This repository contains lecture slides and supporting material on the design and implementation of modern trading systems, with an emphasis on production-grade engineering, market microstructure, and real-world constraints.
The material is intended for Computer Science students and software engineers interested in financial systems, algorithmic trading, market making, and performance-critical infrastructure.
The repository includes a curated reference guide covering the foundational knowledge required to build and reason about trading systems:
- Technology for low-latency systems, networking, and performance
- Financial domain knowledge and market microstructure
- Crypto & DeFi fundamentals
- Rust as a systems language for trading infrastructure
- Academic programs in financial engineering and quantitative finance
See FOUNDATIONS.md for the full reference.