Comment by brentr

I have also become familiar with several languages (C, C++, C#, Java, PHP, Python, and Ruby), but when I wanted to start a big project, I realized that I only knew the basics of the language (i.e., synatx). I had no real exposure to the vast libraries available. Once I realized this, and that was only within the past month, I decided to focus just on C and C++. This decision was driven by the fact that I am starting an MSFE program this fall and all I have read about quant work says that I should be well versed in C++. The reason I have also chosen C is because the project I am spending this summer working on is building the statistics and probability portion of a quantitative finance library. I am using two libraries as a reference (Quantlib and GSL) and one is written in C++ and the other in C. Like it has been said, I think it might be a good idea to focus on what you already know and work on improving the skills in that language.