c or matlab

[mathquant]

Hi,

I am going to do a mcmc simulation as part of my Mathematics disertation. I have learnt basic c++ and matlab.

Anyone help me to suggest which one of these programming language I should use to optimise my application to quant job.

Thanks in advance.

[Khoa Tran]

For quant jobs interviews, C++ is the unanimous answer. However, there's some trade off between getting the job done and making the resume look beautiful. C++ may be an overkill for your project.

[mathquant]

You're right. After a day trying to figure out how to make numeric programs and plot a graph using C++, I realize it may be safer to use matlab. Also it will be more productive if I use Matlab. Anyway I want to do a post degree so it will be at least a year before I need to attend a quant job interview.

[giangle]

Welcome to Matlab ;-). I find Matlab is very simple to use and quite versatile, except from the econometric perspective (but you can use free third party toolboxes). But why don't you try Ox, an in-between Matlab and C++ language. It has most of the convenience of Matlab but it is a compiler language like C, hence very fast.

[hanguyen]

Even with Ox's advantages as GiangLe suggested, I would recommend you stay away from it though. Given your skills with Matlab and C++, I think it makes more sense to improve either of them than to learn yet another language. It's C++, and less so Matlab, that helps you to land a quant job.

[meanntn]

for your level, I would go for Matlab since it is simpler and it is easier to check the whole process, expecially results. It is easy and convinient to see all the results with Matlab but it is diff with some other packages. For now you can just use Matlab, you can study C++ later on if you study futher since Q job needs it!