Q: how can you help my desk make more money?
Q: from a low-level interviewer -- describe to me a challenging technical design (and expect me to drill in).
Q: We know the drawback of auto_ptr. Now write an auto_ptr template class spec (without function bodies) with private op=()
Q: describe some threading challenge in your low-latency system.
Q: how would you use pigeons for IPC (possibly across machines)?
Q: what's a unix domain socket?
Q: is Throwable checked or unchecked exception?
Q: how many incoming/outgoing orders a day?
Q: peak incoming order rate
(I feel they noticed my pretrade pricer as it's similar to their market making engine.)
Q3: what pretrade pricing rules did you have? Describe how they work in real life
Q3b: what's the peak price update frequency?
Q: in your pretrade pricing engine, how many messages do you send out each day?
Q: how does the pretrade pricing system interact with other systems?
Q: are the conduits more retail or institutional?
Q: how does the asset valuation work?
%%Q: what do quants here do differently from quants in der pricing?
A: tune parameters; analyze data and come up with strategies; Sounds simple but a lot of work.
%%A: constantly improve the strategies and parameters.
%%Q: 20,000 euro loss would be realized loss?
A: yes
%%Q: what if multiple strategies trade the same currency pair without knowing each other?
A: multiple live strategies can trade the same pair. They should be designed to minimize correlation and know each other.
