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Problems
Basics first, then the classics, then company-style assessments. Every problem has tests you run right here; multi-level ones unlock as you go. See the roadmap.
Quant & trading
Trading systems
Order books, matching engines, market simulations.
9 problems
Quant & trading
Trading systems Order books, matching engines, market simulations.
Order books and matching engines
- Basics: top of book from resting orders basics easy
- Sweep the book with a market order easy
- One-share order book matching Optiver py · c++ · java medium
- Price-level book from order callbacks Optiver py · c++ · java medium
- Crypto order matching Coinbase py · c++ · java easy
- OA: Marketplace trading system with order matching 3 levels Jane Street py · c++ · java hard
Market and strategy simulations
- Basics: position, cash and PnL from fills basics easy
- Backtest a band trader py · c++ · java easy
- Backtest a proportional momentum strategy 2 levels Optiver medium