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The Knowledge Pillars of HFT

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Fresh insights on low latency and high frequency trading. Mostly new relevant technology, C++, FPGA, Verilog, tutorials, short notes and of course, rants. I intend this blog to have a more instructional rather than purely technical focus.
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The Knowledge Pillars of HFT

Henrique Bucher
Oct 25, 2023
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The Knowledge Pillars of HFT

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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?

Low Latency Trading Insights is a reader-supported publication. To receive new posts and support my work, consider becoming a free or paid subscriber.

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.

Low Latency Trading Insights is a reader-supported publication. To receive new posts and support my work, consider becoming a free or paid subscriber.

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