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