can plan a way to improve on your C++ knowledge.

I think a good start, is a good beginner book out of the following:
At the same time you could read this book, which is aimed who want to learn C++ by example in a short amount of time:
Accelerated C++: Practical Programming by Example (C++ in Depth) (Paperback) :
http://www.amazon.co.uk/Accelerated-C%2B%2B-Practical-Programming-Example/dp/020170353X
The classic book on the C++ syntax is the one written by its creator, Stroustrup, but it can feel a bit long:
The C++ Programming Language, Special Edition (Hardcover)
http://www.amazon.co.uk/C%2B%2B-Programming-Language-Special/dp/0201700735/

Once you have acquired the basics, you should get knowledge of:
  • The standard library (standard collections and algorithms), previously known as Standard Template Library
  • Design patterns
  • Advanced knowledge of C++ and standard library
Standard Library
The following two books are the best on the subject:

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C++靠看书是不行的,没实际经验面试一问就漏了.

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C++在算法、模型研究阶段用得多吗? 这个阶段应该是高级工具更方便。

学做软件可参考的东西太多了,太多了。

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回复 2# 的帖子

书是工具,每个人学习的时候都从看书开始。CQF上课的时候都是用的Excel VBA,但是他们鼓励大家课后能用C++,应为它是Industry用的标准程序语言。

[ 本帖最后由 EnglandWhite 于 2008-2-3 08:19 PM 编辑 ]

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同意楼上。C++已经是个benchmark了,有的地方虽然用不到很多C++,但是面试还是考察这个。

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同意,现在有很多用人单位用Java,C#,看不同的地方。但C++是目前最通用的。

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很好,学习了我本来就是理工科出身的,都没有学的怎么仔细

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其实 C++、C,C#仅仅都是编程语言, 我觉得对于解决实际问题而言 算法和数据结构更重要  语言都是实现这些的工具而已。
数学算法,人工智能;http://blog.csdn.net/aris_zzy

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部分同意楼上。如果做软件产品,语言的熟练也是很重要的。

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讨论了半天,大家抓紧实际赶快学。

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