Free & Open Source

Compete for a seat at top HFT firms

Solve the same engineering challenges used by quant and HFT firms. Get benchmarked, ranked, and noticed by hiring managers.

9
Challenges
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Practice challenges from interview loops at

Jane Street Citadel Two Sigma Jump Trading DE Shaw Tower Research

How It Works

1

Pick a Challenge

Choose from 9 real engineering problems used in quant and HFT interview loops.

2

Submit Your Code

Write your solution in C++, Rust, Java, or Python. Submit and get auto-graded on speed, accuracy, and memory.

3

Get Ranked

Earn Gold, Silver, or Bronze tier and climb the public leaderboard visible to hiring managers.

Active Challenges

Hard Live

Order Matching Engine

Build a price-time priority matching engine. Process 1M orders, execute trades, compute per-trader P&L.

1M orders 1,000 traders ~500 symbols
Med-Hard Live

Market Data Feed Parser

Parse 500K messages across 8 symbols. Maintain real-time order books, output top-of-book, compute VWAP.

500K msgs 8 symbols Real-time books
Medium Live

Signal Backtester

Backtest trading signals across 8 assets over 2 years. Handle costs, sizing, compute Sharpe and drawdown.

504 days 8 assets Transaction costs
Hard Live

Options Pricing Engine

Price 500K European options via Black-Scholes. Compute all five Greeks with numerical stability.

500K contracts 6 outputs each Numerical precision
Hard Live

Portfolio Risk Engine

Analyze 50 assets over 10 years. Compute volatility, Sharpe, VaR, CVaR, max drawdown, correlation matrix.

50 assets 2,520 days 500K data points
Hard Live

Execution Simulator

Implement TWAP and VWAP algos on 1M bars. Minimize implementation shortfall and execution costs.

1M bars 100K shares 2 strategies
Hard Live

FIX Protocol Parser

Parse 1M FIX messages from multiple exchanges. Reconstruct order flow, compute fill stats per symbol.

1M messages ~1K symbols ~500 traders
Medium Live

Ring Buffer

High-performance circular buffer for tick data. 5M mixed push/pop ops with zero dynamic allocation.

5M ops 10K buffer Zero alloc
Hard Live

Ticker Plant

Normalize 2M trades from 4 exchanges into consolidated OHLCV bars. Handle formats and deduplication.

2M messages 4 exchanges ~500 symbols

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Join engineers from Jane Street, Citadel, Two Sigma, and Jump Trading who sharpen their skills here.

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