The Quantitative Developer Certificate

Algorithmic trading

There is now some material on HFT in public domain. You may wish to watch the CppCon 2017 talk by Carl Cook When a Microsecond Is an Eternity:

Here is another talk by the same author, from Pacific++ 2017, Low-latency C++ for Fun and Profit:

Here is another video that you definitely want to watch: High-Frequency Trading and Ultra Low Latency Development Techniques by Nimrod Sapir (this one is from Core C++ 2019):

It’s also a good idea to watch Andrei Alexandrescu’s presentations on Fastware at NDC London 2017:

And at NDC London 2018:

Making your trading strategy run fast involves a lot of benchmarking, which is nontrivial and easy to get wrong. You may want to watch the following talks by Chandler Carruth, Tuning C++ (CppCon 2015):

And Nataly Rasovsky, Adventures in Benchmarking Timestamp Taking (CppCon 2022):

You may want to watch the now classic 2011 talk by Trisha Gee and Michael Barker (LMAX) on the Disruptor:

Watch Building Low Latency Trading Systems by Kevin Goldstein:

While we briefly mention kernel bypass techniques in QDC, there is more to learn about them – see Kernel bypass techniques for high-speed network packet processing by Rinku Shah and Priyanka Naik:

On the same subject, you may wish to watch Kernel-bypass networking for fun and profit by Matthew Chapman:

The role of FPGAs in high-frequency trading is highlighted in this talk by John Lockwood of AlgoLogic:

We usually recommend our students to start their FPGA experiments with XUP PYNZ-Z2.

See Cathal McCabe’s talk for a high-level overview:

In fact, the entire playlist is worth watching.

You can then proceed to accelerate some machine learning algorithms on this entry level FPGA:

The following talk was given by Paul Bilokon at Fields-CFI Bootcamp on Machine Learning in Quantitative Finance 2021, Machine Learning in Finance: A Very Biased View:

To supplement your studies, you may wish to consult the following books: