(Intraday high-frequency trading is a very challenging trading method. If you want to master it through scientific and quantitative methods, you must have good tools. This course guides students to use two development languages at the same time, Python and C + +. The lecturer led the students to use Python for data analysis and sampling, which can help us conduct mean regression data research and strategy test. Using C + + to improve our trading strategy, after the verification of mature models, the high-frequency C + + actual combat strategy writing can make it easier for us to understand and grasp the essence of the strategy.)