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Choosing C++ or Python for Quantitative Finance Learning

Article Quant Q&A · Author: Vishnu Talanki
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Summary

The discussion considers how to choose programming resources for work in quantitative finance. One answer recommends learning general-purpose C++ for quant development roles, where employers may value broad programming ability alongside an interest in financial markets. For personal trading, it suggests Python and coursework that teaches algorithmic thinking through implementation rather than relying only on libraries.

A second answer points to a book that combines C++ design patterns with derivatives pricing as a way to study programming and finance together. It cautions that the book reflects an older version of C++, so learners should also study modern language practices. These are practical opinions rather than a systematic comparison of curricula, job requirements, or learning outcomes; the best path depends on whether the learner is targeting quant development or building personal trading tools.

Key ideas

  • General C++ skills may suit learners preparing for quantitative development roles.
  • Python may be a practical choice for personal trading projects.
  • Learning algorithms by implementing them can build skills beyond library use.
  • A derivatives-pricing text can connect C++ design concepts with financial applications.
  • Older C++ learning materials may need to be supplemented with modern language guidance.

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OptionsDerivatives pricing
Full text
# What are the best [free]resources to learn C++ particularly for quantitative finance?


# What are the best [free]resources to learn C++ particularly for quantitative finance?












What are the best free, online resources to learn C++ for quant finance? The course by quantnet seems too expensive for a broke student like me!

If there are any free online resources, let me know!

Thanks!

## Answer by Dhruv Mahajan (score 6)

https://quant.stackexchange.com/a/48999

I think it's best to learn generic C++. Most of the firms hiring for quant Dev roles usually need good general programming skills and interest in the markets. If you're learning for personal trading I'd say learn Python and for that any Data Science course that includes coding algorithms from the scratch (not through libraries) would suffice.

## Answer by Bob Jansen (score 3)

https://quant.stackexchange.com/a/49002

@Dhruv Mahajan makes a good point in my opinion.

@LuigiBallabio in the comments is speaking from a position of authority here as he is the lead developer of QuantLib.

If you want to learn C++ and Pricing at the same time you can try C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) by Mark Joshi. However, since that books has been written C++ has changed a lot and it would be wise to get to up-to-date on those latest developments. Good C++ in 2008 looks quite a bit different from good C++ code in 2019.

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.