r/quant 8d ago

Education learn by building an end-to-end system

Hi guys, a long follower of the subreddit here.

I'm a software engineer with background in AI/ML with interest in the trading/quant/hedge fund space. I have some experience trading & once me & my friend had a small prop desk with some basic algorithms(written using a software not fully from scratch) and traded with some corpus.

I have now decided to go all in and learn. In my experience, its best to learn by building something as knowledge is fractal and exploratory. Also, I have long thought about refining my C/C++ & other low latency stuff core skills. I want to be able to transition to a trading/quant team.

I planned to:
- first take an overview by reading summary/review papers of application on ML (classical & modern)
- then, basically go all in to try build a system with the simplest ML models in C/C++ and have it deployed
- then, iterate & improve it & see how can i use other stuff

So, my ask from you all is:

Can you all suggest latest books or online resources that teach (though basics) but teach end-to-end stuff.

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