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by integrate-this 1069 days ago
KDB+ and Q: https://kx.com/academy/ Julia: https://docs.julialang.org/en/v1/ The C Programming Language: https://www.amazon.com/Programming-Language-2nd-Brian-Kernig...
1 comments

I don’t know if any HFT that use KDB and q or Julia, those are more quant funds. HFT tends to be heavily C++ not C.
Alright, well there's at least one that uses KDB. Agreed on C++ over C, but given that we're talking to someone that's calling themselves a 'technologist' thought I would recommend the best book to get started.

I've had a lot of people on Hacker News very confidently tell me that I have no idea what I'm talking about on this topic. For a long time I thought I was just dumb, but still employed years later and have realized that most of the people that 'correct' me have exactly 0 experience.

Hey I’m sorry, I’m not telling you you don’t know what you’re talking about. I do know what I’m talking about, it’s my field, I was just pointing out that often people mix quant and HFT which have different needs. Julia and KDB and Q tend to be more about statistical arbitrage or risk neutral pricing based model trading or whatever. They’re definitely widely used in funds, and a lot of traditional HFT have branches out from traditional HFT to include fast statarb and other things to juice margins and find a place for capital investment, so I wouldn’t be surprised if many of these shops use these tools somewhere but they’re not using Julia say in the kernel of the traditional HFT strategy.

I think if you feel like that’s happening to you the best strategy is to ignore it, but the second best is to prove your understanding. Explain with depth that can only be gotten from direct experience. If you know you know, either be confident in that or demonstrate it. I didn’t feel like you didn’t know what you were talking about though, I just thought you might be missing some nuance on the topic.

I think you raise good points. Please consider whether your comment would be better if it looked something like: "I know of at least one which does. I have relevant professional experience in this regard. I agree re C++, I thought these were the best books to get started, given they described themselves as a technologist."

(From someone who also gets defensive in online comments. I don't think they per say told you that you were wrong, but rather described their experience in relation to what you'd said. It seemed to me like commentary more than criticism. I don't have a crystal ball to tell me when people are exaggerating their credentials on the internet but they seem to be credibly claiming experience in this thread.)

Your message tells me that the tone that I intended was properly conveyed.