I'm been working as a quant for the past 10 years, but have managed to avoid any significant C++ projects until now. I typically use a combination of kdb, R, and python.
I've now been tasked with building a medium size options pricing and execution system in C++.
Are there any best practices for this kind of work, particularly any that diverge from general C++ best practices. I'm thinking things like C++ version, build system, package management, testing framework, math libraries, etc.
I'll be using Linux and don't need to integrate with any other code except through standard network protocols.