Solve the same engineering challenges used by quant and HFT firms. Get benchmarked, ranked, and noticed by hiring managers.
Modeled on problems common in quant and HFT interviews
Choose from 9 engineering problems modeled on quant and HFT interview loops.
Write your solution in C++, Rust, Java, or Python. Submit and get auto-graded on speed, accuracy, and memory.
Earn Gold, Silver, or Bronze tier and climb the public leaderboard visible to hiring managers.
Build a price-time priority matching engine. Process 1M orders, execute trades, compute per-trader P&L.
Parse 500K messages across 8 symbols. Maintain real-time order books, output top-of-book, compute VWAP.
Backtest trading signals across 8 assets over 2 years. Handle costs, sizing, compute Sharpe and drawdown.
Price 500K European options via Black-Scholes. Compute all five Greeks with numerical stability.
Analyze 50 assets over 10 years. Compute volatility, Sharpe, VaR, CVaR, max drawdown, correlation matrix.
Implement TWAP and VWAP algos on 1M bars. Minimize implementation shortfall and execution costs.
Parse 1M FIX messages from multiple exchanges. Reconstruct order flow, compute fill stats per symbol.
High-performance circular buffer for tick data. 5M mixed push/pop ops with zero dynamic allocation.
Normalize 2M trades from 4 exchanges into consolidated OHLCV bars. Handle formats and deduplication.
Top performers can be introduced to leading trading firms by Axiom Group, the quant and HFT search firm behind GetSharpe.
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