Found 2 comments on HN
dekhn · 2018-12-12 · Original thread
I got a lot out of http://shop.oreilly.com/product/9781565923126.do but it's . not specific to finance and HFT
dekhn · 2016-05-18 · Original thread
i'm an average programmer but reading "High Performance Computing" http://shop.oreilly.com/product/9781565923126.do made a huge difference for me even when writing more efficient CRUD apps. A big issue is understanding the cost of the operations in the stack you are using and the overheads caused by your stack.

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