Precise 24-Week HFT C++ and Codeforces

2000+ Rating Roadmap

This comprehensive roadmap provides a detailed weekly plan to develop mastery in both
High-Frequency Trading (HFT) C++ development and competitive programming, with the
goal of reaching 2000+ rating on Codeforces by the second-last week. Each week
includes specific daily activities, learning resources, implementation tasks, and clear
progress metrics.

Month 1: C++ Foundations & Basic DSA

Week 1: Deep C++ Foundations & Arrays/Strings

Focus: Master core C++ memory management and fundamental algorithms

Daily Schedule:

 Monday-Tuesday: C++ core concepts (rvalue references, move semantics)

o Implement custom unique_ptr from scratch

o Study RAII, smart pointers, and templates[1]

 Wednesday-Thursday: Array algorithms implementation

o Code two-pointer and sliding window techniques

o Solve 5 LeetCode medium array problems

 Friday: String algorithms (KMP, Z-algorithm)

o Implement both algorithms from scratch

o Benchmark against std::string::find()

 Weekend: Virtual contests and upsolving

o Participate in Codeforces Div.3 virtual contest

o Analyze all solutions and identify optimization patterns

Learning Resources:

 Books: "Effective Modern C++" (Scott Meyers), "C++ Primer" (Lippman)

  Online: W3Schools C++ tutorial[2], C++ Reference

 HFT Specific: HeyCoach C++ for HFT blog [1]

CP Progress Goal:

 Starting Rating: 0-800 (Newbie)

 Target Rating: 900 (Newbie)

 Problems: 25+ array/string problems

Week 2: STL Internals & Sliding Window

Focus: Understand STL container implementations and optimize container usage

Daily Schedule:

 Monday-Tuesday: STL container deep dive

o Trace through vector memory allocation

o Document map/set tree balancing operations

 Wednesday-Thursday: Custom hashmap implementation

o Build hashmap with open addressing and linear probing

o Benchmark against std::unordered_map

 Friday: Sliding window mastery

o Create a sliding window template library

o Solve 5 medium sliding window problems

 Weekend: Profile and optimize

o Implement simple arbitrage detection (as shown in HeyCoach) [1]

o Practice STL algorithm usage in contest environment

Learning Resources:

 Books: "The C++ Standard Library" (Josuttis)

 Code: GCC STL implementation source code

 Problems: Codeforces Educational Section on Sliding Window

 HFT: Performance optimization techniques from HeyCoach [1]

CP Progress Goal:

 Starting Rating: 900 (Newbie)

 Target Rating: 1100 (Pupil)

 Problems: 20+ on STL and sliding window

Week 3: Templates, Recursion & Tree Algorithms

Focus: Master C++ templates, recursive algorithms and tree traversals

Daily Schedule:

 Monday-Tuesday: C++ template programming

o Implement variadic templates and specialization

o Create type-safe container with compile-time checks

 Wednesday-Thursday: Binary tree implementations

o Code binary tree with all traversal methods

o Implement LCA, diameter calculation algorithms

 Friday: Advanced recursion techniques

o Convert recursive to iterative algorithms

o Profile stack usage and performance differences

 Weekend: Virtual contests focused on trees

o Solve 10 tree problems from past contests

o Analyze recursive vs iterative solution trade-offs

Learning Resources:

 Books: "C++ Templates: The Complete Guide" (Vandevoorde)

 Online: Codeforces Educational Section on Trees

 Videos: "Topics You Must Know to Reach Expert on Codeforces" [3]

CP Progress Goal:

 Starting Rating: 1100 (Pupil)

 Target Rating: 1250 (Pupil)

  Problems: 20+ tree problems

Week 4: Graphs & Functional Programming

Focus: Master graph algorithms and functional C++ features

Daily Schedule:

 Monday-Tuesday: Graph representations and traversals

o Implement adjacency list/matrix with custom allocator

o Code BFS, DFS with various optimizations

 Wednesday-Thursday: Shortest path algorithms

o Implement Dijkstra, Bellman-Ford, Floyd-Warshall

o Benchmark performance on various graph densities

 Friday: Functional programming in C++

o Master lambdas, std::function, std::bind

o Create composable algorithm pipelines

 Weekend: Graph-focused contests

o Participate in virtual contest

o Implement order book as a directed graph

Learning Resources:

 Books: "Introduction to Algorithms" (CLRS), "Functional Programming in C++"

(Cukic)

 Online: CP-Algorithms.com graph section

 HFT: Order book modeling approaches from "Building Low Latency Applications" [4]

CP Progress Goal:

 Starting Rating: 1250 (Pupil)

 Target Rating: 1400 (Specialist)

 Problems: 15+ graph problems

Month 2: Advanced C++ & Intermediate Algorithms

Week 5: Dynamic Programming & Memory Management

Focus: Master DP patterns and C++ memory optimization

Daily Schedule:

 Monday-Tuesday: DP foundations and patterns

o Implement 1D, 2D, and state compression DP

o Solve classic problems (LIS, Edit Distance, Knapsack)

 Wednesday-Thursday: Advanced DP

o Master bitmasking and digit DP techniques

o Implement DP with space optimization

 Friday: Memory management deep-dive

o Create custom allocators and memory pools

o Profile cache performance of different memory layouts

 Weekend: DP contest marathon

o Solve 10 medium/hard DP problems

o Refactor solutions for memory efficiency

Learning Resources:

 Books: "Dynamic Programming for Coding Interviews" (Meenakshi)

 Online: AtCoder DP Educational Contest

 HFT: Memory optimization sections from "Building Low Latency Applications" [4]

 Videos: DP sections from "How To Become MASTER On Codeforces" [5]

CP Progress Goal:

 Starting Rating: 1400 (Specialist)

 Target Rating: 1500 (Specialist)

 Problems: 25+ DP problems

Week 6: Concurrency & Bit Manipulation

Focus: Master multithreading and bitwise operations

Daily Schedule:
  Monday-Tuesday: C++ concurrency foundations

o Implement thread-safe data structures

o Master synchronization primitives (mutex, condition_variable)

 Wednesday-Thursday: Lock-free programming

o Implement lock-free queue with atomic operations

o Study memory ordering and barriers

 Friday: Bit manipulation mastery

o Create bitset class with SIMD optimization

o Implement bit-parallel algorithms

 Weekend: Mixed contest focus

o Practice bit manipulation problems

o Build multithreaded market data processor

Learning Resources:

 Books: "C++ Concurrency in Action" (Williams)

 Online: C++ Reference on atomics and memory model

 HFT: Concurrency for HFT systems from HeyCoach [1]

CP Progress Goal:

 Starting Rating: 1500 (Specialist)

 Target Rating: 1600 (Expert)

 Problems: 15+ concurrency and bit manipulation problems

Week 7: Compiler Optimizations & Advanced Data Structures

Focus: Master compiler internals and complex data structures

Daily Schedule:

 Monday-Tuesday: Compiler optimization techniques

o Study inlining, loop unrolling, and vectorization

o Implement profile-guided optimization workflow

  Wednesday-Thursday: Segment trees & Fenwick trees

o Implement lazy propagation segment tree

o Create persistent segment tree

 Friday: Advanced data structures

o Implement treap and splay tree

o Benchmark against STL alternatives

 Weekend: Data structure focused contest

o Solve range query problems

o Optimize data structures for cache locality

Learning Resources:

 Books: "Optimizing C++" (Bulka), "Competitive Programmer's Handbook"

(Laaksonen)

 Online: CP-Algorithms.com sections on advanced data structures

 HFT: Performance optimization techniques from HeyCoach [1]

CP Progress Goal:

 Starting Rating: 1600 (Expert)

 Target Rating: 1650 (Expert)

 Problems: 15+ advanced data structure problems

Week 8: Hashing, Randomization & STL Mastery

Focus: Advanced hashing techniques and STL optimization

Daily Schedule:

 Monday-Tuesday: Advanced hashing techniques

o Implement rolling hash and polynomial hash

o Create collision-resistant custom hash functions

 Wednesday-Thursday: Randomization in algorithms

o Implement randomized algorithms (quickselect, treap)

o Study Monte Carlo and Las Vegas algorithms

  Friday: STL algorithm mastery

o Deep dive into STL algorithm implementations

o Create optimized versions of key algorithms

 Weekend: Mixed contest focus

o Solve string hashing problems

o Implement and profile custom string hash

Learning Resources:

 Books: "Introduction to Algorithms" (CLRS chapter on randomization)

 Online: Codeforces blogs on hashing techniques

 HFT: String processing for market data parsing [1]

CP Progress Goal:

 Starting Rating: 1650 (Expert)

 Target Rating: 1700 (Expert)

 Problems: 20+ hashing and randomization problems

Month 3: Systems Programming & Advanced Algorithms

Week 9: POSIX Threads & Socket Programming

Focus: Low-level system programming for networking

Daily Schedule:

 Monday-Tuesday: POSIX thread programming

o Implement thread pool with work stealing

o Master pthread API and synchronization

 Wednesday-Thursday: Socket programming

o Create non-blocking socket server/client

o Implement select/poll/epoll event handling

 Friday: Market data feed integration

o Build simple market data receiver

 o Measure latency and throughput

 Weekend: System programming practice

o Create multi-threaded order processing system

o Profile and optimize critical paths

Learning Resources:

 Books: "UNIX Network Programming" (Stevens)

 Online: Linux man pages for pthreads and socket API

 HFT: Network programming chapters from "Building Low Latency Applications" [4]

CP Progress Goal:

 Starting Rating: 1700 (Expert)

 Target Rating: 1750 (Expert)

 System Projects: Thread pool, socket server implementation

Week 10: Advanced Graph Algorithms & Network Flows

Focus: Complex graph problems and flow networks

Daily Schedule:

 Monday-Tuesday: Network flow algorithms

o Implement Ford-Fulkerson, Edmonds-Karp, Dinic

o Create maximum bipartite matching algorithm

 Wednesday-Thursday: Advanced graph algorithms

o Master strongly connected components

o Implement bridges and articulation points detection

 Friday: Specialized graph algorithms

o Implement A* pathfinding

o Create 2-SAT solver using graph representation

 Weekend: Network flow contest focus

o Solve 10 flow-based problems

 o Implement order routing as flow problem

Learning Resources:

 Books: "Graph Algorithms" (Shimon Even)

 Online: CP-Algorithms flow section

 Videos: Advanced sections from "How To Become MASTER" [5]

CP Progress Goal:

 Starting Rating: 1750 (Expert)

 Target Rating: 1800 (Expert)

 Problems: 15+ flow and advanced graph problems

Week 11: Event-Driven Architectures & Real-Time Systems

Focus: Building responsive real-time systems

Daily Schedule:

 Monday-Tuesday: Event-driven programming

o Implement event loop from scratch

o Create reactive programming framework

 Wednesday-Thursday: Real-time system design

o Study deadline scheduling algorithms

o Implement priority inversion prevention

 Friday: Latency optimization techniques

o Measure and optimize end-to-end latency

o Implement busy-waiting and throttling techniques

 Weekend: System design practice

o Build simplified trading system simulator

o Profile all event processing paths

Learning Resources:

 Books: "Real-Time Systems" (Liu)

  Online: libuv and libev documentation

 HFT: Event processing approaches from "Building Low Latency Applications" [4]

CP Progress Goal:

 Starting Rating: 1800 (Expert)

 Target Rating: 1850 (Expert)

 System Projects: Event-driven market data processor

Week 12: Backtesting & Simulation Frameworks

Focus: Building frameworks for strategy testing

Daily Schedule:

 Monday-Tuesday: Backtesting fundamentals

o Implement historical data replay engine

o Create performance measurement framework

 Wednesday-Thursday: Strategy simulation

o Build strategy evaluation framework

o Implement realistic slippage and execution models

 Friday: Statistical analysis

o Create performance metrics calculation

o Implement visualization of results

 Weekend: Simulation system completion

o End-to-end testing of backtesting framework

o Implement random market scenario generation

Learning Resources:

 Books: "Algorithmic Trading" (Kissell)

 Online: QuantLib documentation

 HFT: Backtesting approaches for HFT strategies

CP Progress Goal:
  Starting Rating: 1850 (Expert)

 Target Rating: 1900 (Candidate Master)

 System Projects: Complete backtesting framework

Month 4: Lock-Free Systems, SIMD, and Order Book Engineering

Week 13: Advanced Lock-Free Data Structures

Focus: Zero-contention concurrent data structures

Daily Schedule:

 Monday-Tuesday: Lock-free fundamentals

o Implement lock-free stack and queue

o Master memory ordering constraints

 Wednesday-Thursday: ABA problem solutions

o Create hazard pointer implementation

o Implement reference counting techniques

 Friday: Advanced lock-free structures

o Build lock-free hashmap

o Implement read-copy-update (RCU) pattern

 Weekend: Concurrency-focused practice

o Benchmark lock-free vs. locked implementations

o Create thread-safe order book with lock-free updates

Learning Resources:

 Books: "C++ Concurrency in Action" (advanced chapters)

 Papers: "Simple, Fast and Practical Non-Blocking..." (Michael & Scott)

 HFT: Concurrency for order book management

CP Progress Goal:

 Starting Rating: 1900 (Candidate Master)

 Target Rating: 1950 (Candidate Master)

  System Projects: Lock-free order book implementation

Week 14: SIMD Optimization and Vectorization

Focus: Data-parallel programming for performance

Daily Schedule:

 Monday-Tuesday: SIMD fundamentals

o Master SSE/AVX/AVX-512 intrinsics

o Implement vectorized mathematical functions

 Wednesday-Thursday: Vectorization techniques

o Create auto-vectorization friendly code

o Implement data layout transformations

 Friday: SIMD for financial calculations

o Vectorize price/quantity calculations

o Implement SIMD-optimized statistical functions

 Weekend: Performance optimization focus

o Benchmark vectorized vs. scalar implementations

o Optimize critical trading calculations with SIMD

Learning Resources:

 Books: "Intel Intrinsics Guide"

 Online: SIMD tutorials and documentation

 HFT: SIMD techniques for market data processing

CP Progress Goal:

 Starting Rating: 1950 (Candidate Master)

 Target Rating: 1975 (Candidate Master)

 System Projects: SIMD-optimized trading functions

Week 15: Order Book Core Implementation

Focus: Building high-performance matching engine
Daily Schedule:

 Monday-Tuesday: Order book data structures

o Implement limit order book with O(1) operations

o Create price-time priority queue

 Wednesday-Thursday: Matching engine logic

o Build core matching algorithm

o Implement various order types (limit, market, etc.)

 Friday: Order book optimizations

o Create memory pool for orders

o Implement zero-copy order processing

 Weekend: Order book benchmarking

o Test throughput under various market conditions

o Profile and optimize critical paths

Learning Resources:

 Papers: "How to Build a Fast Limit Order Book"

 Online: CME iLink protocol documentation

 HFT: Market microstructure concepts

CP Progress Goal:

 Starting Rating: 1975 (Candidate Master)

 Target Rating: 2000 (Candidate Master)

 System Projects: Complete order book implementation

Week 16: Market Data Feed Handling

Focus: Ultra-low latency market data processing

Daily Schedule:

 Monday-Tuesday: Market data protocols

 o Implement FIX/FAST protocol parsers

o Create binary protocol encoders/decoders

 Wednesday-Thursday: Network optimization

o Implement kernel bypass networking

o Create zero-copy receive path

 Friday: Feed normalization

o Build consolidated feed from multiple sources

o Implement order book reconciliation

 Weekend: Full feed processing system

o End-to-end testing with simulated exchange

o Measure and optimize tick-to-trade latency

Learning Resources:

 Books: "High-Performance Computing" (Dowd)

 Online: Protocol specifications (FIX, ITCH, OUCH)

 HFT: Feed handling techniques

CP Progress Goal:

 Starting Rating: 2000 (Candidate Master)

 Target Rating: 2050 (Candidate Master)

 System Projects: Market data processor

Month 5: Trading Systems and Advanced Algorithms

Week 17: Market Microstructure Modeling

Focus: Understanding market dynamics for trading

Daily Schedule:

 Monday-Tuesday: Market microstructure concepts

o Study limit order book dynamics

o Implement basic market simulator

  Wednesday-Thursday: Liquidity provision strategies

o Create market making algorithm

o Implement inventory management

 Friday: Adverse selection modeling

o Build informed trader simulation

o Implement spread estimation models

 Weekend: Market simulation contest

o Compete in simulated market environment

o Optimize trading strategy for various metrics

Learning Resources:

 Books: "Market Microstructure Theory" (O'Hara)

 Papers: Avellaneda-Stoikov market making models

 HFT: Market making implementations

CP Progress Goal:

 Starting Rating: 2050 (Candidate Master)

 Target Rating: 2075 (Candidate Master)

 System Projects: Market microstructure simulator

Week 18: Computational Geometry in Trading

Focus: Geometric algorithms for analysis

Daily Schedule:

 Monday-Tuesday: Computational geometry foundations

o Implement convex hull algorithms

o Create range searching data structures

 Wednesday-Thursday: Financial applications

o Build portfolio optimization using convex hull

o Implement Voronoi-based market segmentation

  Friday: Geometric data structures

o Create k-d trees and range trees

o Implement geometric query optimizations

 Weekend: Geometry problem contest

o Solve 10 geometric algorithm problems

o Apply geometric techniques to market data

Learning Resources:

 Books: "Computational Geometry" (de Berg)

 Online: CGAL library documentation

 Codeforces: Geometry problem set

CP Progress Goal:

 Starting Rating: 2075 (Candidate Master)

 Target Rating: 2100 (Master)

 Problems: 15+ computational geometry problems

Week 19: Advanced String Processing

Focus: High-performance text algorithms

Daily Schedule:

 Monday-Tuesday: Advanced string algorithms

o Implement suffix array and LCP array

o Create suffix automaton

 Wednesday-Thursday: String processing for HFT

o Build optimized FIX message parser

o Implement trie-based instrument lookup

 Friday: Hardware accelerated string processing

o Utilize SSE4.2 string instructions

o Implement SIMD-optimized string functions

  Weekend: String processing contest

o Solve 10 hard string problems

o Apply string algorithms to trading data

Learning Resources:

 Books: "Algorithms on Strings, Trees, and Sequences" (Gusfield)

 Online: CP-Algorithms string section

 HFT: Protocol parsing optimization techniques

CP Progress Goal:

 Starting Rating: 2100 (Master)

 Target Rating: 2125 (Master)

 Problems: 15+ advanced string problems

Week 20: Backtesting Framework

Focus: Advanced simulation and testing

Daily Schedule:

 Monday-Tuesday: Statistical validation methods

o Implement Monte Carlo simulation

o Create bootstrap resampling framework

 Wednesday-Thursday: Strategy evaluation

o Build performance metrics calculation

o Implement risk analysis framework

 Friday: Optimization techniques

o Create parameter optimization methods

o Implement walk-forward testing

 Weekend: Backtesting system completion

o End-to-end testing with historical data

o Validate against known strategies

Learning Resources:

 Books: "Evidence-Based Technical Analysis" (Aronson)

 Online: Statistical testing frameworks

 HFT: Strategy validation approaches

CP Progress Goal:

 Starting Rating: 2125 (Master)

 Target Rating: 2150 (Master)

 System Projects: Complete backtesting framework

Month 6: Ultra-Low Latency Systems

Week 21: Kernel Bypass Networking

Focus: Eliminating OS overhead in networking

Daily Schedule:

 Monday-Tuesday: DPDK fundamentals

o Set up DPDK environment

o Implement basic packet processing

 Wednesday-Thursday: Zero-copy techniques

o Create userspace TCP/IP stack

o Implement shared memory IPC

 Friday: Hardware offloading

o Configure NIC offloading features

o Implement hardware timestamping

 Weekend: Network performance contest

o Measure and optimize network latency

o Create ultra-low latency communication layer

Learning Resources:

 Books: "Systems Performance" (Gregg)

  Online: DPDK and Solarflare documentation

 HFT: Kernel bypass techniques for trading systems [4]

CP Progress Goal:

 Starting Rating: 2150 (Master)

 Target Rating: 2175 (Master)

 System Projects: DPDK-based market data receiver

Week 22: Hardware Acceleration

Focus: FPGA and GPU programming for trading

Daily Schedule:

 Monday-Tuesday: FPGA basics

o Study hardware description languages

o Implement simple FPGA designs

 Wednesday-Thursday: GPU programming

o Master CUDA/OpenCL fundamentals

o Implement parallel trading calculations

 Friday: Hardware acceleration integration

o Build CPU-FPGA/GPU communication layer

o Create hardware-accelerated components

 Weekend: Hardware acceleration contest

o Benchmark various hardware approaches

o Optimize critical trading functions

Learning Resources:

 Books: "FPGA for Software Programmers" (Koch)

 Online: CUDA Programming Guide

 HFT: Hardware acceleration for order matching

CP Progress Goal:
  Starting Rating: 2175 (Master)

 Target Rating: 2200+ (Master) - Goal achieved!

 System Projects: Hardware-accelerated components

Week 23: Full System Integration

Focus: End-to-end trading system assembly

Daily Schedule:

 Monday-Tuesday: System architecture

o Design full system architecture

o Implement component communication

 Wednesday-Thursday: Performance critical path

o Identify and optimize critical latency path

o Implement zero-copy data flow

 Friday: Fault tolerance

o Create error handling framework

o Implement failover mechanisms

 Weekend: Full system testing

o End-to-end testing with simulated exchange

o Measure and optimize overall performance

Learning Resources:

 Books: "Release It!" (Nygard)

 Online: System architecture case studies

 HFT: System integration approaches[4]

CP Progress Goal:

 Current Rating: 2200+ (Master) - Already achieved!

 Focus: Apply algorithmic skills to system design

 System Projects: Complete trading system

Week 24: Final Optimization and Documentation

Focus: Perfecting and documenting the system

Daily Schedule:

 Monday-Tuesday: Final optimization

o Profile and optimize remaining bottlenecks

o Implement advanced compiler optimizations[1]

 Wednesday-Thursday: Testing and validation

o Create comprehensive test suite

o Implement performance regression testing

 Friday: Documentation

o Write system architecture document

o Create component specifications

 Weekend: Celebration and review

o Final system benchmark

o Review entire learning journey

Learning Resources:

 Books: "Computer Systems: A Programmer's Perspective"

 Online: Performance tuning guides

 HFT: Performance monitoring systems

CP Progress Goal:

 Current Rating: Maintain 2200+ (Master)

 Focus: Review and solidify all knowledge

 Final Project: Complete, documented trading system

Conclusion

This 24-week roadmap provides a structured approach to mastering both High-Frequency

Trading C++ development and competitive programming. By following this detailed plan,
you'll systematically build the necessary skills to reach a 2000+ Codeforces rating by
week 23, while simultaneously developing expertise in HFT systems development.

The roadmap combines theoretical learning with practical implementation, ensuring you
gain both depth and breadth of knowledge. Each week builds upon previous concepts,
gradually increasing in complexity and specialization. The dual focus on algorithmic
problem-solving and systems development creates a powerful synergy that prepares you
for success in both competitive programming and high-performance trading system
development.

For optimal results, maintain consistent daily practice, regularly participate in contests,
and continuously benchmark and optimize your implementations. Remember that
mastering these complex domains requires dedication, persistence, and a systematic
approach to learning and practice.

1. https://blog.heycoach.in/c-for-high-frequency-trading-systems/

2. https://www.w3schools.com/cpp/cpp_study_plan.asp

3. https://www.youtube.com/watch?v=U2E9PxRd680

4. https://github.com/PacktPublishing/Building-Low-Latency-Applications-with-CPP

5. https://www.youtube.com/watch?v=87oe8kdAjAs