Programming Skills for Finance Career

[eastbay]

[ QUOTE ]
[ QUOTE ]
In the old days SAS, now probably mix of SAS and Matlab shops are out. Also, knowing C++ and Perl always helps.

[/ QUOTE ]

do you have experience creating trading strategies that are automated w/ real time data (i.e. goes to data sources to get prices/reports and bring them into a model & then generate positions) and then produce return streams that are testable?

if so, how do you do it, step by step if possible.
thanks a ton,
Barron

[/ QUOTE ]

Yes.

The answer to "how" is that it totally depends on the source of the data and the back end or broker API you are going to use. I wrote a complete system in C++. Other sets of requirements might be met with different choices of tools.

The answer to the original question is that C++ is the main skill you want to have for most positions that involve programming. Matlab, fortran, java, perl, less so VBA, and even less so Excel are nice extras but not good enough for most positions. Of course, that all depends on what exactly they want you to do.

eastbay