IEOR E4741 · High-Frequency Trading in C++ · Fall 2026 · Wednesdays 7:10–10:10 pm ET

Where we are

 

The journey

Thirteen sessions, one trading bot

Click any session. Finished ones open a recap: the key ideas, the numbers we measured, what you built in the lab, and the homework.

    donecurrentupcoming
    The stack you have built so far

    Every session feeds the hot path

    The bot's job is tick-to-trade: a book arrives, on_book decides, an order leaves. Each layer below removes latency or variance from that path. Built layers are filled; the layer in progress is outlined.

    Skills coverage

    What has been covered

    covered so far added by the current session ticked in your checklist

    Checklists, session by session

    Deliverables

    What was due, what is coming

    Due dates are Eastern Time, 11:59 pm unless noted. Status is computed from today’s date; the Canvas assignment page is the authority.

      Project track

      One C++ bot, eight phases, one live exchange

      You grow a single trading bot on the Low-Latency Trading Arena. Each phase is measured by the arena’s own instrumentation.

        Tonight

        Agenda