Studying HFT code submitted to those who get hired
(Sorry for any bad typing or sentence structure but it has been a very long nite) My eyes are bleeding are here is why…
I never knew that studying this code could make you a better developer. I got various C++ coding projects for those smart enough to get multiple software assignments to be hired by London, Chicago and Greenwich CT top notch HFT firms. Not only do I have code but these people were hired. As you can imagine, this will and cannot be shared. These people are coming out a Computer Science PHD level so they are quite brilliant in making efficient and low level code. When you study it, you appreciate the power of low level languages like C++ for inline and built in assembly technique. Even for an old geezer like me of 30 years in software development, my head is spinning trying to understand it. It is not easy to grasp but running it through a decent debugger will help. I am nowhere at the level of these people, but after ‘whacking in the weeds’ enough you will get there. You need to be persistent and patient to enough understand this low level code. Now remember, these projects revolved around order books for price matching so advanced computer science patterns which are critical to understand. I can see an HUGE appreciate why these guys/gals(?) are paid are 2.5K GBP per day. Whooo….more to come
MORE: All I can say is HOLY FU*. This sh*t is deep and very innovative! Hint is think registers and chunks. Heavy bit manipulation as well.
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