[eastbay]

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yikes, lookin kinda scary from here.

ok, so matlab was first on your list. i know how to use it to run statistical models/tests etc. but can you write data gathering programs w/ user generated functions?


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I'm sure it's possible but it would be a weird thing to do. Matlab is best for number crunching. There may be some add-on toolkit for this for all I know (I don't use it often), but with vanilla Matlab it would be awkward at best.

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so how long do you think an intelligent hard working individual would take to learn C++ enough to program a trading system?


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Really hard to say, partly depending on the person and largely depending on the requirements of the system. There is a huge difference between a "sketch" of a trading system that might even work some of the time, and a real, hardened, fault tolerant system that would handle real money. The latter is probably 50x as hard as the first.

Also depends a lot on what you already know and even more on your aptitude/appetite for it. If you're over 30 I would basically say give it up. If you are 20-30 and love computers you could possibly hack something awful together that kind of works in a few months.

Serious programming like the kind that you would put real money on in a trading system is kind of like learning a musical instrument. You may be able to pick it up and make some noises with it after a few months but you won't make music people want to hear for a long time if ever, and it helps a lot to start young, some might even say it is necessary.

On the other hand, most finance jobs that require "some programming" are not going to require that kind of level of development skill.

eastbay