Quant interview questions

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• A busy matching engine, part 1 of 3Systems and low latency · Foundation
• An L1 cache reference costs about 1 ns and a main-memory reference about 100 ns.Systems and low latency · Foundation · Free solution
• AVX-512 registers are 512 bits wide. How many float64 values does one hold?Systems and low latency · Foundation
• A cache line is 64 bytes. How many 32-bit integers fit in one?Systems and low latency · Foundation
• A single scan reads 1 GB from main memory at a sustained 20 GB/s.Systems and low latency · Foundation
• A ring buffer has capacity 1024 and wraps its index with a bit mask instead of a modulo.Systems and low latency · Foundation
• A multicast feed delivers packets with sequence numbers 1001, 1002 and then 1005.Systems and low latency · Foundation
• You sort 1,000 latency samples in ascending order.Systems and low latency · Foundation
• A timestamp counter ticks at 3 GHz. How many ticks elapse in one microsecond?Systems and low latency · Foundation
• An array-based book pre-allocates one slot per price tick.Systems and low latency · Foundation
• You join a price level behind 800 shares.Systems and low latency · Foundation
• Designing an order book, part 1 of 3Systems and low latency · Foundation
• A burst on the feed, part 1 of 4Systems and low latency · Foundation
• Walking a matrix through the cache, part 1 of 3Systems and low latency · Foundation
• Per-thread counters, part 1 of 3Systems and low latency · Foundation
• A busy matching engine, part 2 of 3Systems and low latency · Applied
• Two systems: one has a mean of 2 μs and a p99.9 of 2 ms, the other a mean of 5…Systems and low latency · Applied · Free solution
• Why do exchanges publish market data over UDP multicast rather than TCP?Systems and low latency · Applied
• Traversing a linked list and traversing an array are both O(n).Systems and low latency · Applied
• Which of these is the most important thing to remove from a hot path?Systems and low latency · Applied
• Five per cent of a workload is inherently serial.Systems and low latency · Applied
• An L1 data cache holds 32 KB. How many float64 values fit in it?Systems and low latency · Applied
• You collect one million latency samples.Systems and low latency · Applied
• You keep one million live orders in a hash map at 48 bytes an entry.Systems and low latency · Applied
• A loop executes 10⁸ data-dependent branches, half of them mispredicted, each…Systems and low latency · Applied
• A hot loop reads only the price field of a million order records, each record…Systems and low latency · Applied
• On a typical 64-bit platform, what is sizeof of struct { char a; int32_t b; char c; }?Systems and low latency · Applied
• Why do low-latency C++ codebases avoid virtual function calls on the hot path?Systems and low latency · Applied
• What does std::move(x) do by itself?Systems and low latency · Applied
• A std::vector starts with capacity 1 and doubles whenever it is full.Systems and low latency · Applied
• A system handles 10⁶ messages a second with an average time in system of 5 μs.Systems and low latency · Applied
• Thread 1 locks A then B; thread 2 locks B then A.Systems and low latency · Applied
• How long does it take to serialise a 1,500-byte packet onto a 10 Gbps link, in…Systems and low latency · Applied
• Light in optical fibre travels at about 200,000 km/s.Systems and low latency · Applied
• Small order messages sent over TCP sometimes sit for tens of milliseconds…Systems and low latency · Applied
• A buy order for 500 at a limit of $100.02 meets offers of 200 at $100.00, 100…Systems and low latency · Applied
• Designing an order book, part 2 of 3Systems and low latency · Applied
• A burst on the feed, part 2 of 4Systems and low latency · Applied
• Walking a matrix through the cache, part 2 of 3Systems and low latency · Applied
• Per-thread counters, part 2 of 3Systems and low latency · Applied