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by jason_slack 3001 days ago
I am going through this right now actually. I am learning more math aggressively, pursuing a degree in Economics and since I am writing my own tools I am always refining my C++. So far I have 9 apps that make up my process and each do a different step in my process.

The Chan books are good. I'd recommend staying away from his latest book. There isn't much new content in my opinion.

E-Mail in profile if you get stuck.

Edit: I am also reading "Options, Futures, and Other Derivatives (10th Edition)"

1 comments

Hi. Do you have a strong reason to write your tools in c++ and not python?
I have 20+ years with c++ so I just default to that for my projects.
You may wish to consider trying out python for this. In my experience it is likely a better match for this job. It includes simple libraries for: - Web hooks - Plotting - logging - text parsing - unit tests And it can be run as a simple script.

I understand the “if it ain’t broke don’t fix it” mentality. However if you are finding any friction using C++ you might want to consider a different technology.

Thanks. I am always willing to try new things.

For c++ I just write what I need if I can’t find an api I like.