I am a quantitative developer working on industrial size projects. Best way to learn personally is to get hired into a team that does serious project in the ar

I am a quantitative developer working on industrial size projects. Best way to learn personally is to get hired into a team that does serious project in the area you are interested in. If you are not looking to switch jobs, hire few people who have done that into your team, or get them on a contract (going to be crazy expensive but totally worth it). First, basics, start with Joel's 12 rules of better code[1] Next, buy everyone a copy of "Clean Code" book and read it from start to finish. Look at the open source quant code bases, how they are organized and built. I suggest quantlib[4] and opengamma[3]. If you are looking at architecting quant library specifically, read this article by Russell Goyder[2] [1] https://www.joelonsoftware.com/2000/08/09/the-joel-test-12-steps-to-better-code/ https://www.joelonsoftware.com/2000/08/09/the-joel-test-12-s... [2] https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2311743 https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2311743 [3] https://github.com/OpenGamma https://github.com/OpenGamma [4] https://github.com/lballabio/QuantLib https://github.com/lballabio/QuantLib