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The quant coding interview problem you need to know for HFT

Have you got an interview lined up with a hedge fund or high frequency trading firm? If so, the chances are you've been looking at problems on hackerrank and leetcode to brush up your knowledge, but which problems should your practise solving most of all?

In a recent webinar from crypto research and trading firm ProfitView, CEO Richard Hickling invited on two employees of high frequency trading firm Portofino Technologies to discuss how to get a job in HFT.

Mike Tsantekidis, a quant developer at Portofino adapted one of his favourite problems from Leetcode into a new coding problem that you can see below:

Do not expect this problem to come up verbatim in any interviews. Tsantekidis said it was just an example: "During a real interview, we would use custom tasks."

This is partially different to how banks do it. One of the most popular leetcode problems at Goldman Sachs interviews is a more broad conceptual idea involving catching rainwater. This problem however is more directly applied to a finance setting.

Stumped on how to solve it? 

This is what the mock interview participant came up with.

If you're looking for a way to challenge yourself further, here's another question from the webinar. Think you can answer it? Let us know in the comments below. 

 

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AUTHORAlex McMurray Editor
  • sn
    snarky recruiter
    2 March 2023

    can you do it in O(n)?

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