The quant developer interview loop, round by round
7 min read A round-by-round map of the quant developer interview loop and the classes of questions each firm tests, from the C++ screen to the matching-engine round. Read article
Quant Finance
System Design
The limit order book question every trading interview reaches
8 min read How trading firms grade the in-memory order book design problem, from the data structures that keep cancels O(1) to the follow-ups on price-time priority and self-trade prevention. Read article
System Design
Designing a matching engine that keeps price-time priority
7 min read How exchanges match buy and sell orders, why the hot path runs on a single thread, and how the book rebuilds itself after a crash. Read article
Quant Finance
Designing an in-memory order book in a quant interview
5 min read The order-book question is simple to state and brutal in the follow-ups. Here’s what trading firms actually look for. Read article
System Design
Design a Stock Trading Platform
5 min read Design a stock trading platform like NYSE, Nasdaq, or a brokerage like Robinhood. This problem is notable for its extreme Read article
