HACKER Q&A
📣 r614

Low-level C++ for Quant/HFT


Hey HN!

I am in my final year of undergrad. Just started a quant software dev job, working on trading systems in Python. Its super interesting and I want to dip my toes into some C++. I was wondering if you guys could point me towards any resources to learn more about C++ compilers/optimization.

I can write C++ pretty well (DS/Algos/STL library) but my systems exposure is limited to Arduino/C and trying to write a hobby OS in Rust. Is there anything in particular you guys think I should focus on when it comes to the rest of the stack, besides just C++?

  👤 wizzerking Accepted Answer ✓
Search through a book site Ace the Trading Systems Developer Interview (C++ Edition): Insider’s Guide to Top Tech Jobs in Finance by Dennis Thompson Length: 128 pages Edition: 1 Language: English Publisher: Independently published Publication Date: 2020-08-05 ISBN-10: B08F6R3Z7T ISBN-13: 9798672671543

Ace the Trading Systems Engineer Interview (C++ Edition): Insider’s Guide to Top Tech Jobs in Finance by Dennis Thompson Length: 128 pages Edition: 1 Language: English Publisher: Independently published Publication Date: 2020-06-12 ISBN-10: B08B39QL9K ISBN-13: 9798653485053

Should provide some interesting insites

👤 high_byte
is HFT really measured by assembly op-level performance? I'd assume the algorithms efficiency is a magnitude more crucial than branch-stuff optimization and the likes. better hardware, better parallelism. lots of ground to cover before LIKELY/UNLIKELY macros are likely (lol) to contribute. at least to my educated (but unfamiliar with HFT) experience.