Skip to content
All library documents

A Learning Path from C++ Fundamentals to Quantitative Finance

Article Quant Q&A · Author: PhilGib

Summary

The document asks for a route from beginner-level C++ to quantitative trading, from a learner who already programs professionally in Visual Basic and has trading experience. The response suggests starting with a general C++ text, then studying resources focused on quantitative finance and C++, particularly for work involving derivatives. It names several authors and books as possible references.

This is a brief reading-list recommendation, not a structured curriculum. It does not explain which C++ concepts to prioritize, how to apply them in trading systems, or how to progress through projects. The recommendations reflect the respondent’s suggestions and are not supported by comparisons or outcomes. The proposed materials may help orient a learner, but the document leaves the choice of learning sequence and the distinction between quant research and production trading software largely open.

Key ideas

  • A general C++ text can provide a foundation before moving into quantitative finance materials.
  • The recommendations include resources aimed at quantitative finance and derivatives work.
  • The response names authors and books but does not outline a detailed course or project sequence.
  • The suggested path is advisory and is not accompanied by evidence comparing learning resources.

Tags

Full text
# C++ training from scratch to quantitative trading?


# C++ training from scratch to quantitative trading?












I have been trading for decades, and I have a solid knowledge of technical analysis but also VB as professional programmer.

I would like to start learning C++ from scratch, then specialised in C++ for quant. trading

Any hint about where to start from please ?

- Learning C++ just enough to move to quant trading

- Learning C++ for quant trading

## Answer by tagoma (score 6)

https://quant.stackexchange.com/a/3164

C++ Think in C++ can be a starting point. This is free. And, you might study Beginning Visual C++ 2010 by Ivan Horton Quantitative finance and C++ (if you are derivatives-oriented) You might find Mark Joshi as well as Daniel Duffy's writings of (great) interest. It is easy to find the references of both their books on a website such as Amazon. You can also visit Mark Joshi's website, and Daniel Duffy's one.

Think in C++ can be a starting point. This is free. And, you might study Beginning Visual C++ 2010 by Ivan Horton

Quantitative finance and C++ (if you are derivatives-oriented) You might find Mark Joshi as well as Daniel Duffy's writings of (great) interest. It is easy to find the references of both their books on a website such as Amazon. You can also visit Mark Joshi's website, and Daniel Duffy's one.

Quantitative finance and C++ (if you are derivatives-oriented) You might find Mark Joshi as well as Daniel Duffy's writings of (great) interest. It is easy to find the references of both their books on a website such as Amazon. You can also visit Mark Joshi's website, and Daniel Duffy's one.

Quantitative finance and C++ (if you are derivatives-oriented) You might find Mark Joshi as well as Daniel Duffy's writings of (great) interest. It is easy to find the references of both their books on a website such as Amazon. You can also visit Mark Joshi's website, and Daniel Duffy's one.

You might find Mark Joshi as well as Daniel Duffy's writings of (great) interest. It is easy to find the references of both their books on a website such as Amazon. You can also visit Mark Joshi's website, and Daniel Duffy's one.

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.