Re: [請益] 請問哪些公司在用F# or OCaml?

看板CFAiafeFSA (精算師/基金經理人/銀行家)作者tiwei (學海無涯回頭是岸)時間13年前 (2012/02/24 11:04)推噓0(0推 0噓 0→)

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Sorry, my phone cannot type in Chinese. Why do u ask for F sharp and Ocaml? This two are not so popular actually. The key point is not which language you use or u know, but which is faster or convenient. If you r interested in credit Suisse quant position, I would say F sharp does not help you go there anymore. Even if you know nothing about F sharp, you still can get into a group which use a lot of F sharp. One of my classmates do risk quant in credit Suisse know only c++ and little c sharp, but go to the group and start to learn f sharp and use a lot now. Ocaml used in Jane st, but it is "only" useful in going into software developer or quant position in Jane st. If you apply their trading position, u can know nothing about ocaml, but should be good at math. I heard that their trading position interview ask you to do lots of multiplication without using a pen and paper. Also, I heard that jane st do high freq trading. Most of high freq. firm use c++, only few like two sigma use java. If u want to do software developer position in high freq firm, c++ is more useful than the others. Even if u want to go two sigma, u can only know c++ but nothing about java. They would accept people to learn java from beginning if they think u r clever enough. Supposed u want to be a trader in high freq firm without previous exp, I would say Jane st might be the only one that could give people a chance if u do not have PhD. Most of high freq. shop like GETCO or Citadel, if u have no sharpe ratio and do not have a PhD from ivy league or at least a degree from MIT or Harvard, it is almost impossible to even get a junior trader position interview. Check out the linkedin of people inside those groups and you will see. ※ 引述《cjchen (cjchen)》之銘言： : 請問一下目前大家有聽過哪些大型投銀或者 prop trading firm 在用 F# or OCaml? : 我知道 Credit Suisse 已經用 F# 作了相當多 valuation models : 然後就是 Jane Street 一直都在用 OCaml -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 198.228.195.201