Timeline for Stock trading data across multiple vendors interview question
Current License: CC BY-SA 4.0
9 events
| when toggle format | what | by | license | comment | |
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| Jun 12 at 16:11 | history | edited | Jan Stuller |
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| Feb 5 at 6:15 | comment | added | quantinho | looks like an open ended data validation problem. Places like JS ask these types of questions to test your critical thinking, communication and coding all at the same time. There are teams within infa devs who are responsible for data and could face these problems when choosing between data vendors or combining data from different vendors to maximize accuracy. | |
| Feb 4 at 9:34 | comment | added | nbbo2 | It is not something that is covered in schools or in textbooks, but the data environment for quant finance can be complicated, with different sources of data, messy data issues, etc. So it is a realistic real world programming example that you would need to do tests, comparisons, experiments with different data sources. But it is not something really taught or discussed much. | |
| Feb 3 at 16:46 | answer | added | Bob Jansen♦ | timeline score: 1 | |
| Feb 3 at 15:26 | comment | added | user70981 | @BobJansen Isn't there a difference between "vendor" and "exchange?" IIRC, the interviewer used the term "vendor?" By static comparison, I meant performing the comparison assumign the prices & quantities aren't mutated, and dynamic means they can be mutated. | |
| Feb 3 at 15:25 | comment | added | user70981 | @BobJansen It was a generic software engineer interview for a quant finance firm. It was only a 45 min interview so the intention wasn't to build a full system or anything that complicated. Any language works -- I used C++. I just didn't really understand what the interviewer was asking due to the language barrier and perhaps my lack of familiarity with this subject area, and also didn't know if this was modeled after some real system or just some toy question for the purpose of interviewing | |
| Feb 3 at 13:33 | comment | added | Bob Jansen♦ | Comparing prices across exchanges sounds like something that comes up in quant trading. Not sure what you mean by static vs dynamic comparison, in which language were you suppose to program? | |
| S Feb 3 at 3:43 | review | First questions | |||
| Feb 3 at 17:40 | |||||
| S Feb 3 at 3:43 | history | asked | user70981 | CC BY-SA 4.0 |