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HFT is a good industry as a computer scientist

时间:2020-03-06 11:10:00      阅读:73      评论:0      收藏:0      [点我收藏+]

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https://www.reddit.com/r/highfreqtrading/comments/dtvh0o/low_latency_developer_hft/

It’s a good industry as a computer scientist. You are definitely doing the right thing in going a startup with some people with decent experience. You get to be involved in everything. However a lot of the development may be more unstructured than in a larger shop.

HFT you will really get a deep understanding of hardware and low level OS optimizations that will help you in any industry.

It’s pretty stressful so be prepared for it.

Understanding the market structure of the market you will be working in is key. How a trading platform works and the latency between the markets.

It’s basically market data, operations research on that said data to spit out actions to send orders down to exchanges or market places to make money. Making the random seem predictable.

It doesn’t matter if you have a degree in an Ivy League to get into say Jump, Jane Street or Citadel. It’s more your skills and if people vouch for you and your experience. It’s actually hard to find ppl and there is constant hiring. Most millennial talent is going to the googles and facebooks of the world. Free food and fun go a long way. Also the h1b situation is getting tougher so it’s harder to find overseas talent.

The industry is changing and there aren’t any really decent books that come to mind.

  • it’s 80% hardware imho. Solarflare / Mellonox kernel bypass comes to mind
  • thread pinning and numa are important
  • learning about Linux kernel parameter optimization
  • understanding the llvm and the memory model of Linux.
  • socket and multicast programming
  • shared memory and the disruptor pattern
  • binary messaging protocols like simple binary encoding sbe
  • understanding your cpu cache
  • performance benchmarking tools
  • get a Mac book pro it seems all the rage
  • FIX protocol not binary but to connect to certain trading venues it’s key
  • don’t go to an hft startup that does blockchain / bitcoin trading since it is a random and ever evolving industry right now. You could be out of a job out of random. :)

HFT is a good industry as a computer scientist

标签:real   blank   hang   eve   encoding   ade   foo   aging   may   

原文地址:https://www.cnblogs.com/dhcn/p/12425120.html

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