I’ve always wanted to get stronger in higher-level maths and gain programming skills. Thoughts on the below? This would be more for my own personal interest, but would of course still like the pedigree.
I think the MS&E program is a better fit for you, given your career path and since I do no think you want to spend 1000s of hours studying increasingly specialized and progressively less useful numerical approximation methods. The MS&E program is not as technical as some of the other engineering programs, and maybe this makes it less impressive on paper, but it gives you greater flexibility in courses and specialization. Maybe more importantly, it is taught with some kind of business application in mind. The CME program is more for engineers or people with more of an academic focus, in my opinion.
Only the first two classes looked marginally useful – especially the Linear Algebra course.
If you at all want to tie this into your career you’ll want to study Python or R (Python is probably a little better) and you’ll want to learn some various Machine Learning Algorithms (which are nothing more than statistical forecasting algorithms that leverage computing power).
I thought this was an exceptional course – and you can always find a Udemy coupon code on the web.
Just my opinion.
The CME program assumes that you are already proficient in a programming language. The specific language is usually not important - they will generally ask you to write a program to perform some function, but use whatever language you want. In fact, if you have a strong knowledge base in programming, you should really be able to teach yourself any of the common languages. Regarding the MS program itself: it is not meant to teach you to be quantitatively proficient, but to train people who are already proficient to apply their training to specific kinds of problems.
Agreed. What you described is more or less what I am looking for, except that I’d probably want more strong quants (up to PDE and probability).
The CME seems to cover the quant part, but it’s not quite clear what else is really offered for programming in the electives.
Alternatively, I found this in which I could also sprinkle in few courses from the data science cert. However, neither of these give any foundation in programming. I have started with some of the items on Udemy, but again I am looking for some level of a pedigree.
What was your undergraduate work in? Just out of curiosity, have you ruled out MFE or MSFM programs?
International business and only up to calc III. I am looking for something more fundamental rather than heavy finance, which is why I am focusing more on quant and programming. I did look into Berkeley’s MFE, but you basically need to already be a MS/PhD in Math/Physics.
Again, this is more for personal interest now, but I also foresee a time when having stronger math and programming skills is going to become more of the norm going forward; hence the more fundamental approach.
I am sure that Ohai , DoW are far more knowledgeable about this area than I am, however my two cents:
- I would avoid Python at all costs since it is not a good language to get yourself to learn to program. I would start with Java or C++ with a strong preference to Java.The best way to learn to program in my, in my opinion, sign up for some of the competitive coding websites and start to learn the stuff on your own along the way.Syntax is such a small part of the whole programming scenario and it is more about data structures, databases, and various algorithms.If you need a good place to start I would suggest hackerrank.com . Once you learn the elements of programming you will have to develop your own robust and simple style. Once you start to get a good grasp of the concepts and structures (hopefully within the OOP concept) I would suggest to look for source projects as small as they seem and try to modify them.Reddit has a great community so does StackOverFlow so I don’t think you would have any problems on the way.
- A great course on Coursera that may give you an intuitive mindset about programming is called nand where you learn how to build a tiny computer from scratch. While it may seem to be focused more on the hardware side, it has helped me enormously with getting a better idea about the various stuff going inside my code and how it is compiled. Eventually you will need to learn C and C++,since you are working in finance and will have to understand how to run stuff faster and optimize your code so this course will help on that front.
- Read the book Code:Hidden language of … for the reasons is number 2.
- As for the math courses I really don’t have much to add since the courses follow a much more algorithmic sequence and you such.
This is pretty bad advice. Python is widely considered to be one of the easiest languages for a beginner to pick up (Google it). Java and C++ are of course very powerful and versatile – but are also pretty difficult for a beginner to learn as their first language. Also, if your angle is Data Science then there are really only two choices – Python or R.
I don’t know. There is a reason why every CS program in university starts with C++ or Java. It’s better to start with something that will develop your fundamentals, not something easy. As stated earlier, after becoming experienced in C/C++/Java, etc., you can teach yourself Python from a book in a week (I did).
Have you actually programmed before or are you just saying this because you read it somewhere?
Learning Python as your first language would teach you many many many bad habits that are very hard to undo, once you get to the more advanced stuff. Learning Python is great if you want to program in Python for the rest of your life. Not so much if you want to learn other languages along the way. The fact that you are using Google to justify your point speaks for itself also.
If I had to start I would start with C++ (I started with Java) as C++ is awesome since you will be learning so many fundamentals on your own.
Yo yo yo I wanna learn programming even though I’m sell side research analyst. It’s like trying to learn piano at age 30 and thinking you’re gonna be Lang Lang in 5 years
LOL
OP back in 2009 you were already planning to learn C++, don’t let your dreams be just dreams
https://www.analystforum.com/forums/cfa-forums/cfa-general-discussion/9956661
Fair point. I got side tracked with the CFA, surviving BB ER, then the GMAT, and more recently running a FO part-time. I did actually try a class at NYU for C++, but it was such a waste. First, we did most of our coding on paper. Second, the class was hijacked by a few expert students who were only aiming to get a certificate/degree, but were required to take the beginner classes. These students managed to convince the professor to spend the majority of our time watching them build incredibly complex programs none of us could hope to understand without years of experience. Most of us just dropped out b/c the prof. didn’t care and so I got a bad taste in my mouth.
Touche. Though Lang Lang has nothing on Chicken…
I will teach for modest fee
tank for gesture. plz advise on steps next
Plz reply.
Thank kindly,
ITA
You forgot to say URGENT.