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.
Lot of folk don't know even what a computer is now - JS/Python have abstracted it away. I've talked to some newer developers whose knowledge seems to stop at Python and JS web frameworks, and they're stumped when I start talking about memory management. Low-level knowledge is always useful!
@@knotsandcrosses1 slightly off topic, but I always giggle when seasoned "low latency" developers say their trading algo is latency dependent, then say they want the Java api. Best attempt to justify which I've heard is to use memory pools.
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.
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
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.
@dailyclipmafia5041 still, why would a quant dev need to know about OS and Computer Architecture? That seems more like an infrastructure dev who would be making the low latency stuff. Aren't the quant devs sitting on top of these Infrastructure code base and actually implementing the strategy?
@@dailyclipmafia5041 Yes, quant dev! A quant that develops code. Would you want someone implementing Ito Calculus who has no idea about it? Or would you rather they understood the math so they could produce the right thing? I don't get how OS internals would ever come into play in any quant dev position. But try to get someone to code math calculations that they don't understand, and you are GUARANTEED to get the wrong result.
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 !
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!!!
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.
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, ...).
I have observed that several prominent quantitative trading firms, including Flow Traders, Two Sigma, and IMC, opt to use Java rather than C++ in their operations. What are the primary reasons for these firms to favor Java over C++?
@@kraskagm I know that however, for me it does not make sense when the distinction between companies goes about such minuscule latency differences that one would choose for a potentially slower language
@obama213 very low latency Java is possible. It takes a lot of effort and expertise. An advantage of Java is that you can have a relatively small number of experts working on the low latency aspects and then interface with the rest of the ecosystem and tooling for less elite but nonetheless productive developers.
Books :- 1) TCP IP ILLUSTRATED VOL 1 ,Richard Stevens 2) Operating Systems 3 Easy Pieces , Remzi H. Arpaci-Dusseau 3) Inside the Machine , Jhon Stokes 4) C++ Concurrency in Action , Anthony Williams 5) C++ Software Design , Klaus Iglberger/ Beautiful C++
I love lithography, transistors, logic gates, is the essence of the computer instead of programming languages it’s like inventing many languages from anybody I could invent my own programming language and you would be so enthusiastic to explain it or anybody, you know what I mean, that’s why I don’t like programming languages it’s a disguise/mask of the real face the CPU lithography. I wonder with all the knowledge you have mentioned, what new have you created by yourself any revolutionary innovation. I am just saying.
Thank you, Coding Jesus, for this insightful video! I’m a bit confused, though. A recruiter recently mentioned that networking skills aren't particularly valued in quant roles. Could you clarify whether reading the TCP/IP book is primarily for general knowledge, or does it have practical applications as a quant developer?
Hey coding Jesus, What are your techniques for reading books, I am very impressed you finished reading all those books, do you have a timeline to finish them. Also I’m asking because alot of people including myself can’t finish a book or aren’t consistent in reading one. Your response will be greatly appreciated.
Simple, every evening after doing your usual evening routine, set aside 30 min to 1 hour to read. No phone or anything. Just the book and a pencil if you want to take some notes.
What worked for me in the past was setting goals as small as 5 pages a day, which won’t wear you out, but will also add up if you’re consistent over a month (150+ pgs).
As the other person told, assuming you have a full time job, on the working days (Mo to Fri) you devote 45 to 60 minutes, with no distractions (mobile phone in airplane mode!) and you read some pages from the book, and practice the code examples (you do some small changes , compile and run them again, break them on purpose, meaning that you do a modification that you expect will break the compilation face, just to see the error message, also break them accidentally as you try to do your small modifications to slightly alter the behavior of the program). At weekends when you do not work you study 2 or 3 hours on each free day. So you can in total accumulate 5 hours on the weekend and 5 hours on the working days, for a total of 40 hours per month.
Why does one should read "Inside the machine" after the network and the OS books ? It doesn"t sound like those previous books are a prerequisite to this one ?
Better to focus on math, especially statistics and probability theory. Also c++ is needlessly complicated, better to use python. The extra speed doesn't matter.
Really nice value here. Do you also have any recommendations for low latency roles? - kernel-bypass - fast-packet processing (High performance network stacks)
These are good books for understanding but no one will ask question from these books. When i started people used to ask from these stuff but now hiring generation are new people who even don't know name of these books. People now ask typical role base popular question from internet.
Yes, it is a good book, many editions, it is a mature book, use either the edition for C++20 or for C++23 whatever you happened to get. But it should not be your 1st C++ book. For 1st C++ book you better go with Deitel, C++ how to program (the edition from 2023, that covers C++20) , then you can read Professional C++ Part I and II (up to chapter 6), then take a detour with "Effective Modern C++ " (but be sure to get the 12th printing of the book, that has all errata corrected), and after you finish it, continue with Professional C++ from chapter 7 to chapter 27 (end of part IV). And then you can read "The C++ programming language" (again be sure to find the 4th printing or later, for less errors), and then finish the Professional C++ , the part about Software engineering.
i think the order in which he shares them is a good start. first networking protocols and concepts, then os concepts, then concrete conceptualization of the os concepts, and then best practices on how to utilize those concepts via c++
Hello first at all thank you for the great content I need advice as someone interested in quant finance, modeling, ml.. I am double majoring Cs minor math and finance I was thinking of switching up my Cs degree to applied statistic, math or pure math Or I just finish my Cs degree? Thank you
don't waste time guys, instead enjoy your current life else you will regret at the end when you find out that the companies just need prev experience, no superficial knowledge can get you into the door unless having experience.
@@rxhsaraswat go grind, if you dont have experience all your time will go to dustbin and will be a complete waste. Remember only people who got some success in their thing post on youtube.
Your approach to learning will significantly influence your programming journey. If you prefer to dive straight into the complexities and specifics of programming, C++ is a great starting point. However, if you tend to become easily discouraged by challenges, it may be more beneficial to start with Python. Python allows you to create interesting and useful programs with ease, and "Automate the Boring Stuff" is an excellent book to guide you. Once you are comfortable and enjoy coding, you can then move on to more complex topics. During my time at university, I observed that many institutions, including mine, began their programming courses with C++. This method often served to filter out students who were not genuinely motivated, as those who struggled with C++ might not find more advanced aspects of programming enjoyable. Additionally, use ChatGPT as a teaching assistant rather than relying on it to write your code. This will help you grasp tougher subjects more effectively.
What should someone who has done a masters in finance and holds a CFA designation do to break into Quantitative Trading? Since you recommended these books for software engineers, should I also get them?
@@moisascholarCan I jump into that step after I finish masters in finance then use it for qualifying step for financial engineering degree because I got bachelor of accounting
This guy is giving this out for free! What a homie!
Hence the name Jesus ;)
Hence the name Coding
@@Gromov-jj8jf Hence the name
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.
Lot of folk don't know even what a computer is now - JS/Python have abstracted it away. I've talked to some newer developers whose knowledge seems to stop at Python and JS web frameworks, and they're stumped when I start talking about memory management. Low-level knowledge is always useful!
@@knotsandcrosses1 slightly off topic, but I always giggle when seasoned "low latency" developers say their trading algo is latency dependent, then say they want the Java api. Best attempt to justify which I've heard is to use memory pools.
Placed a hold on half of them from my public library can't wait!
7:00 LOL You can almost physically see the brainpower put into trying to word that in a nice way.
I can't wait to nerd out on the TCP/IP book. I totally forgot that one existed.
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.
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
Computer Systems : A Programmer's Perspective is also another great book for architecture. What are your thoughts on that ?
Agree
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.
Quant dev! Not trader. No maths needed
@@dailyclipmafia5041 about 30% of the comments totally ignored that part of the video title
@dailyclipmafia5041 still, why would a quant dev need to know about OS and Computer Architecture? That seems more like an infrastructure dev who would be making the low latency stuff. Aren't the quant devs sitting on top of these Infrastructure code base and actually implementing the strategy?
@@zweitekonto9654 Yeah exactly.
@@dailyclipmafia5041 Yes, quant dev! A quant that develops code. Would you want someone implementing Ito Calculus who has no idea about it? Or would you rather they understood the math so they could produce the right thing? I don't get how OS internals would ever come into play in any quant dev position. But try to get someone to code math calculations that they don't understand, and you are GUARANTEED to get the wrong result.
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 !
Manning books are indepth. Really good insights.
i was looking for something just like this thank you
Damn dude you read the tcp/ip book cover to cover.
Not entirely truthful because I skipped the last chapter on security protocols.
@@CodingJesus Did you take written notes on that book or just highlighted/annotated some things in it and refer back to it when you need to?
@@CodingJesus Isn't that book intended to be a reference rather than a cover to cover book mate?
@@mgd8867 Indeed it is but that does not mean you can't read it cover to cover.
doood thats a fat book to go through, i only use it as an encyclopedia and i work in networking
More book videos please, you’re a god send
Thank you for the content. Learning Rust to write some safe C++ in the near future!
Every video is insightful. Thank you.
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!!!
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.
Omg. Thank you sir!
its nice to have a path description
😍 thank you so much!
Awesome. Thanks a ton!
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, ...).
Thanks a lot for the insight.
Thanks for the software engineering list, can you provide a similar list for Finance/Trading ?
I have observed that several prominent quantitative trading firms, including Flow Traders, Two Sigma, and IMC, opt to use Java rather than C++ in their operations. What are the primary reasons for these firms to favor Java over C++?
Java isn't operate system pecific and no need for memory allocations and to free meomery. Otherwise C++ is the fastest.
@@kraskagm I know that however, for me it does not make sense when the distinction between companies goes about such minuscule latency differences that one would choose for a potentially slower language
@obama213 very low latency Java is possible. It takes a lot of effort and expertise. An advantage of Java is that you can have a relatively small number of experts working on the low latency aspects and then interface with the rest of the ecosystem and tooling for less elite but nonetheless productive developers.
Speed just isn't that important unless you're doing HFT.
They use only java? or c++ as well?
Is CSAPP a good book to read instead of inside the machine?
I would throw in a DSA book in there, it's fundamental to becoming a good programmer.
Books :-
1) TCP IP ILLUSTRATED VOL 1 ,Richard Stevens
2) Operating Systems 3 Easy Pieces , Remzi H. Arpaci-Dusseau
3) Inside the Machine , Jhon Stokes
4) C++ Concurrency in Action , Anthony Williams
5) C++ Software Design , Klaus Iglberger/ Beautiful C++
🔥🔥
Every position is specifically you don't need to know this stuff if the company really needs you ..
Bro is majestic
Why not rust instead of C++?
C++ is king in trading
Solid. Concur. Peace 👊🏼
I love lithography, transistors, logic gates, is the essence of the computer instead of programming languages it’s like inventing many languages from anybody I could invent my own programming language and you would be so enthusiastic to explain it or anybody, you know what I mean, that’s why I don’t like programming languages it’s a disguise/mask of the real face the CPU lithography.
I wonder with all the knowledge you have mentioned, what new have you created by yourself any revolutionary innovation.
I am just saying.
120 lines in a function is rookie numbers. You need to bump those line counts up
Thank you, Coding Jesus, for this insightful video!
I’m a bit confused, though. A recruiter recently mentioned that networking skills aren't particularly valued in quant roles.
Could you clarify whether reading the TCP/IP book is primarily for general knowledge, or does it have practical applications as a quant developer?
Don't even care about what you are gonna say. Liked and subscribed because of name
question: Rust in not getiing into the Quat? i see it as the replacement of C++
Exactly I was wondering about that too
Lol stay in school
@@AJD-od9nq arrogant idiot
Terrific recommendation sir!
Thanks a lot!.🎉
Exactly looking for this 😄
Great video! Any chance you make a similar video for python? Perhaps with a focus on data science or related to other quantitative fields?
Hey coding Jesus, What are your techniques for reading books, I am very impressed you finished reading all those books, do you have a timeline to finish them. Also I’m asking because alot of people including myself can’t finish a book or aren’t consistent in reading one. Your response will be greatly appreciated.
Simple, every evening after doing your usual evening routine, set aside 30 min to 1 hour to read. No phone or anything. Just the book and a pencil if you want to take some notes.
@@orbital1337 Thanks for your advice💯
What worked for me in the past was setting goals as small as 5 pages a day, which won’t wear you out, but will also add up if you’re consistent over a month (150+ pgs).
As the other person told, assuming you have a full time job, on the working days (Mo to Fri) you devote 45 to 60 minutes, with no distractions (mobile phone in airplane mode!) and you read some pages from the book, and practice the code examples (you do some small changes , compile and run them again, break them on purpose, meaning that you do a modification that you expect will break the compilation face, just to see the error message, also break them accidentally as you try to do your small modifications to slightly alter the behavior of the program). At weekends when you do not work you study 2 or 3 hours on each free day. So you can in total accumulate 5 hours on the weekend and 5 hours on the working days, for a total of 40 hours per month.
Why does one should read "Inside the machine" after the network and the OS books ? It doesn"t sound like those previous books are a prerequisite to this one ?
why do not you consider Rust Lang isntead of C++?
Better to focus on math, especially statistics and probability theory. Also c++ is needlessly complicated, better to use python. The extra speed doesn't matter.
He is not talking about Quants, he is talking about software developers at Quants
@@slicer95 That is not the side of the business where the money is made though.
This is excellent stuff, thanks for sharing. Legit coding jesus you are!
TCP IP illustrated is written in some non-existent operating system or language
thanks tomer :) do u recommend a specific order? how many books did you read before u started ur first job and what age was that?
Can you explain why these topics are important for quant devs?
I think most of the books he suggested are the foundation of SE, quant devs are more on algorithem study and AI domain actully
Do you remember everything or just the high level concepts after reading ?
Really nice value here. Do you also have any recommendations for low latency roles?
- kernel-bypass
- fast-packet processing (High performance network stacks)
This is brilliant
Thank you, gonna download it from the torrent.
😂😂😂😂😂😂😂 Torrent
ME TOO 😂😂
Great content sir. It would be better if you can tell a path from zero in code, thank you
How does programming language like Rust be valuable in quant trading given its popularity?
great video!
Amazing, thank you
Did you also do the assignments in OSTEP ?
Ostep is gold, imo
What a nice youtube algorithm Suggestion, nice to meet you CodingJesus, i'm codingJames
Hey thanks for the content! What happened with the previous video with the online source you were offering? It seems like it disappeared 😞
These are good books for understanding but no one will ask question from these books. When i started people used to ask from these stuff but now hiring generation are new people who even don't know name of these books. People now ask typical role base popular question from internet.
Anything for rust?
im cooked thought I only needed to know a bit of python
I have professional C++ book by marc gregoire, can someone suggest should i follow that book ????
Yes, it is a good book, many editions, it is a mature book, use either the edition for C++20 or for C++23 whatever you happened to get. But it should not be your 1st C++ book. For 1st C++ book you better go with Deitel, C++ how to program (the edition from 2023, that covers C++20) , then you can read Professional C++ Part I and II (up to chapter 6), then take a detour with "Effective Modern C++ " (but be sure to get the 12th printing of the book, that has all errata corrected), and after you finish it, continue with Professional C++ from chapter 7 to chapter 27 (end of part IV). And then you can read "The C++ programming language" (again be sure to find the 4th printing or later, for less errors), and then finish the Professional C++ , the part about Software engineering.
@georgiosdoumas2446 thanks bro
... equivalent in OCaml. :)
These books are core of software engineering. Not sure what does it have to do with the quant field.
any particular order for reading those?
i think the order in which he shares them is a good start. first networking protocols and concepts, then os concepts, then concrete conceptualization of the os concepts, and then best practices on how to utilize those concepts via c++
Okay, but what if you know nothing about Finance?
Hello first at all thank you for the great content
I need advice as someone interested in quant finance, modeling, ml..
I am double majoring Cs minor math and finance
I was thinking of switching up my Cs degree to applied statistic, math or pure math
Or I just finish my Cs degree?
Thank you
do you think age is a problem? I am 40 years old but has a math degree and is good at programming?
Investing firms usually look to poach younger guys, not saying it can happen though.
Great advices
Beautiful C++ -> Use Rust
Thanks!
Great video
Computer Science 1st year modules.
ty blud this is it
don't waste time guys, instead enjoy your current life else you will regret at the end when you find out that the companies just need prev experience, no superficial knowledge can get you into the door unless having experience.
don't listen to this guy. there is no substitute to grinding
@@rxhsaraswat go grind, if you dont have experience all your time will go to dustbin and will be a complete waste. Remember only people who got some success in their thing post on youtube.
thank u jesus christ
BTW, albeit C++ is the standard, is there a place for Golang in quant dev?
I'm learning c++, i wonder how you guys remember most of what you read ..,any tips would help me :)
Coding Jesus . Is C++ or python more important to become competent in ? Or is it situational dependent ?
It depends on what your doing. Developing models - python. Developing trading systems - C++
Thanks for dying for my sins and teaching me how to write code
what about those that say c++ isn't the language for beginners
They are right to an extent
Your approach to learning will significantly influence your programming journey. If you prefer to dive straight into the complexities and specifics of programming, C++ is a great starting point. However, if you tend to become easily discouraged by challenges, it may be more beneficial to start with Python. Python allows you to create interesting and useful programs with ease, and "Automate the Boring Stuff" is an excellent book to guide you. Once you are comfortable and enjoy coding, you can then move on to more complex topics.
During my time at university, I observed that many institutions, including mine, began their programming courses with C++. This method often served to filter out students who were not genuinely motivated, as those who struggled with C++ might not find more advanced aspects of programming enjoyable.
Additionally, use ChatGPT as a teaching assistant rather than relying on it to write your code. This will help you grasp tougher subjects more effectively.
it's about faster execution... c/c++ win the game
@@magnefficientgaming4327 doesn’t matter, learn it now
What should someone who has done a masters in finance and holds a CFA designation do to break into Quantitative Trading?
Since you recommended these books for software engineers, should I also get them?
You won't be able to with that background. You'll need to pivot to math and computer science.
You should do MS in Mathematical Finance from top tier school. Otherwise v low chance.
@@moisascholarCan I jump into that step after I finish masters in finance then use it for qualifying step for financial engineering degree because I got bachelor of accounting
Thank you, Jesus!
Is developing good indicators in pinesceipt good enough?
Lol not at all
@@never_give_up944 why?
Didn't the gubbament say not to use C ?
That's not surprising
He looks like newton
He does 🤣🤣
We got Carryminati with long hairs before GTA VI
I'm a book worm so interested in these. 👍
Book worm nice 👌 . I’ll start using this
thank you
Praise Jesus. Can’t hurt to read these books
Jesus saves.
This is meant to be a joke?
what level maths do you need coding Jesus?
Noted
super keen to read these but like if i ever go to jail ill actually have the time lol
Looks like an overkill for a trader
he's talking about quant dev specifically
That’s the point. Even for quant it’s overkill
@@dailyclipmafia5041 But it's so hard to get a quant job....more skill=more opportunity
It’s for quant developer, not a quant, not a trader.
@@nguyen_tim it's the same thing
Imagine using c++ 😂😂😂😂