请教，关于统计专业职场使用软件

先转一段：网上回复，自quantitative finance

I believe that C++ is the most common quantitative infrastructure language. I don't know of a single hedge fund or investment bank that doesn't use it extensively or completely (and I spoke to a lot of them at some point in the past). In some cases, as the former Lehman brothers-now-Barclays, C++ was the only language of choice, which is a bit extreme, given that C++ is not as easy to use as a scripting language. Most companies I know pair C++ with a scripting language of choice. Traditionally, this was MATLAB, which is still amazingly popular for prototyping. More recently, R and Python have become more popular. R especially is now used at several hedge funds I know, and has taken many MATLAB seats; and I know of Python users in JPM and UBS. Python has also nice bindings to BLAS, LAPACK, NAG and MOSEK. Goldman has diffentiated itself by developing a proprietary language, SLANG; the very definiton of non-popular. I don't think Java is used heavily or at all for numerical work. Just try to find maintained to BLAS and LAPACK.

Some crazy market maker will differentiate itself via language, as in the case of Jane St., lonely user of OCAML. I would not be surprised to find a LISP-only 10-person shop flying under the radar screen, and very wealthy. But I have never heard of a single Clojure/Scala/Groovy/Ruby/[add your trendy language] in a serious company. At least, I would never invest my money in a company using a web development, immature language to manage wealth.

Summing up, I would say C++, and then a number of prototyping languages, with MATLAB still dominating, but R having a strong positive momentum.

似乎c++/matlab是目前金工的主要工具；

有哪位高贤知道，在美国职场，就一般而言——不限于金工，统计专业（Statistics Programmer）的软件工具，以及程序语言是什么啊？比如S-plus，R，matlab，SAS，或者其它？

万谢！

SAS是绝对主流吧⋯⋯

回复 2# dayeye2006

多谢ls回复。只是，

    SAS是不是太弱了点啊，如果会C++，R，matlab，会不会有加分啊，加分幅度大吗？

SQL...............

statistical programmer....应该是只要会SAS, maybe a little bit of R

SAS绝对首位

SAS/SQL, macro 什么的，药厂也用的比较多

R现在其实用处是越来越大，很强大了，但是做研究的用的多些？

matlab工程方面的人用更多吧，功能上类似。

会C++, VBA, Python, Perl 什么的, 自己做事会容易很多，但是要说药厂的统计，基本是用不到。

合作的人（scientist) 可能用spss, stata之类，这个不用单独学，一看就知道了。

Excel....其实公司里面也用，如果别人只知道点现成的，你自己能写点macro什么的也可以stand out

但是千万不要觉得什么东西是没有用的就不学算了，将来怎么发展现在没有人敢说，多一手准备总是好的。

R：research

SAS+SQL：work


BTW，Excel sucks，在大数值浮点数运算上有问题。

BTW，Excel sucks，在大数值浮点数运算上有问题。
demonhunter 发表于 2012-2-1 03:17

强烈赞同，去年暑假实习的时候深有体会