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C++20 Ranges and Algorithmic Trading

ProfitView
151 subscribers
1.6K views 3 years ago
Join the Telegram group: Antony Peacock talk on C++ at Maven: https://cloud.profitview.net/webinars... Rainer Grimm talk on Ranges in C++20: https://cloud.profitview.net/webinars... Richard Hickling link to algo trading strategy code: https://github.com/profitviews/cpp_cr... TIMESTAMPS: 0:14 - Introduction 5:52 - C++ at Maven Securities 25:20 - Ranges Library in C++20 56:34 - Running an Algo Trading Strategy live on FTX 1:03:36 - Start of the Q&A session 1:04:38 - Did Rainer provide a link to the godbolt page? 1:06:35  …...more
...more

Introduction

0:14

C++ at Maven Securities

5:52

Ranges Library in C++20

25:20

Running an Algo Trading Strategy live on FTX

56:34

Start of the Q&A session

1:03:36

Did Rainer provide a link to the godbolt page?

1:04:38

Is Ranges library and ReactiveCpp similar to Linq operators and ReactiveRx in C# .Net?

1:06:35

Getting a job in algo trading as a software engineer: learning at work vs self-learning?

1:08:52

How can a semi-senior dev deepen their knowledge to get into an algo trading firm?

1:13:54

What level of C++ knowledge is required for entry level positions at Maven?

1:19:48

How suitable are ranges for using - is there some current best practice?

1:24:15

How is reinforcement learning and AI in general transforming algorithmic trading?

1:26:10

Isn't this standard deviation technique just an extra liquidity point for hedge funds?

1:28:20

What "new" C++ feature do you regret adopting?

1:31:05

Are there any good books on template meta programming with modern C++?

1:34:55

Are there roles at Maven that combine both trading and writing code?

1:38:40

Working in Investment Bank, finding difficult to keep up with C++14 ,17, 20

1:39:45

How does Maven performance tune code for low latency?

1:40:25

Can we get a list of questions asked for a graduate interview at Maven?

1:41:00

How does a Range allocate memory as it iterates?

1:45:20

What book do you recommend for low latency development?

1:49:35

Is it trendy to task based programming to thread based in modern C++?

1:52:10

If you could give a grad engineer any piece of advice, what would it be?

1:53:18

How to best prepare for a C++ technical interview?

1:55:24

Are there online courses that focus on financial programming?

1:58:30

Are there any remote positions at Maven or plan to add them in the future?

1:59:54

What topics should I learn to understand algo trading better?

2:01:24

Is there a focus on data driven design at Maven, or is OO still dominant?

2:05:34

When we use Ranges with pipe, does it increase the time complexity?

2:08:01

Anything on flat map or static polymorphism in C++20?

2:09:50

Is there a library to model extreme value theory in C++?

2:12:50

Do you have advice for a FPGA engineer, who wants to work in fintech?

2:14:15

Can you give a list of C++ libraries that an aspiring algo trader should learn?

2:15:00

Is C++ Kafka widely used? Any possible elaboration on Kafka C++?

2:16:49

Any recommendations on how to learn and understand market making?

2:17:45

As an employee do you get access to the private fund of Maven?

2:21:39

Is SPIR-V something you use?

2:22:08

Does ProfitView report on DeFi metrics?

2:23:46

Does Maven do any specialised tuning to optimise docker performance?

2:24:42

What VaR does ProfitView do?

2:25:36

What doesn't Ranges support the execution policy?

2:27:10

Wrapping up and closing

2:28:42
C++20 Ranges and Algorithmic Trading
49Likes
1,633Views
2022Apr 28
Join the Telegram group: Antony Peacock talk on C++ at Maven: https://cloud.profitview.net/webinars... Rainer Grimm talk on Ranges in C++20: https://cloud.profitview.net/webinars... Richard Hickling link to algo trading strategy code: https://github.com/profitviews/cpp_cr... TIMESTAMPS: 0:14 - Introduction 5:52 - C++ at Maven Securities 25:20 - Ranges Library in C++20 56:34 - Running an Algo Trading Strategy live on FTX 1:03:36 - Start of the Q&A session 1:04:38 - Did Rainer provide a link to the godbolt page? 1:06:35 - Is Ranges library and ReactiveCpp similar to Linq operators and ReactiveRx in C# .Net? 1:08:52 - Getting a job in algo trading as a software engineer: learning at work vs self-learning? 1:13:54 - How can a semi-senior dev deepen their knowledge to get into an algo trading firm? 1:19:48 - What level of C++ knowledge is required for entry level positions at Maven? 1:24:15 - How suitable are ranges for using - is there some current best practice? 1:26:10 - How is reinforcement learning and AI in general transforming algorithmic trading? 1:28:20 - Isn't this standard deviation technique just an extra liquidity point for hedge funds? 1:31:05 - What "new" C++ feature do you regret adopting? 1:34:55 - Are there any good books on template meta programming with modern C++? 1:38:40 - Are there roles at Maven that combine both trading and writing code? 1:39:45 - Working in Investment Bank, finding difficult to keep up with C++14 ,17, 20 1:40:25 - How does Maven performance tune code for low latency? 1:41:00 - Can we get a list of questions asked for a graduate interview at Maven? 1:45:20 - How does a Range allocate memory as it iterates? 1:49:35 - What book do you recommend for low latency development? 1:52:10 - Is it trendy to task based programming to thread based in modern C++? 1:53:18 - If you could give a grad engineer any piece of advice, what would it be? 1:55:24 - How to best prepare for a C++ technical interview? 1:58:30 - Are there online courses that focus on financial programming? 1:59:54 - Are there any remote positions at Maven or plan to add them in the future? 2:01:24 - What topics should I learn to understand algo trading better? 2:05:34 - Is there a focus on data driven design at Maven, or is OO still dominant? 2:08:01 - When we use Ranges with pipe, does it increase the time complexity? 2:09:50 - Anything on flat map or static polymorphism in C++20? 2:12:50 - Is there a library to model extreme value theory in C++? 2:14:15 - Do you have advice for a FPGA engineer, who wants to work in fintech? 2:15:00 - Can you give a list of C++ libraries that an aspiring algo trader should learn? 2:16:49 - Is C++ Kafka widely used? Any possible elaboration on Kafka C++? 2:17:45 - Any recommendations on how to learn and understand market making? 2:21:39 - As an employee do you get access to the private fund of Maven? 2:22:08 - Is SPIR-V something you use? 2:23:46 - Does ProfitView report on DeFi metrics? 2:24:42 - Does Maven do any specialised tuning to optimise docker performance? 2:25:36 - What VaR does ProfitView do? 2:27:10 - What doesn't Ranges support the execution policy? 2:28:42 - Wrapping up and closing Connect with the host and speakers and on Linkedin:

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ProfitView

151 subscribers