I’ve been given a hackerrank assessment from Millennium LP. It’s 75 min, 2 questions. Anyone know how these compare to LC problems? Is the 75 min just being generous of time? #hackerrank #millenniummanagement #interview
I got a three hour time limit
Four questions. Two hacker rank two portfolio math
How was the hackerrank? Equivalent of leet code hard?
The portfolio math is coming as a separate part for me it looks like. I’ll have an hour
Which role
DS on the Systematic Data Team
what exactly is portfolio math? like what topics does that include?
AFAIK (and I have looked at our hackerrank account) we don't give LC type questions. For my team it is trade log parsing and computing the resulting position from that. Other teams give box positions, PnL computations, etc. If you factor in the edge cases, the time given is not really a lot. Also take note that there are hidden test cases which will measure both space complexity and time complexity of your solution. A lot of people failed because their solution results in OOM.
As dumb as this may sound, I couldn’t figure out how to calculate the holdings vector
Any idea what I need to focus on for "Latency critical trading" position .
don't have an answer for you, but please do report back once you do - there's not a lot of info out there for millennium I've found