| 02-27-2008, 01:20 AM | #1 |
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Dear all,
Here's a list of programming questions that I received from a quantitative prop trading company in London. Have fun .
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| The Following User Says Thank You to Tan Huynh For This Useful Post: |
shinichi9htv (02-27-2008)
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| 03-03-2008, 07:14 PM | #2 |
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Thanks alot for sharing.
Is that a programming job? I'm surprised to see so many programming questions. How much time were you given to solve them? |
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| 03-03-2008, 07:20 PM | #3 | |
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Quote:
1. This one might be for stretching purpose only ![]() 3. Using ordered lock 4. Do not remember much, blocking means the receiver has to wait until there is a message arrive, during that time the it blocks the IO (like single thread) 5.1. Store in an array, O(n) 5.2. Selection, O(n2), right? 6. Do a lot of calculation and not sure about the result 7. Using queue 8. Similar to one of anh Hung NQ's question 9. Both are protocol in network layer. TCP synchronous (send and wait), UDP asynchronous (send and send) 10. 11. Both are used for simulation of simultaneous-function processor. 1 processor carries on many processes, 1 process consists of many threads. To use many processes we need to change the registers (using stack), which is not required by threads. 12. Every part inside synchronized{} cannot be executed concurrently by many threads. It's like there are many people but they have only one phone line. Therefore, only one person can use the phone at a time. 'wait' means that if a thread are inside synchronized{} too long, it should give up the 'flag' to other thread to access the resource. If person A use the phone too long, it should give person B the right to use the phone. In return, when B finishes using the phone she 'notify' A to use the phone 13. 14. 15. Not sure about the real code 16. Not sure about the question ![]() |
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| 03-04-2008, 03:19 AM | #4 |
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I don't know about the job details but it is for a trader position. The time slot for the programming part is 1 hour and 30 minutes.
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| 03-12-2008, 12:15 PM | #5 | |
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with all of the programming questions in only 1h30, I think it is quite tough for ones with little programming experienceI guess all traders are programmers ![]() |
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| 03-12-2008, 07:30 PM | #6 |
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Yah look like traders have got to be programmers to be able to answer those questions.
So I guess it's a systematic high frequency trading hedge fund. Interesting. What a pity we do not have many quant hedge fund around in Asia? I think most are in either London or New York, pls correct me if I'm wrong. |
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