C++ compilers used by quants and the role of .NET

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C++ compilers used by quants and the role of .NET

Postby dandar » Wed Feb 29, 2012 9:37 am

Hi Mark

I am wondering what the main C++ compliers used by quants are. For example is it windows or linux based and are IDE's used or not. Also what are the main numerical libraries used, for example for low-level linear algebra and generic optimisation functionality? Furthermore is the microsoft .NET framework used at all by quants, for example is the .NET lanaguages C++/CLI and/or C# used? IF not then do you see the industry moving towards .NET or staying with unmanaged code?

Any help would be greatly appreciated. I have not read your books yet so my apologies if you answer these questions there.
dandar
 
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Re: C++ compilers used by quants and the role of .NET

Postby mj » Wed Feb 29, 2012 10:50 pm

Visual studio is most popular.

Some people do use .net though they tend to be more on the quant developer side than the quant analyst side.
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Re: C++ compilers used by quants and the role of .NET

Postby dandar » Thu Mar 01, 2012 7:10 am

Thanks Mark for your answer.

So the Quant people (the analysts?) use non-.NET C++? I suspected this was the case since obviously C++ has a long history of applications to numerical programming, and Microsoft never really pushed the .NET platform as one for doing numerical programming, although of course you can. For example for my PhD I am using Numerical Algorithm Group (NAG) libraries from managed code and it works great, but perhaps C++ unmanaged code is faster, and of course there is the tradiiton of using unmanaged code that will take some time to to be replaced (if it is replaced at all).

Thanks for taking the time to answer.
dandar
 
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