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It strikes me there are no books written on software development in trading settings. Even descriptive ones would be interesting.
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1/ It's not widely understood outside the industry how prolific software developers need to be at successful trading firms and quant hedge funds. The tech involved, comments on developing software at Jane Street, and differing approaches to software between finance and big tech:
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The context of advice for SWE seems to me a huge Blindspot in the discourse. Have been trying to fill it to cope with contradictory advice.
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People who are on twitter and make videos: usually FAANG, SV startups, Consumer focused, Frontend Devs People who usually write books: old school enterprise business software, more Backend focused
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The mighty has written and spoken a lot about his adventures building the LMAX trading exchange from scratch, especially about Mechanical Sympathy; letting your computer’s physical architecture guide your design aesthetic.
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