read these 5 books to break into quant trading as a software engineer

If you want to break into quant trading as a quant dev / software engineer, read these five books!

BOOKS:

My Links:

[jayhathaway]

This guy is giving this out for free! What a homie!

[sweetspotdrummer]

Wow, all stuff I used to read in the 90s while on the train heading to work: networking, C++, threading, design patterns, computer architecture, parallel processing, building compilers, some assembly language stuff and then on finance, theory of interest, mortgage-backed securities, fixed-income analytics, etc.
Yeah, I went overboard there. 🙂
Didn't know this was still in demand. Thought it was mainly Javascript and Web stuff now.
Didn't only read this stuff but built lots of systems using those technologies.
Will be looking for some great programmers soon.

[Jman]

Placed a hold on half of them from my public library can't wait!

[LukeAvedon]

I can't wait to nerd out on the TCP/IP book. I totally forgot that one existed.

[femloh]

Computer Systems : A Programmer's Perspective is also another great book for architecture. What are your thoughts on that ?

[StarRoseAngelic]

7:00 LOL You can almost physically see the brainpower put into trying to word that in a nice way.

[damienk]

Damn dude you read the tcp/ip book cover to cover.

[justinsautter]

As somebody who previously studied networking in college and has multiple certifications in them, kind of excited to already have a small leg up on others who don't know about it.

[leoc]

This was right on time and greatly appreciated 🖤🤙🏾. I’m a Computer Engineer, that only had been a DevOps Engineer only programming in Python for work, after graduating college, I reached a point where I want to do software that utilizes my CompE knowledge.

What I want to further inquire on is preemptive programming to take advantage of CPU hardware design/technologies. In the same ballpark, talking about GPUs, DPU, TPU, and FPGAs to see how they can be taken advantage of.

Using old technology examples for “preemptive programming”:branch prediction and caches, one can make alterations to software to ensure better branch prediction, and less cache misses.

In addition, it would be cool to see you discuss more about the specific functions within this world, Matching Engines, Market Data GWs/Routers, etc

[jennerb]

I just singed up for intro to python. I'm already a professional trader... Well aspiring. I have been funded and received payouts from "prop firms" well my journey into being a quant begins now so ...Here we go!!!

[iub-gnaht]

I wonder if you works on projects to apply what you learn from the book? I feel you won't truly internalize the insights only reading the books, especially complicated concepts related to concurrency.

[BCOOOL]

Is CSAPP a good book to read instead of inside the machine?

[InfiniteQuest]

I would be very surprised if you needed to know this stuff and were asked this stuff. I don't work in the field, but it's not congruent to have people programming Java or Python and need to know anything about how an OS works. In fact, we hire people to do embedded OS development and low-level assembly stuff and don't ask anywhere near anything covered in this. I would think a quant needs to know way more about mathematical or scientific programming than how a scheduler works or what an ARP packet is or TLB.

[justinpardo-mwwy]

i was looking for something just like this thank you

[anono]

More book videos please, you’re a god send

[pauleduard]

Manning books are indepth. Really good insights.

[Souljacker]

Don't even care about what you are gonna say. Liked and subscribed because of name

[Moch]

Im a student mostly with swift and python but I’m studying systems courses like the OS book you mentioned and likely a db course. Planning on diving deeper with your C/C++ content !

[subhashhundi]

Thanks for the software engineering list, can you provide a similar list for Finance/Trading ?

[ksin]

great to see Richard Stevens' book mentioned - i used to code with his (and a few others') books around me, until prevalence of internet and Google. i see other books - will check them out, as i used to have equivalent from my time (Tanenbaum, Kernighan, Aho-Ullman, Korth, ...).