30 Days to Quant Development

Building Modern C++ Systems From Scratch

Story

This repo captures a 30-day, hands-on preparation plan for becoming a quant developer. It bridges algorithmic problem solving (ICPC-style) with production systems engineering: low-level C++ performance, concurrency, networked systems, and a final mini trading system. The goal is to produce public, well-documented proof-of-work that recruiters and teams can evaluate quickly.

Why this repo

• Signal: demonstrates practical systems & quant skills beyond algorithmic puzzles.
• Audience: ICPC competitors, systems engineers, quant devs, recruiters.
• Value: public proof-of-work, daily notes, benchmarked improvements, and a clean story for LinkedIn/GitHub.

How to use

• Each day has a folder with three files: task.md, reading.md, and practice.cpp (or language-appropriate code). Follow the day's task.md, read reading.md, implement or study practice.cpp, run tests/benchmarks, and write a short lessons.md entry.
• Clone the repo, build the small examples with CMake, run unit tests and microbenchmarks in benchmarks/.

Quick start (macOS / Linux)

git clone <repo-url>
cd 30-days-quant-dev
mkdir build && cd build
cmake ..
make -j
./bin/struct_sizes

Repository structure

• README.md — this file (story, usage, plan)
• CONTRIBUTING.md — how to contribute
• CMakeLists.txt — top-level build
• src/ — example source code and helpers
• week1-modern-cpp/ through week4-trading-systems/ — day-by-day stubs
• resources/ — recommended readings and links
• benchmarks/ — harnesses and scripts
• notes/ — collected lessons and writeups
• final-outcome/ — integrated mini trading system and report

Weekly plan & daywise overview

Week 1 — Modern C++ Foundations (Days 1–7)

• Day 01: Memory layout — task.md, reading.md, practice.cpp
• Day 02: RAII — implement FileWrapper
• Day 03: Move semantics — small String class
• Day 04: Smart pointers — simplified unique_ptr
• Day 05: Templates — Vector<T>
• Day 06: Lambdas — event dispatcher
• Day 07: Mini project — small STL-like library

Week 2 — Concurrency (Days 8–14)

• Day 08: std::thread basics
• Day 09: Mutexes & lock_guard
• Day 10: Condition variables
• Day 11: BlockingQueue<T>
• Day 12: ThreadPool
• Day 13: Atomics & CAS
• Day 14: Mini project — scheduler + benchmark

Week 3 — Networking & Systems (Days 15–21)

• Day 15: TCP sockets — echo server
• Day 16: Serialization & endianness
• Day 17: Event loops (poll/epoll)
• Day 18: Fake exchange publisher
• Day 19: Feed handler
• Day 20: Profiling & cache analysis
• Day 21: Mini project — feed simulator

Week 4 — Trading Systems (Days 22–30)

• Day 22: Market microstructure
• Day 23: OrderBook (add/cancel/modify)
• Day 24: Matching engine (price-time)
• Day 25: Risk checks
• Day 26: Exchange connector
• Day 27: Strategy framework
• Day 28: Simple strategy (market making)
• Day 29: Benchmarking
• Day 30: Final project — integrate components and write report

Daily file conventions

Each day folder contains:

• task.md — the problem and deliverables for the day
• reading.md — curated reading list and notes
• practice.cpp — starter or reference code (compile-ready)
• lessons.md — short template for recording benchmarks and tradeoffs

Contributing

Please read CONTRIBUTING.md before submitting work. Keep PRs small and focused (one day or one component at a time). Include tests and benchmarks for performance-related changes.

Licensing

This project uses the MIT license (or choose another OSI-approved license).

Next steps

• If this layout looks good, I'll create the folders and day stubs plus a working Day 01 example and a small CMake build. Open to adjustments on language (C++17 vs C++20) and benchmark tooling.