cpp-flashcards/org/study_plan.org

Interview Study Plan — Finance / HFT / Systems

• Target Firms
  • HFT / Prop Trading
  • Quant Hedge Funds
  • Crypto Exchanges
  • Banks (Trading Desks / Strats)
  • Fintech Infrastructure
• Study Tracks
  • Track 1: LeetCode / Algorithms
  • Track 2: Low-Level Systems
    • OS & Kernel
    • Networking
    • C++ Internals
  • Track 3: System Design
• Phased Timeline
  • Phase 1 — Foundations (Weeks 1–3)
  • Phase 2 — Core Patterns (Weeks 4–7)
  • Phase 3 — Advanced (Weeks 8–11)
  • Phase 4 — Mock & Polish (Weeks 12+)
• Resources
  • LeetCode Lists
  • Books
  • Online
• Weekly Rhythm

Target Firms

HFT / Prop Trading

• Jane Street
• Citadel Securities
• Virtu Financial
• Jump Trading
• Optiver
• IMC
• Susquehanna (SIG)
• DRW
• Flow Traders
• Hudson River Trading

Quant Hedge Funds

• Two Sigma
• DE Shaw
• Renaissance Technologies
• AQR
• Millennium Management

Crypto Exchanges

• Coinbase
• Binance
• Kraken
• OKX

Banks (Trading Desks / Strats)

• Goldman Sachs
• Morgan Stanley
• JP Morgan

Fintech Infrastructure

• Broadridge
• ION Group
• Refinitiv / LSEG

Study Tracks

Track 1: LeetCode / Algorithms

• Arrays, hash maps, linked lists, stacks, queues
• Binary search, two pointers, sliding window
• Trees, graphs, DFS/BFS
• Sorting, heaps
• Dynamic programming (easy → medium)
• Math and probability puzzles (especially for Jane Street, Optiver)

Track 2: Low-Level Systems

OS & Kernel

• Process vs thread, scheduling, context switching
• Memory management: virtual memory, paging, TLB
• System calls, interrupts
• CPU caching: L1/L2/L3, cache lines, false sharing
• NUMA architecture
• CPU pinning / thread affinity

Networking

• TCP vs UDP — congestion control, reliability, ordering
• KCP — low-latency UDP protocol
• Kernel bypass: DPDK, RDMA
• UDP multicast (common in market data feeds)
• FIX protocol basics

C++ Internals

• Memory model: stack vs heap, RAII
• Move semantics, copy elision, RVO
• Templates and template metaprogramming
• Undefined behavior and compiler optimizations
• SIMD intrinsics (basics)
• Custom memory allocators
• Lock-free data structures: CAS, atomics, memory ordering
• Ring buffers, lock-free queues

Track 3: System Design

• General: scalability, load balancing, databases, caching
• Low-latency architecture patterns
• Co-location and proximity hosting
• Order book design and matching engine
• Market data feed architecture
• Tick-to-trade pipeline design

Phased Timeline

Phase 1 — Foundations (Weeks 1–3)

Goal: Build base knowledge across all three tracks simultaneously.

• LeetCode: arrays, hash maps, linked lists, stacks, queues (easy problems)
• Systems: OS fundamentals — processes, threads, memory management
• C++: review move semantics, RAII, memory model
• System design: read about scalability basics

Phase 2 — Core Patterns (Weeks 4–7)

Goal: Pattern recognition in LeetCode; go deeper on low-level topics.

• LeetCode: binary search, two pointers, sliding window, trees, DFS/BFS (easy–medium)
• Systems: CPU caching, cache lines, false sharing, NUMA
• Networking: TCP/UDP deep dive, KCP
• C++: atomics, memory ordering, lock-free basics
• System design: practice 1 question/week (general scalability)

Phase 3 — Advanced (Weeks 8–11)

Goal: Finance-specific systems knowledge; harder algorithm problems.

• LeetCode: heaps, graphs, DP, math/probability puzzles (medium–hard)
• Systems: kernel bypass (DPDK, RDMA), UDP multicast, CPU pinning
• C++: lock-free queues, ring buffers, custom allocators, SIMD
• System design: order book design, matching engine, market data feed
• Read about FIX protocol and tick-to-trade pipeline

Phase 4 — Mock & Polish (Weeks 12+)

Goal: Interview simulation; fill gaps; stay sharp.

• Timed LeetCode sessions (medium difficulty, 45 min each)
• Mock system design interviews (1–2/week)
• Review flashcards daily (Anki)
• Company-specific prep: research each target firm's tech stack
• Behavioral stories in STAR format

Resources

LeetCode Lists

• Blind 75
• NeetCode 150
• Optiver / Jane Street past problem types (probability, brainteasers)

Books

• "Computer Systems: A Programmer's Perspective" (CS:APP) — OS/memory
• "C++ Concurrency in Action" — lock-free, atomics
• "Designing Data-Intensive Applications" — system design
• "Trading and Exchanges" — market microstructure

Online

• NeetCode.io — structured LeetCode patterns
• Martin Kleppmann's DDIA
• "What Every Programmer Should Know About Memory" (Ulrich Drepper)

Weekly Rhythm

Day	Focus
Mon	LeetCode (2–3 problems)
Tue	Low-level systems study
Wed	LeetCode (2–3 problems)
Thu	System design practice
Fri	C++ deep dive
Sat	Mock interview or review
Sun	Anki review + weekly reflection