It’s Wednesday, my favourite day of the week. I check my emails and make sure that all our trading processes are running smoothly.
It’s been a few days since I’ve been working on a new strategy and yesterday I hit a tricky section. I head to a breakout area and re-read the spec ahead of our daily team stand-up. After the meeting, I speak to the responsible researcher to clarify a few details.
Midway through coding, I realise it’s noon — time for our weekly game of Ultimate Frisbee! I’d never played until I joined the team, but it has since become my favourite pastime – I love the 45 minutes in the middle of the week when we run around and forget about everything else but the spinning disc. On the way back, physically tired but mentally refreshed, I pick up lunch from the local outdoor market. It’s nice to work right in the middle of town!
After shower and lunch, I dig into the coding. We write all the critical code in C++, but also have Python wrappers for all library functions to allow quick prototyping. Today, I find this particularly useful as I try to understand and play around with the spec. While this is handy, I still enjoy writing the production code. We use modern C++ and the whole team is supportive of trying out new techniques and paradigms, taking elements of procedural and object oriented programming and combining them with generic, reactive and functional styles. This means that I can be creative in how I write my code so long as it’s neat and efficient. And our process of peer code review helps the whole team to learn from each other.
I go home feeling like I’ve achieved something. I have understood another bit of the strategy and moved ahead with the implementation.