The Quant Systems Design Map
Quant engineering is not only writing fast C++. It is the discipline of putting mathematical models behind interfaces that survive traffic, retries, failures, audits, and changing market data.
A useful first map has five layers:
- edge and traffic control,
- application services,
- hot state and asynchronous work,
- data stores and event history,
- observability and operations.
For a learning platform, the flow might be:
For a trading platform, the shape is similar but the consequences are harsher: