Designing Your First Low-Latency Trading Strategy with C++ Concepts

Writing a fast trading strategy is more about engineering discipline than about clever code. The performance gap between a serviceable strategy and a competitive one usually comes down to data layout, allocation patterns, and how a system handles the unexpected. This course walks you through those choices in the context of a simple, illustrative low-latency strategy expressed in modern C++ terms. You will work through written design exercises that mirror what a small HFT team would discuss at the whiteboard before any code is written. The goal is to develop the engineering instincts that matter, including thinking about cache behavior, lock contention, and deterministic memory use. What you'll learn: - Translate a simple market making or arbitrage idea into a clear strategy specification - Choose data structures for order books, signals, and event queues with low-latency goals in mind - Apply modern C++ patterns including value semantics, type-rich design, and zero-cost abstractions - Manage memory with arenas, object pools, and stack-allocated buffers to avoid runtime surprises - Reason about concurrency, threading boundaries, and the cost of synchronization in critical paths - Design for observability with structured logging, latency histograms, and replayable inputs The course begins with strategy specification, moves through data structures and memory, then into concurrency and observability, and closes with backtesting and pre-production checks. A final written project asks you to draft a one-page design for your own simple strategy and explain the engineering choices behind it. This course is designed for beginners in trading who already have basic programming experience in any language, including students of computer science, working software engineers, and self-taught developers. No HFT experience is needed. The content treats C++ as a way of thinking rather than a syntax to memorize.