Learning C++

This repository documents my first steps learning C++ for quant finance and trading related roles.

I am building this as a practical learning repo rather than just collecting random syntax notes. The goal is to move from beginner C++ concepts into small quantitative finance style projects, while linking new C++ ideas back to my background in Python, maths, and finance.

Why I am learning C++

C++ is widely used in quantitative finance, especially in areas where performance matters, such as:

• pricing engines
• low latency trading systems
• market data processing
• simulation and numerical methods
• production trading infrastructure

My aim is to become comfortable enough in C++ to build portfolio projects that show both numerical thinking and practical programming ability.

Current setup

This project is being developed using:

• VS Code
• Ubuntu via WSL
• g++ compiler
• Git and GitHub

So although I am working on a Windows machine, I am writing and compiling C++ in a Linux based development environment.

What this repo contains

At the moment, this repository contains my early beginner practice in C++, including:

• program structure
• variables and types
• printing with std::cout
• basic arithmetic
• comparisons and boolean logic
• if, else if, and else
• functions
• early finance related examples such as returns, PnL, and option style logic

Learning goals

The plan is to build up gradually from core syntax to more quant style tasks, including:

• return and PnL calculators
• option payoff functions
• vectors and loops
• simple statistics on arrays of values
• random number generation
• Monte Carlo simulation
• small pricing and trading related projects

Example topics I am working through

Some of the first ideas I am learning and implementing are:

• calculating a simple return
• checking whether an option is in the money
• classifying profit, loss, or break even
• turning repeated logic into reusable functions
• moving from single values to vectors of values

Repository purpose

This repo is mainly for:

• tracking my C++ learning journey
• building confidence with Linux based C++ development
• creating a foundation for future quant oriented portfolio work
• showing steady progress from beginner code to more realistic numerical finance projects

Next steps

The next areas I plan to add are:

1. vectors and loops
2. statistics over vectors
3. option payoff functions over multiple prices
4. random number generation
5. a simple Monte Carlo pricer

Notes

This is a learning repository, so the code will evolve as I improve. The focus is on understanding the language properly and applying it in a way that is relevant to quantitative finance.

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Author: Elliot Jones
GitHub: elliotjones103