💹 HFT, Finance & Quantitative Trading
Low-latency systems, market microstructure, and quantitative finance.
→ See also: C++ · Systems Track
Courses
| Course |
Platform |
Link |
| Financial Markets (Robert Shiller) |
Coursera (audit) / Yale OCW |
Coursera |
| Computational Investing |
Coursera (audit) |
Coursera |
| Financial Engineering (Columbia) |
Coursera (audit) |
Coursera |
| Quantitative Finance (NPTEL) |
NPTEL |
NPTEL |
| Algorithmic Trading (QuantInsti) |
YouTube |
YouTube |
| MIT 18.S096 Topics in Mathematics with Applications in Finance |
MIT OCW |
MIT OCW |
Low-Latency Engineering
| Topic |
Resource |
Link |
| C++ for HFT |
CppCon talks |
YouTube |
| Lock-free Programming |
Herb Sutter (CppCon) |
YouTube |
| Kernel Bypass (DPDK) |
DPDK Docs |
dpdk.org |
| FPGA Trading |
Various |
YouTube |
| Market Microstructure |
Lectures |
YouTube |
Books
| Book |
Author |
Free? |
Link |
| Options, Futures, and Other Derivatives |
John Hull |
❌ |
Classic reference |
| Algorithmic Trading (Ernest Chan) |
Ernest Chan |
❌ |
Reference |
| Trading and Exchanges |
Larry Harris |
❌ |
Market microstructure |
| Quantitative Finance (Paul Wilmott) |
Wilmott |
❌ |
Reference |
| Python for Finance |
Yves Hilpisch |
❌ (code free) |
github.com/yhilpisch |
Cross-references: C++ · Systems Track · Conferences