Lecture Notes: Books for Aspiring Quantitative Trading Software Engineers

Introduction

• Presenter: Coding Jesus
• Topic: Five essential books for software engineers who want to enter quantitative trading.
• Purpose: These books also help improve general programming skills and software engineering knowledge.

Book 1: TCP/IP Illustrated, Volume 1

• Focus: Network-related concepts.
• Importance: Frequently asked topics in software engineering interviews.
• Content Details:
  • Covers TCP/IP, multicast, UDP, ARP, congestion control, window sizing, etc.
  • Essential for understanding for mid-level and senior-level interviews.
• Study Aid: A Google sheet with recommended chapters and sections.

Book 2: Operating Systems: Three Easy Pieces

• Sections: Concurrency, Virtualization, and Persistence.
• Importance in Interviews: Sometimes dedicated interview rounds for computer architecture.
• Key Concepts Discussed:
  • Translation lookaside buffers, internal fragmentation, threads vs processes.
  • Process table, call stack, function pointers, multi-level feedback queues.
  • Scheduling algorithms such as round robin, time slicing.
• Study Aid: Link to relevant chapters provided.

Book 3: Inside the Machine

• Focus: Computer hardware architecture.
• Complementary Knowledge: Pairs with previous network and operating system books.
• Content Covers:
  • CPU architecture: super scalar design, pipelining, caching.
  • Branch prediction units, x64 architecture, instruction pointers.
  • Lifecycle of CPU instruction execution.
• Study Aid: Google sheet with specific sections to focus on.

Language-Specific Books

• Languages Discussed: C++, Python, possibly Java.
• Themes: Concurrency and core guidelines for clean, efficient coding.

Book 4: C++ Concurrency in Action by Anthony Williams

• Focus: Concurrency at the language level (C++).
• Concepts:
  • Builds on operating system-level concurrency.
  • Memory allocation, thread management, etc.
• Approach:
  • May require multiple readings to grasp complex concepts.
  • Importance of note-taking for revisiting key topics.

Book 5: Books on Core Guidelines and Design Patterns

• Focus: Writing clean, safe, efficient code.
• Importance: Avoiding poor coding practices, like excessive nesting.
• Recommendations:
  • Beautiful C++
  • C++ Software Design
  • Finding equivalent books for other languages (Python, Java).
• Outcome: Enhanced software design skills and better programming practices.

Conclusion

• Call to Action:
  • Thumbs up, subscribe, book time for 1-on-1 consulting.
  • Access to Discord and Patreon links provided.
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Additional Notes

• Links to related resources and Google sheets mentioned in the description.
• Encouragement to engage with the content through comments and feedback.