Quant development: I am investing into Microsoft .NET C#, C++, Matlab, and even Quantlib. Bizspark here I come.
So here I sit relearning the .NET technologies from Microsoft. This of course includes C#, C++, VB.NET, and ASP.NET. It seems I might be a little hesitant relearning this stuff as I have been more focused on Java for the last 7+ years. I like Java but I am finding more and more quant and trading platforms are written in C# with Visual C++ done in the back end. Also, I am finding more SQL Server out there as well. When you look at the high quant jobs, a large chunk of requirements .NET knowledge with SQL Server. I would say at least half seem to be a requirement while the rest is in Python, R, Linux, and even old dinosaur PERL. As it stands, I am ok on the Linux front but really need to beef up my .NET and other Microsoft technology knowledge. I would say I am very rusty on this front.
As it stands I have returned reviewing my C# skills before I start breaking down the trading systems I have come across. This of course includes ‘open source’ Tradelink and the commercial M4. With M4, I got more than just that platform but so much more. It seems it includes over ten years of development from the vendor over at Modulus Financial Engineering. I will give a full report on both platforms as I reach them but I am kind of leery on the set up of M4. It seems I even a staff member from M4 to set up my development environment. That is kind of daunting.
Anyhow, I am also looking at joining Microsoft’s Bizspark program which gives you the latest in Windows Server 2008, SQL Server, etc. It is a pretty decent and affordable program for developers like me who are in start up mode. One thing I know is I don’t want to build from scratch; I just want to integrate with what I have and with what is out there. I envision Matlab and C++ (from Quantlib) will play a major role in that.
This is from Modulus. Another bad on my part but here is the proper info on M4.
I read your post and just FYI, you are not required to use one of our developers to set M4 up for you. We provide instructions, but really it’s just kind of a courtesy to get the customer setup without any delays. The rest of the 8 hours can be used for custom development. The basic setup process involves registering a few COM components and that’s all. F** should be able to help you if you have any problems and you can use the support service at http://support.modulusfe.comNOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!