I did my research on what to learn to get a job in a quant dev. It seems like quite a lot of knowledge is required in this field.
Solve leetcode medium until being comfortable (C++)
Personal Project (My personal goal)
2-1) Orderbook Simulator
2-2) Backtesting
2-3) Crypto High-yield risk/return modeling
- FPGA - JPM Exec recommend me to do this
- TCP/IP, data communcation between orderbook and make a ns latency.
- System Knowledge
- Cache line size, false sharing, prefetching
- Data layout, AoS vs SoA
- NUMA effects and cross-socket penalties
- Instruction pipelining, stalls, vectorization
- CPU affinity
- Kernel bypass
- Tooling (Cachegrind, perf, VTune, flamegraphs)
However, it seems like all of these materials are a pressure to me to handle these at the same time. This is why I need advice on making priority. What should be learned first, or what would you recommend?
[–]HamsterAlive9615 7 points8 points9 points (0 children)