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.
- socket — lots of details as Shanyou and I agreed
- template meta-programming — deep topic but never quizzed in-depth beyond “tricks”
— Themes are less visible in these clusters:
- pthreads and c++ threading but I seldom get c++11 question here
- STL container internals, mostly shared_ptr, raw array, vector, RBTree, and hashmap
- (back of tricks) memory optimization techniques using allocators, cache-optimization, malloc(), placement-new, object-pool, memset,
- miscellaneous core OO features like big4, virtual, MI, pbref/pbval
— other HFT topics are dispersed/scattered, not showing any strong central theme
- shared memory
- linux system calls
- compiler details
- selected boost libraries