Advice on a project based approach to gaining relevant Quant C++ skills

Are there any good resources for diving into relevant C++ to the quant space. I am primarily interested in two areas:

  1. Concurrency

  2. Networking/Exchange connection (I.e. websockets, FIX)

I want to spend a year to develop a HFT system on my own, not so much for actual use, but as a learning experience since my current work situation won’t give it to me (looking to maybe get a decent understanding of the importance of hardware, but only really looking for experience on the software side)

I’m less concerned about strategy here, more about the tech stack.

I have a solid python foundation, but am a C++ rookie. I’m looking for some advice on where to get started given my project based approach to learning.

Any advice is greatly appreciated.

Submitted September 28, 2020 at 04:18PM by qu4ntqu3st

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