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Small-Scale Question Sunday for February 18, 2024

Do you have a dumb question that you're kind of embarrassed to ask in the main thread? Is there something you're just not sure about?

This is your opportunity to ask questions. No question too simple or too silly.

Culture war topics are accepted, and proposals for a better intro post are appreciated.

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Does anyone have advice for transitioning from FAANG -> finance/HFT?

I know some c++, but not a ton, so "learn more c++" is the obvious first step. Beyond that, unclear to me what to do. I'd like something fully remote that pays better than FAANG and is less soul crushingly boring. Something with high performance code instead of just tons of business logic.

Relatedly, I'm about halfway from (1-2 years away from) promotion to senior. Worth sticking around to get it, or jump ASAP? Leaning "stick around" to hedge my bets and have time to study.

Mostly unrelated to answering your question. I'm too low IQ for FAANG so yeah.

But is C++ a thing in HFT? I thought most HFT guys were just using Python given the limitation is mostly network latency and not necessarily compute. And given that, shouldn't they just use a more web friendly low level language like Rust or Golang?

I'm always a bit taken aback when I hear of yet another group of people other than game devs or embedded devs torturing themselves with C++ in 2024 when so many equally performant alternatives exist.

HFT operates at such low latencies that they choose where to locate their servers based on length of fibre optic travel. Within the same city. When things are that tight the programming language will matter.

Golang 1.0 came out in 2012 and Rust in 2015. HFT was long established by then, so they already had significant C++ codebases.

Also at the highest performance levels they may be using things like SIMD or CUDA, and the C++ tools for those are much more mature.