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What are the best free, online resources to learn C++ for quant finance? The course by quantnet seems too expensive for a broke student like me!

If there are any free online resources, let me know!

Thanks!

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    $\begingroup$ I suggest to download xlw, QuantLib and Microsoft Visual Studio C++. Compile QuantLib then link the .dll to xlw's template project. Then just play: your goal is to build functions to price financial instruments by encapsulating QuantLib object oriented stuff into friendly and safe functions exposed to Excel. Learning by doing is by far the best way. As for the theory behind, if you're a beginner John Hull is your book. $\endgroup$
    – Lisa Ann
    Commented Sep 29, 2019 at 16:41
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    $\begingroup$ If you're learning, QuantLib is a bit complex to start with, though. You might want to learn just enough C++ to be comfortable first. $\endgroup$ Commented Sep 30, 2019 at 7:09

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I think it's best to learn generic C++. Most of the firms hiring for quant Dev roles usually need good general programming skills and interest in the markets. If you're learning for personal trading I'd say learn Python and for that any Data Science course that includes coding algorithms from the scratch (not through libraries) would suffice.

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@Dhruv Mahajan makes a good point in my opinion.

@LuigiBallabio in the comments is speaking from a position of authority here as he is the lead developer of QuantLib.

If you want to learn C++ and Pricing at the same time you can try C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) by Mark Joshi. However, since that books has been written C++ has changed a lot and it would be wise to get to up-to-date on those latest developments. Good C++ in 2008 looks quite a bit different from good C++ code in 2019.

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