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 high-performance matching engine that processes 1,000,000 orders, executes trades on a price-time priority order book, and computes per-trader P&L.
Market Data Feed Parser
Parse 500K market data messages across 8 symbols. Maintain real-time order books, output top-of-book snapshots, and compute VWAP and spread statistics.
Signal Backtester
Build a backtesting engine for trading signals across 8 assets over 2 years. Handle transaction costs, position sizing, and compute Sharpe, drawdown, and P&L.
Options Pricing Engine
Price 500,000 European options using Black-Scholes. Compute theoretical prices and all five Greeks (delta, gamma, vega, theta, rho) with numerical stability.
Portfolio Risk Engine
Analyze 50 assets over 2520 days of historical returns. Compute portfolio volatility, Sharpe ratio, VaR, CVaR, maximum drawdown, and correlation matrix.
Execution Simulator
Implement TWAP and VWAP execution algorithms on 1M OHLCV bars. Minimize implementation shortfall and compute execution costs and prices.
FIX Protocol Parser
Parse 1M FIX protocol messages from multiple exchanges. Reconstruct order flow and compute fill statistics per symbol and trader.
Ring Buffer
Implement a high-performance circular buffer for market tick data. Support 5M mixed push/pop operations with zero dynamic allocation.
Ticker Plant
Normalize and aggregate 2M trade messages from 4 exchanges into consolidated OHLCV bars. Handle different formats, timestamps, and deduplication.