I want to learn to program, where do I start

If you are aiming to be a quant and you are still young, I would focus on some combination of C++, Python, MATLAB and VBA…but frankly if you intend to go down this route, you should already know what you need anyways (from uni courses for example)…If you would like to learn programming for fun or to enhance/automate some modelling aspects of your job…I would learn R,Excel and VBA …while VBA always had a bit of a bad reputation as an ugly/inflexible language, in combination with Excel, it is actually quite potent in the average office place…if you are willing to overlook the lack of documentation available and want to have a powerful matrix oriented programming language at you finger tips that is similar to MATLAB and S-PLUS, go learn R…It is completely free of cost, is used by Google and many large banks and insurance companies in the data exploration phase NOT the prodution phase…in other words, Google uses R to explore relations in data and then uses C++ to make a product…Perhaps most importantly, R can be combined with excel and VBA…in other words, you can call R-functions from within excel/vba…this to my mind really combines the best of both worlds : the comfortable interface of Excel and the cost free powerful R functionality…

To learn R…just google for R tutorials…no need to buy books. I am learning to program in R aswell and have a blog on wordpress…why not check out the pretty pictures and see if it is for you? :stuck_out_tongue:

somebody told me once that Excel is for kids…lol just popped into my mind right now…above posts seem to advocate an either/or approach to programming…in effect either Python or C++ or R/MATLAB…in actuality they work together quite well in different stages of developement…R in data exploration (mainly) C++ for production (mainly)…

Personally, I prefer having a good reference guide to R (or other language) over searching the net for tutorials. I’m fine with searching the net for references on specific issues, but if you’re learning a language, I find it’s nice to have a book at your fingertips over the constant switching of windows and focus that happens if you do online stuff. The only real advantage of online tutorials is that many of them are free, so if you are exploring and haven’t fully committed to a language, then it can be helpful to explore and see if you want to get started.

I’ve heard good things about Codeacademy.com for being a free and fun way to learn how to code.