Comment by jbarrettcapone
Comment by jbarrettcapone a day ago
I would recommend the Jane Street youtube channel, the ocamal focused ones in my opinion you can skip. But otherwise their engineering videos will give you a good sense of it. When it comes to low latency systems this is a very private ecosystem. There are some open source projects for learning some of the mechanics of trading, market data and the order to settlement lifecycle. I am not aware of any being built for low latency.
Market data ingest, analysis and resulting order execution is chewing through way more data way faster than any banking transaction system. I have worked on both of them.
If you want more in the weeds but still high level I gave a talk on the main concepts and systems you need to know to code low latency for markets. https://docs.google.com/presentation/d/1HIPJb0XX3JDHEYSrZC8v...