Books self learning for recent grad

[davidmercier]

Hi,


I graduated last December with a BSc in Computer Science from a top 4 Canadian university. I currently work as a software developer at a large corporation in Canada—well known locally, though not a great place to stick out of a resume due to the industry the company I am are not so well known for tech. I mainly use C# and . NET classic enterprise.


I started learning C++ this year and wanted to get your thoughts on the following book list. My goal is to break into a Software Engineer or Quant Developer role at one of the firms in Montreal. Eventually, I want to do a master maybe 2 years from now as I need to save up.


Book List:

1. A Tour of C++
2. Computer Systems: A Programmer's Perspective
3. Operating Systems: Three Easy Pieces
4. Illustrated Network Programming with Unix
5. Large-Scale C++ Software Design
6. C++ Concurrency in Action
7. Introduction to Probability – Blitzstein & Statistical Inference – Casella & Berger
8. Numerical Linear Algebra – Trefethen & Bau; Numerical Recipes in C++ – Press et al.
9. Monte Carlo Methods in Financial Engineering – Paul Glasserman

 

[pierreyvessojic]

Looks pretty good to me. I would add the book "C++ Templates: The Complete Guide" from Vandevoorde, Josuttis and Gregor, since metaprogramming questions are commonly asked in C++ quant dev roles (especially if you are aiming HFT). I also made a repo where I implement some data structures (and other C++ constructs) which are commonly asked in interviews GitHub - pysojic/InterviewPrepCpp: Small tests and implementations (it's still work-in-progress but there are already quite a few things there). Quasar (another quantnet member) also did something similar here: GitHub - quasar-chunawala/interview_data_structures: Homegrown versions of various important data structures used in quantitative trading and finance.. I also recommend the following repo GitHub - Shivam5022/Knowledgebase-SV: Personal notes (technical) which has a lot of good resources.

 

[alinakhay]

Hey

You might find this useful

Or I also posted books here Book Collection in Quant Finance (Free PDF)