read these 5 books to break into quant trading as a software engineer
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- Опубліковано 13 вер 2024
- If you want to break into quant trading as a quant dev / software engineer, read these five books!
BOOKS:
TCP / IP Illustrated Volume 1: amzn.to/3WEG8G7
Operating Systems Three Easy Pieces: amzn.to/3zZqEnz
Inside the Machine: amzn.to/3WpBhrj
Concurrency In Action: amzn.to/3Wlpavg
C++ Software Design: amzn.to/3LLZbrK
Beautiful C++: amzn.to/4c0fSe0
Relevant Chapters: docs.google.co...
My Links:
Calendly (1-on-1 with me): calendly.com/c...
Instagram: / thecodingjesus
Patreon: / codingjesus
Email: thecodingjesus@codingjesus.com
Wow, all stuff I used to read in the 90s while on the train heading to work: networking, C++, threading, design patterns, computer architecture, parallel processing, building compilers, some assembly language stuff and then on finance, theory of interest, mortgage-backed securities, fixed-income analytics, etc.
Yeah, I went overboard there. 🙂
Didn't know this was still in demand. Thought it was mainly Javascript and Web stuff now.
Didn't only read this stuff but built lots of systems using those technologies.
Will be looking for some great programmers soon.
This guy is giving this out for free! What a homie!
Hence the name Jesus ;)
Hence the name Coding
This was right on time and greatly appreciated 🖤🤙🏾. I’m a Computer Engineer, that only had been a DevOps Engineer only programming in Python for work, after graduating college, I reached a point where I want to do software that utilizes my CompE knowledge.
What I want to further inquire on is preemptive programming to take advantage of CPU hardware design/technologies. In the same ballpark, talking about GPUs, DPU, TPU, and FPGAs to see how they can be taken advantage of.
Using old technology examples for “preemptive programming”:branch prediction and caches, one can make alterations to software to ensure better branch prediction, and less cache misses.
In addition, it would be cool to see you discuss more about the specific functions within this world, Matching Engines, Market Data GWs/Routers, etc
Placed a hold on half of them from my public library can't wait!
I can't wait to nerd out on the TCP/IP book. I totally forgot that one existed.
Because of you I've started putting effort into becoming a quant dev
Terrific recommendation sir!
Damn dude you read the tcp/ip book cover to cover.
Not entirely truthful because I skipped the last chapter on security protocols.
@@CodingJesus Did you take written notes on that book or just highlighted/annotated some things in it and refer back to it when you need to?
@@CodingJesus Isn't that book intended to be a reference rather than a cover to cover book mate?
@@mgd8867 Indeed it is but that does not mean you can't read it cover to cover.
Computer Systems : A Programmer's Perspective is also another great book for architecture. What are your thoughts on that ?
Agree
great to see Richard Stevens' book mentioned - i used to code with his (and a few others') books around me, until prevalence of internet and Google. i see other books - will check them out, as i used to have equivalent from my time (Tanenbaum, Kernighan, Aho-Ullman, Korth, ...).
Books :-
1) TCP IP ILLUSTRATED VOL 1 ,Richard Stevens
2) Operating Systems 3 Easy Pieces , Remzi H. Arpaci-Dusseau
3) Inside the Machine , Jhon Stokes
4) C++ Concurrency in Action , Anthony Williams
5) C++ Software Design , Klaus Iglberger/ Beautiful C++
🔥🔥
Is CSAPP a good book to read instead of inside the machine?
i was looking for something just like this thank you
More book videos please, you’re a god send
Im a student mostly with swift and python but I’m studying systems courses like the OS book you mentioned and likely a db course. Planning on diving deeper with your C/C++ content !
Manning books are indepth. Really good insights.
Awesome. Thanks a ton!
I just singed up for intro to python. I'm already a professional trader... Well aspiring. I have been funded and received payouts from "prop firms" well my journey into being a quant begins now so ...Here we go!!!
I would be very surprised if you needed to know this stuff and were asked this stuff. I don't work in the field, but it's not congruent to have people programming Java or Python and need to know anything about how an OS works. In fact, we hire people to do embedded OS development and low-level assembly stuff and don't ask anywhere near anything covered in this. I would think a quant needs to know way more about mathematical or scientific programming than how a scheduler works or what an ARP packet is or TLB.
Quant dev! Not trader. No maths needed
@@dailyclipmafia5041 about 30% of the comments totally ignored that part of the video title
@dailyclipmafia5041 still, why would a quant dev need to know about OS and Computer Architecture? That seems more like an infrastructure dev who would be making the low latency stuff. Aren't the quant devs sitting on top of these Infrastructure code base and actually implementing the strategy?
@@zweitekonto9654 Yeah exactly.
@@dailyclipmafia5041 Yes, quant dev! A quant that develops code. Would you want someone implementing Ito Calculus who has no idea about it? Or would you rather they understood the math so they could produce the right thing? I don't get how OS internals would ever come into play in any quant dev position. But try to get someone to code math calculations that they don't understand, and you are GUARANTEED to get the wrong result.
Thanks for the software engineering list, can you provide a similar list for Finance/Trading ?
Thank you for the content. Learning Rust to write some safe C++ in the near future!
Every video is insightful. Thank you.
😍 thank you so much!
Thanks a lot for the insight.
Really nice value here. Do you also have any recommendations for low latency roles?
- kernel-bypass
- fast-packet processing (High performance network stacks)
Hey coding Jesus, What are your techniques for reading books, I am very impressed you finished reading all those books, do you have a timeline to finish them. Also I’m asking because alot of people including myself can’t finish a book or aren’t consistent in reading one. Your response will be greatly appreciated.
Simple, every evening after doing your usual evening routine, set aside 30 min to 1 hour to read. No phone or anything. Just the book and a pencil if you want to take some notes.
@@orbital1337 Thanks for your advice💯
What worked for me in the past was setting goals as small as 5 pages a day, which won’t wear you out, but will also add up if you’re consistent over a month (150+ pgs).
Don't even care about what you are gonna say. Liked and subscribed because of name
its nice to have a path description
Great video! Any chance you make a similar video for python? Perhaps with a focus on data science or related to other quantitative fields?
What a nice youtube algorithm Suggestion, nice to meet you CodingJesus, i'm codingJames
I wonder if you works on projects to apply what you learn from the book? I feel you won't truly internalize the insights only reading the books, especially complicated concepts related to concurrency.
Thank you, Coding Jesus, for this insightful video!
I’m a bit confused, though. A recruiter recently mentioned that networking skills aren't particularly valued in quant roles.
Could you clarify whether reading the TCP/IP book is primarily for general knowledge, or does it have practical applications as a quant developer?
You come across as such a nice chap!
Thanks a lot!.🎉
Every position is specifically you don't need to know this stuff if the company really needs you ..
I would throw in a DSA book in there, it's fundamental to becoming a good programmer.
Solid. Concur. Peace 👊🏼
I love lithography, transistors, logic gates, is the essence of the computer instead of programming languages it’s like inventing many languages from anybody I could invent my own programming language and you would be so enthusiastic to explain it or anybody, you know what I mean, that’s why I don’t like programming languages it’s a disguise/mask of the real face the CPU lithography.
I wonder with all the knowledge you have mentioned, what new have you created by yourself any revolutionary innovation.
I am just saying.
Exactly looking for this 😄
thanks tomer :) do u recommend a specific order? how many books did you read before u started ur first job and what age was that?
Amazing, thank you
im cooked thought I only needed to know a bit of python
Bro is majestic
This is excellent stuff, thanks for sharing. Legit coding jesus you are!
great video!
120 lines in a function is rookie numbers. You need to bump those line counts up
I have observed that several prominent quantitative trading firms, including Flow Traders, Two Sigma, and IMC, opt to use Java rather than C++ in their operations. What are the primary reasons for these firms to favor Java over C++?
Java isn't operate system pecific and no need for memory allocations and to free meomery. Otherwise C++ is the fastest.
@@kraskagm I know that however, for me it does not make sense when the distinction between companies goes about such minuscule latency differences that one would choose for a potentially slower language
@obama213 very low latency Java is possible. It takes a lot of effort and expertise. An advantage of Java is that you can have a relatively small number of experts working on the low latency aspects and then interface with the rest of the ecosystem and tooling for less elite but nonetheless productive developers.
Speed just isn't that important unless you're doing HFT.
They use only java? or c++ as well?
Can you explain why these topics are important for quant devs?
I think most of the books he suggested are the foundation of SE, quant devs are more on algorithem study and AI domain actully
How does programming language like Rust be valuable in quant trading given its popularity?
Hey thanks for the content! What happened with the previous video with the online source you were offering? It seems like it disappeared 😞
Thanks!
Great content sir. It would be better if you can tell a path from zero in code, thank you
How is rust getting adopted in industry these days? Make a video on this also , is multi threaded programming used in C++ in trading?
Thank you, gonna download it from the torrent.
😂😂😂😂😂😂😂 Torrent
ME TOO 😂😂
This is brilliant
Do you remember everything or just the high level concepts after reading ?
ty blud this is it
Great advices
question: Rust in not getiing into the Quat? i see it as the replacement of C++
Exactly I was wondering about that too
Lol stay in school
Better to focus on math, especially statistics and probability theory. Also c++ is needlessly complicated, better to use python. The extra speed doesn't matter.
He is not talking about Quants, he is talking about software developers at Quants
@@slicer95 That is not the side of the business where the money is made though.
Why does one should read "Inside the machine" after the network and the OS books ? It doesn"t sound like those previous books are a prerequisite to this one ?
Hello first at all thank you for the great content
I need advice as someone interested in quant finance, modeling, ml..
I am double majoring Cs minor math and finance
I was thinking of switching up my Cs degree to applied statistic, math or pure math
Or I just finish my Cs degree?
Thank you
Thanks for dying for my sins and teaching me how to write code
C++ fan saying hi
thank u jesus christ
do you think age is a problem? I am 40 years old but has a math degree and is good at programming?
Investing firms usually look to poach younger guys, not saying it can happen though.
These books are core of software engineering. Not sure what does it have to do with the quant field.
why do not you consider Rust Lang isntead of C++?
don't waste time guys, instead enjoy your current life else you will regret at the end when you find out that the companies just need prev experience, no superficial knowledge can get you into the door unless having experience.
don't listen to this guy. there is no substitute to grinding
@@rxhsaraswat go grind, if you dont have experience all your time will go to dustbin and will be a complete waste. Remember only people who got some success in their thing post on youtube.
... equivalent in OCaml. :)
thank you
What does this have to do with quant trading hieroglyphic gambling?
TCP IP illustrated is written in some non-existent operating system or language
I'm a book worm so interested in these. 👍
Book worm nice 👌 . I’ll start using this
He looks like newton
He does 🤣🤣
Okay, but what if you know nothing about Finance?
We got Carryminati with long hairs before GTA VI
These are good books for understanding but no one will ask question from these books. When i started people used to ask from these stuff but now hiring generation are new people who even don't know name of these books. People now ask typical role base popular question from internet.
Computer Science 1st year modules.
Noted
Beautiful C++ -> Use Rust
thanks
Praise Jesus. Can’t hurt to read these books
Thank you, Jesus!
super keen to read these but like if i ever go to jail ill actually have the time lol
What should someone who has done a masters in finance and holds a CFA designation do to break into Quantitative Trading?
Since you recommended these books for software engineers, should I also get them?
You won't be able to with that background. You'll need to pivot to math and computer science.
You should do MS in Mathematical Finance from top tier school. Otherwise v low chance.
@@moisascholarCan I jump into that step after I finish masters in finance then use it for qualifying step for financial engineering degree because I got bachelor of accounting
Imagine using c++ 😂😂😂😂
Anything for rust?
Did you also do the assignments in OSTEP ?
Ostep is gold, imo
Didn't the gubbament say not to use C ?
That's not surprising
BTW, albeit C++ is the standard, is there a place for Golang in quant dev?
This is meant to be a joke?
any particular order for reading those?
i think the order in which he shares them is a good start. first networking protocols and concepts, then os concepts, then concrete conceptualization of the os concepts, and then best practices on how to utilize those concepts via c++
what about those that say c++ isn't the language for beginners
They are right to an extent
Your approach to learning will significantly influence your programming journey. If you prefer to dive straight into the complexities and specifics of programming, C++ is a great starting point. However, if you tend to become easily discouraged by challenges, it may be more beneficial to start with Python. Python allows you to create interesting and useful programs with ease, and "Automate the Boring Stuff" is an excellent book to guide you. Once you are comfortable and enjoy coding, you can then move on to more complex topics.
During my time at university, I observed that many institutions, including mine, began their programming courses with C++. This method often served to filter out students who were not genuinely motivated, as those who struggled with C++ might not find more advanced aspects of programming enjoyable.
Additionally, use ChatGPT as a teaching assistant rather than relying on it to write your code. This will help you grasp tougher subjects more effectively.
it's about faster execution... c/c++ win the game
@@magnefficientgaming4327 doesn’t matter, learn it now
Looks like an overkill for a trader
he's talking about quant dev specifically
That’s the point. Even for quant it’s overkill
@@dailyclipmafia5041 But it's so hard to get a quant job....more skill=more opportunity
It’s for quant developer, not a quant, not a trader.
@@nguyen_tim it's the same thing
❤
good
Jesus saves.
You can't really grasp computing if you haven't built a computer from the ground up yourself (just joking)
😍😍😍😍