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More specifically in trading, the most important thing seems to be to know how to write fast code, while keeping the codebase maintainable, because it's going t
by twic 4y ago
More specifically in trading, the most important thing seems to be to know how to write fast code, while keeping the codebase maintainable, because it's going to keep growing, and will need to change as the world changes.
That means avoiding polymorphism (and so a fair chunk of OO design), making heavy use of templates, and understanding the performance characteristics of language constructs and standard library functions. Expect to be slinging godbolts back and forth, benchmarking obscure hashmap implementations, and occasionally sweating over the precise layout of structs to maximise their cache-friendliness.