Computing in C++

Now, I know that this is Python and not C++, but the news is certainly worth sharing. An Introduction To Python For Quantitative Finance: From Scratch To Productivity by Antoine (Jack) Jacquier, Ewan Mackie, Aitor Muguruza, and myself (Paul Bilokon) is finally available for purchase on Amazon.co.uk: https://amzn.to/4wtA81W

This book represents years of pedagogical efforts by the authors in the industry and the academe to make programming, data science, and AI accessible to many individuals, from many different backgrounds, working in or studying quantitative finance.

This book is written for both newcomers and experienced practitioners working at the intersection of data science, machine learning, and finance. It is designed to allow readers with no formal prerequisites to enter these fields with confidence, while also providing sufficient depth to be valuable to professionals. Beginning with a gentle introduction to Python, the book gradually progresses to more advanced language features and the mathematical foundations required to understand key models in quantitative finance. Throughout, the emphasis is on developing both conceptual understanding and practical skills. The material strikes a careful balance between the mathematics underpinning modern financial models and the practical considerations of data science and machine learning. Concepts are introduced and reinforced through hands-on case studies based on real financial datasets, enabling readers to gain experience working with realistic data and workflows. The contents of this book have been refined over many years of teaching to students and practitioners with diverse backgrounds at Imperial College London and the Thalesians Intensive Summer School in Artificial Intelligence, and reflects both academic rigor and real-world relevance.

If you could leave a review on Amazon, we would be very much obliged!

Read An Introduction To Python For Quantitative Finance in full

eFinancialCareers has reported that Bjarne Stroustrup, the creator of C++, has joined quantitative trading firm Susquehanna International Group (SIG) as a part-time Technical Fellow. According to eFinancialCareers, Stroustrup will contribute to the optimisation and evolution of Susquehanna’s codebase — an unusually direct meeting between the creator of one of computing’s most important programming languages and one of the industries where that language remains particularly important.

The appointment highlights the continuing importance of C++ in electronic and high-frequency trading. Low-latency trading systems place exceptional demands on execution speed, predictable performance and control over hardware resources, and C++ remains the dominant language for much of this infrastructure. eFinancialCareers notes that elite engineers capable of extracting maximum performance from C++ can command compensation exceeding $500,000 at trading firms.

For Stroustrup, finance is familiar territory. Before his current professorship at Columbia University, he spent approximately eight years at Morgan Stanley, where he was a Managing Director and Technical Fellow. His move to Susquehanna therefore represents less a surprising switch into finance than a return to an industry in which high-performance systems engineering has unusually direct economic value.

Susquehanna is also reinforcing its connection with the wider C++ community. The firm has become a Platinum sponsor of CppCon 2026, while Stroustrup is scheduled to participate at the conference. Susquehanna says his role will involve helping shape the optimisation and evolution of its systems.

The broader message is interesting. Despite repeated predictions that newer languages will displace it, C++ remains difficult to replace wherever nanoseconds, memory layouts and hardware behaviour matter economically. In high-frequency trading, programming languages are not merely developer preferences: their performance characteristics can become part of the trading strategy itself.

Hiring the person who designed C++ is about as explicit a statement of that fact as a trading firm can make.

Read Bjarne Stroustrup Joins Susquehanna: C++ Is Still at the Heart of High-Frequency Trading in full

It’s a pleasure to welcome you to Computing in C++, a resource supporting MATH70112 – Computing in Finance (C++), a course taught by Dr Paul Bilokon to MSc Computing and Finance students at Imperial. Here you will find various resources dedicated to finance (including quantitative finance and computational finance), C++, software engineering, derivatives pricing, electronic trading (including high-frequency trading), scientific computing, machine learning and artificial intelligence.

The goal is not only to maximize your chances of achieving a solid level of understanding in your studies, high marks in your courseworks and in the course examination, but also to help you land an interesting and rewarding job in quantitative finance and computational finance, and pass those challenging job interviews.

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