The Knowledge Pillars of HFT

Part of the management job is to mentor and train junior engineers into a senior position. As such, over the past decade I have been honing a training curriculum to prepare them to be able to handle complex workloads in developing high frequency trading software.

The current curriculum has five areas that I call the Big Five Knowledge Pillars of High Frequency Trading:

In the coming weeks I am preparing a training course with all the above items, taking an 90/10 approach: the 10% of the material that will give the student 90% of the effectiveness.

I will detail all the necessary, specific knowledge areas as well as recommend books, articles to read. We might even start a book club?

With each chapter I will point out all the necessary skills and abilities to acquire, as well as develop practice exercises and challenges as necessary.

1. Finance: Investments, Market Microstructure

2. Language: C++/Rust, Python and Assembly

3. Operating Systems: Unix/Linux, Bash, Tooling, Vim/Emacs

4. Hardware: CPU architecture, Memory, PCI-Express

5. Networking: Protocols, Accelerators

Because this new course will be at a professional level and take a significant amount of time to be researched, written and reviewed, it will be made accesible to Paid subscribers only.