7 clusters@HFT-c++IV questions

Every single HFT interview question is about low-latency. Furthermore, the ibank algo-trading interviews revolve around the same clusters.

Even though I’m not aiming for HFT jobs, these topics are still very relevant to ibank and the “3rd type” of c++ shops.

  1. socket — lots of details as Shanyou and I agreed
  2. template meta-programming — deep topic but never quizzed in-depth beyond “tricks”
  3. move-semantics

— Themes are less visible in these clusters:

  1. pthreads and c++ threading but I seldom get c++11 question here
  2. STL container internals, mostly shared_ptr, raw array, vector, RBTree, and hashmap
  3. (back of tricks) memory optimization techniques using allocators, cache-optimization, malloc(), placement-new, object-pool, memset,
  4. miscellaneous core OO features like big4, virtual, MI, pbref/pbval

— other HFT topics are dispersed/scattered, not showing any strong central theme

  1. shared memory
  2. linux system calls
  3. compiler details
  4. selected boost libraries
Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s