Coding Challenges
Real-world problems from top quant and HFT firms. Pick a challenge, submit your solution, and get graded automatically.
Active Challenges
Order Matching Engine
Build a price-time priority matching engine. Process 1M orders, execute trades, compute per-trader P&L.
Market Data Feed Parser
Parse 500K messages across 8 symbols. Maintain real-time order books, output top-of-book, compute VWAP.
Signal Backtester
Backtest trading signals across 8 assets over 2 years. Handle costs, sizing, compute Sharpe and drawdown.
Options Pricing Engine
Price 500K European options via Black-Scholes. Compute all five Greeks with numerical stability.
Portfolio Risk Engine
Analyze 50 assets over 10 years. Compute volatility, Sharpe, VaR, CVaR, max drawdown, correlation matrix.
Execution Simulator
Implement TWAP and VWAP algos on 1M bars. Minimize implementation shortfall and execution costs.
FIX Protocol Parser
Parse and validate FIX 4.2 messages at wire speed. Handle New Order Single, Execution Reports, and cancels.
Ring Buffer
Implement a lock-free ring buffer for market data. Handle producer-consumer patterns with zero-copy semantics.
Ticker Plant
Build a high-throughput ticker plant that normalizes and distributes market data to multiple subscribers.