Financial Programming 
Author Message
 Financial Programming

Hi Pros

I am learning to program in C++. I work at a brokerage firm.  I am not
trying to be a professional programmer but I am very much interested in
using programming to value {*filter*} options and other derivative products.  
Also, I am trying to incorporate it with Access database and Visual Basic
prograaming.  As you can tell I have a lot on the plate and trying to
learn everything at the same time.  Is there a good website I can consult
or even a good online course that I can take.  Any and all advice would be
greatly appreciated.  Thanks.  A

--
Posted via CNET Help.com
http://www.*-*-*.com/



Tue, 09 Apr 2002 03:00:00 GMT  
 Financial Programming

Quote:

>Hi Pros

>I am learning to program in C++. I work at a brokerage firm.  I am not
>trying to be a professional programmer but I am very much interested in
>using programming to value {*filter*} options and other derivative products.  
>Also, I am trying to incorporate it with Access database and visual basic
>prograaming.  As you can tell I have a lot on the plate and trying to
>learn everything at the same time.  Is there a good website I can consult
>or even a good online course that I can take.  Any and all advice would be
>greatly appreciated.  Thanks.  A

C++ is definately not the best language to start (and VB either): C++
has huge amount of (mostly silly and messy) details that will keep you
away from learning the core concepts of CS, and VB (as all basic
dialects) somehow encourages bad programming habits.

If you are serious about it, I suggest you forget C++ for a while (a
few months) and take the time to read this book: "The Schemer's Guide"
(it's very unexpensive and you can buy at www.schemers.com).  It's an
_excelent_ introduction to CS that will teach how to program using
Sheme as a sample language (it's a dialect from Lisp, and it's a very
simple yet powerful language.).

Once you finish this book you'll have gained enough knowledge to
become an efficient programmer in whatever langauge you want to use
(C++, Java, VB, Scheme, Common Lisp or whatever you like).

I think this is the fastest, cheapest and painless path to become a
viable programmer in a short period of time.

You may want to read this too:
http://www.*-*-*.com/ ~wagenkn/Natasha_Chen.html

Good luck with your programming projects and have fun! :-)

PS: If you're planing to use Access, or any relational db, you should
learn SQL.

//-----------------------------------------------
//      Fernando Rodriguez Romero
//
//      frr at mindless dot com
//------------------------------------------------



Wed, 10 Apr 2002 03:00:00 GMT  
 Financial Programming

Quote:

>Hi Pros

>I am learning to program in C++. I work at a brokerage firm.  I am not
>trying to be a professional programmer but I am very much interested in
>using programming to value {*filter*} options and other derivative products.  
>Also, I am trying to incorporate it with Access database and visual basic
>prograaming.  As you can tell I have a lot on the plate and trying to
>learn everything at the same time.  Is there a good website I can consult
>or even a good online course that I can take.  Any and all advice would be
>greatly appreciated.  Thanks.  A

BTW, here's a nice online course on C++, though I realy think you
should forget c++ for a while:

http://www.*-*-*.com/

//-----------------------------------------------
//      Fernando Rodriguez Romero
//
//      frr at mindless dot com
//------------------------------------------------



Wed, 10 Apr 2002 03:00:00 GMT  
 Financial Programming


:>Hi Pros
:>
:>I am learning to program in C++. I work at a brokerage firm.  I am not
:>trying to be a professional programmer but I am very much interested in
:>using programming to value {*filter*} options and other derivative products.  
:>Also, I am trying to incorporate it with Access database and visual basic
:>prograaming.  As you can tell I have a lot on the plate and trying to
:>learn everything at the same time.  Is there a good website I can consult
:>or even a good online course that I can take.  Any and all advice would be
:>greatly appreciated.  Thanks.  A

: C++ is definately not the best language to start (and VB either): C++
: has huge amount of (mostly silly and messy) details that will keep you
: away from learning the core concepts of CS, and VB (as all basic
: dialects) somehow encourages bad programming habits.

: If you are serious about it, I suggest you forget C++ for a while (a
: few months) and take the time to read this book: "The Schemer's Guide"
: (it's very unexpensive and you can buy at www.schemers.com).  It's an
: _excelent_ introduction to CS that will teach how to program using
: Sheme as a sample language (it's a dialect from Lisp, and it's a very
: simple yet powerful language.).
< snip >

No.  Learn a "real" computer language.  If you definitely have
decided that you don't want to program at a professional level,
my advice would be to learn Visual Basic, or, if you want a
little more challenge, Java.

--Wetboy
-------------------------------------------------------
Support the E.s.c.h.e.l.o.n project -- report any plans
to assassinate the president of Cuba by making bombs
or anthrax to the CIA or the FBI.



Wed, 10 Apr 2002 03:00:00 GMT  
 Financial Programming

Quote:

>: If you are serious about it, I suggest you forget C++ for a while (a
>: few months) and take the time to read this book: "The Schemer's Guide"
>: (it's very unexpensive and you can buy at www.schemers.com).  It's an
>: _excelent_ introduction to CS that will teach how to program using
>: Sheme as a sample language (it's a dialect from Lisp, and it's a very
>: simple yet powerful language.).
>< snip >

>No.  Learn a "real" computer language.  If you definitely have

Sorry, but I don't agree.  Why don't you consider Scheme a "real"
programming language?  What's (in your opinion a "real" programing
language?

Quote:
>decided that you don't want to program at a professional level,
>my advice would be to learn Visual Basic, or, if you want a
>little more challenge, Java.

I'm assuming that this person want's to learn how to program, not to
learn some specific language, these are totally different issues.  In
order to learn how to program, you need a language that doesn't get in
the way and that doesn't have arbitrary limitations.

What language is being used to introduce students to CS at the Rice
Univ? Visual Basic? No, Scheme.  Which one is being used at CMU,
Indiana or MIT? You guessed it: Scheme.  Is it a coincidence or aren't
they "real" universities? ;-)

As soon as he has a basic knowledge on programming, he can express his
computer science knowledge in whatever language he wants: C++, VB,
Java, Lisp, or whatever he prefers.

But before choosing a language, you MUST learn the basic stuff that
will allow you to become a viable programmer (no matter what language
you use): first things come first.(period)

//-----------------------------------------------
//      Fernando Rodriguez Romero
//
//      frr at mindless dot com
//------------------------------------------------



Wed, 10 Apr 2002 03:00:00 GMT  
 Financial Programming

Quote:

> C++ is definately not the best language to start (and VB either): C++
> has huge amount of (mostly silly and messy) details that will keep you
> away from learning the core concepts of CS, and VB (as all basic
> dialects) somehow encourages bad programming habits.

> If you are serious about it, I suggest you forget C++ for a while (a
> few months) and take the time to read this book: "The Schemer's Guide"
> (it's very unexpensive and you can buy at www.schemers.com).  It's an
> _excelent_ introduction to CS that will teach how to program using
> Sheme as a sample language (it's a dialect from Lisp, and it's a very
> simple yet powerful language.).

> Once you finish this book you'll have gained enough knowledge to
> become an efficient programmer in whatever langauge you want to use
> (C++, Java, VB, Scheme, Common Lisp or whatever you like).

> I think this is the fastest, cheapest and painless path to become a
> viable programmer in a short period of time.

> You may want to read this too:
> http://www.inf-gr.htw-zittau.de/~wagenkn/Natasha_Chen.html

> Good luck with your programming projects and have fun! :-)

> PS: If you're planing to use Access, or any relational db, you should
> learn SQL.

If I understood the OP correctly, he's interested in doing what I call
``practical programming." That is, he doesn't have time for CS theories,
and he just wants to write his own (probably not-so complex) programs.
If this guy was going to be a CS student, I'd agree with your
suggestion.

--
_________________________________
Jordan Katz



Wed, 10 Apr 2002 03:00:00 GMT  
 Financial Programming


:>: If you are serious about it, I suggest you forget C++ for a while (a
:>: few months) and take the time to read this book: "The Schemer's Guide"
:>: (it's very unexpensive and you can buy at www.schemers.com).  It's an
:>: _excelent_ introduction to CS that will teach how to program using
:>: Sheme as a sample language (it's a dialect from Lisp, and it's a very
:>: simple yet powerful language.).
:>< snip >
:>
:>No.  Learn a "real" computer language.  If you definitely have

: Sorry, but I don't agree.  Why don't you consider Scheme a "real"
: programming language?  What's (in your opinion a "real" programing
: language?

I mean a mainstream language; one the original poster can converse
with others about in the course of his brokerage work.  Not some
language that, at least at present, is off in a remote, isolated
corner of the world.

:>decided that you don't want to program at a professional level,
:>my advice would be to learn Visual Basic, or, if you want a
:>little more challenge, Java.

: I'm assuming that this person want's to learn how to program, not to
: learn some specific language, these are totally different issues.  In
: order to learn how to program, you need a language that doesn't get in
: the way and that doesn't have arbitrary limitations.

: What language is being used to introduce students to CS at the Rice
: Univ? Visual Basic? No, Scheme.  Which one is being used at CMU,
: Indiana or MIT? You guessed it: Scheme.  Is it a coincidence or aren't
: they "real" universities? ;-)

Irrelevant.

: As soon as he has a basic knowledge on programming, he can express his
: computer science knowledge in whatever language he wants: C++, VB,
: Java, Lisp, or whatever he prefers.

: But before choosing a language, you MUST learn the basic stuff that
: will allow you to become a viable programmer (no matter what language
: you use)

Yes, but, especially if you're already out of college and working
in a business career, you're better off learning it in the context
of a mainstream programming language, in my view.

(Surely, you weren't suggesting here that Scheme is not a programming
language.)

: first things come first.(period)

Period? Periods generally fail to end discussions.

--Wetboy
-------------------------------------------------------
Support the E.s.c.h.e.l.o.n project -- report any plans
to assassinate the president of Cuba by making bombs
or anthrax to the CIA or the FBI.



Thu, 11 Apr 2002 03:00:00 GMT  
 Financial Programming

Thank you all for your replies.  I will check out Scheme. I had no idea
there is a course like this. But I have to say I know some of the basics
of programming.  Just to be clear, I am not trying to be the next
application developer.  I am a trade strategist.  I have found VB to be
helpful but rather slow sometime. I have used the Excel Macro to learn
some of the VB.  VB with Access would be a good combo to learn for what I
do currently.  Again, my programms would be for my eyes only. SO, I am not
so concerned about user friendliness.  

C++ is something some of my more experienced colleagues have suggested.  
But I agree, it is a little too time consuming and complex at this stage.  
As I start getting into more complex valuation problems, I may have to
start looking at C++. That is why I was wondering if there was a good
website that helps novices like myself.

Again, thanks a lot. This is a great resource. I really appreciate your
time and efforts.  Now, I hope Greenspan would be a little nicer toward
the market.

Asad

--
Posted via CNET Help.com
http://www.help.com/



Fri, 12 Apr 2002 03:00:00 GMT  
 Financial Programming

Quote:

> No.  Learn a "real" computer language.  If you definitely have
> decided that you don't want to program at a professional level,
> my advice would be to learn Visual Basic, or, if you want a
> little more challenge, Java.

Since when has "visual basic" been "a real computer language"?

It has far less functionality than scheme for all its complexity.

--

 `-_-'   Ar rug t barrg ar do mhactre inniu?
  'U`    <pfy> Sigs with pfy's markov chain.
                         -- "pfy", a markov chain IRC bot.



Fri, 12 Apr 2002 03:00:00 GMT  
 Financial Programming


Quote:
> If I understood the OP correctly, he's interested in doing what I call
> ``practical programming." That is, he doesn't have time for CS theories,
> and he just wants to write his own (probably not-so complex) programs.
> If this guy was going to be a CS student, I'd agree with your
> suggestion.

I couldn't disagree more. Even if I grant the "practicality" of Visual
Basic, you wouldn't try to drive in traffic without learning how to
drive first. Programming is far more complicated than driving a car, but
people think they can just dive in without learning the basics, and the
result is seen around us every day.

Bloated code, billions of libraries doing the exact same things in
incompatible ways, memory leaks, crashing applications, unstable software,
and above all the whole Y2K mess.

Deliberately deciding NOT to learn from 40 years of PRACTICAL experience and
diving into programming is as irresponsible as jumping into a car and heading
onto Route 66 without having driven before.

--

 `-_-'   Ar rug t barrg ar do mhactre inniu?
  'U`    <pfy> Sigs with pfy's markov chain.
                         -- "pfy", a markov chain IRC bot.



Fri, 12 Apr 2002 03:00:00 GMT  
 Financial Programming

Quote:

> I couldn't disagree more. Even if I grant the "practicality" of Visual
> Basic, you wouldn't try to drive in traffic without learning how to
> drive first. Programming is far more complicated than driving a car, but
> people think they can just dive in without learning the basics, and the
> result is seen around us every day.

> Bloated code, billions of libraries doing the exact same things in
> incompatible ways, memory leaks, crashing applications, unstable software,
> and above all the whole Y2K mess.

> Deliberately deciding NOT to learn from 40 years of PRACTICAL experience and
> diving into programming is as irresponsible as jumping into a car and heading
> onto Route 66 without having driven before.

> --

>  `-_-'   Ar rug t barrg ar do mhactre inniu?
>   'U`    <pfy> Sigs with pfy's markov chain.
>                          -- "pfy", a markov chain IRC bot.

If he wants to use Visual Basic, and get started as soon as possible, he
should definitely NOT start with Scheme. That's a complete waste of
time. He'd be better off learning BASIC, if anything, before diving into
VB.

--
_________________________________
Jordan Katz



Fri, 12 Apr 2002 03:00:00 GMT  
 Financial Programming


Quote:
> If he wants to use Visual Basic, and get started as soon as possible, he
> should definitely NOT start with Scheme. That's a complete waste of
> time. He'd be better off learning BASIC, if anything, before diving into
> VB.

Nobody should begin programming by learning BASIC in 1999. Pascal, maybe,
if you think the syntax of scheme would be an impediment to "learning
Visual Basic", but BASIC is nothing like "Visual Basic"... any time
spent boning up on this bastard beginner's fortran is totally wasted in
the study of programming lor learning the specific syntax of any structured
programming language.

Because that's all "learning Visual Basic" means. Learning the quirks of a
particular programming language is a minor issue... a few hours self study...
once you know how to program and how a language of that class (such as what's
variously known as structured or procedural, or functional, or object oriented)
works.

Scheme is a structured language with moderate support for object oriented
design, and very simple syntax. It's good for teaching how to program
without getting the student hung up on the syntax. It's the same type
of language as "Visual Basic", though as I noted somewhat more capable.

Personally I have a warm spot in my heart for Pascal for this job.

Remember, the guy isn't looking for "how to program in VB". He's already
doing that. He's looking to learn how to program, period.

And, again... BASIC? That's the worst place to start no matter what your
goal.

--

 `-_-'   Ar rug t barrg ar do mhactre inniu?
  'U`    <pfy> Sigs with pfy's markov chain.
                         -- "pfy", a markov chain IRC bot.



Fri, 12 Apr 2002 03:00:00 GMT  
 Financial Programming

Quote:

>: Sorry, but I don't agree.  Why don't you consider Scheme a "real"
>: programming language?  What's (in your opinion a "real" programing
>: language?

>I mean a mainstream language; one the original poster can converse
>with others about in the course of his brokerage work.

Of course, he should use any "mainstream language" as a working tool,
and that's what he's been doing, and he's not satisfied.

I'm recoomending Scheme as a learning tool, in order acquire enough
knowledge to become more productive in whatever language he wishes to
use (mainstream or not).

Quote:
>: I'm assuming that this person want's to learn how to program, not to
>: learn some specific language, these are totally different issues.  In
>: order to learn how to program, you need a language that doesn't get in
>: the way and that doesn't have arbitrary limitations.

>: What language is being used to introduce students to CS at the Rice
>: Univ? Visual Basic? No, Scheme.  Which one is being used at CMU,
>: Indiana or MIT? You guessed it: Scheme.  Is it a coincidence or aren't
>: they "real" universities? ;-)

>Irrelevant.

        Why?

Quote:
>: But before choosing a language, you MUST learn the basic stuff that
>: will allow you to become a viable programmer (no matter what language
>: you use)

>Yes, but, especially if you're already out of college and working
>in a business career, you're better off learning it in the context
>of a mainstream programming language, in my view.

I don't think so.  Most of those mainstream languages (VB or C++)
aren't well suited for learning.  When out of college, the only
difference is that you have less time, that's why I was suggesting a
short and simple book (used for highschool).  

I thinck it's much better to spend a month or two studing this book
that wasting your time trying to squash bugs caused by trivial
mistakes.

Quote:
>(Surely, you weren't suggesting here that Scheme is not a programming
>language.)

>: first things come first.(period)

>Period? Periods generally fail to end discussions.

I didn't want to sound harsh, and I'm sorry if I did, but I still
think this is the right sequence: first learn how to program (using
the best langauge for learning, and I think it's scheme) and then use
the knowledge you gained with the tool that best suits the kind of
work you want to do (wich might be Vb or not).

//-----------------------------------------------
//      Fernando Rodriguez Romero
//
//      frr at mindless dot com
//------------------------------------------------



Sat, 13 Apr 2002 03:00:00 GMT  
 Financial Programming
On Sat, 23 Oct 1999 18:36:21 -0700, Jordan Katz

Quote:

>If I understood the OP correctly, he's interested in doing what I call
>``practical programming." That is, he doesn't have time for CS theories,
>and he just wants to write his own (probably not-so complex) programs.

        Reread his posting.  That's what his been doing, and
apparentely he's not satisfied: so let's try something else. :-)

Quote:
>If this guy was going to be a CS student, I'd agree with your
>suggestion.

        Come on, I'm not asking the guy to study SICP, I'm just asking
him to read a short and well written book that is used to teach
programming to _kids_ at highschool... Give me a break... ;-)

//-----------------------------------------------
//      Fernando Rodriguez Romero
//
//      frr at mindless dot com
//------------------------------------------------



Sat, 13 Apr 2002 03:00:00 GMT  
 Financial Programming

Quote:

>Thank you all for your replies.  I will check out Scheme. I had no idea
>there is a course like this. But I have to say I know some of the basics
>of programming.  Just to be clear, I am not trying to be the next
>application developer.  I am a trade strategist.  I have found VB to be
>helpful but rather slow sometime. I have used the Excel Macro to learn
>some of the VB.  VB with Access would be a good combo to learn for what I
>do currently.

Then do stick to Vb and VBA as a working tool (forget about C++ for a
while).  If you ever get upset with VBs lack of performance try
upgrading to delphi (the transition should be very smooth).  If you're
going the VB way, an excelent book is "{*filter*} Visual Basic" by Bruce
McKinney.

But, whenever you have some time, do try reading the book I told you
(The Schemer's Guide), it will be much more useful that reading any
C++ book.

Jut to get things straight (and this is where WetBoy got me wrong):
I'm not recomending Scheme as a working tool, but a learning tool: use
VB for your work and Scheme to learn.

Quote:
>C++ is something some of my more experienced colleagues have suggested.  
>But I agree, it is a little too time consuming and complex at this stage.  
>As I start getting into more complex valuation problems, I may have to
>start looking at C++. That is why I was wondering if there was a good

Before you get into those more complex problems, you must learn how to
handle them (this is when you take a look at some course like the
schemer's guide).  Once you know how to handle them, you may choose
the tool ("programming language") you want to use to solve those
problems.  If VB isn't enough, then Delphi is a good solution (easier
than C++ and similar performance).

Basically, you first learn how to play a guitar, and then you buy
yourself your own guitar, the one that better suits the kind of music
you want to play. :-)

I don't know how to make it clearer, but there's more about
programming than just learning the syntax of a specific language.
Trust me.  I learned it the hard way, there's no need for you to
repeat my mistakes.

//-----------------------------------------------
//      Fernando Rodriguez Romero
//
//      frr at mindless dot com
//------------------------------------------------



Sat, 13 Apr 2002 03:00:00 GMT  
 
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