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Algo Trading interview?

goldski

Joined
4/29/10
Messages
83
Points
18
Hey guys I have a interview with a big firm in their algo trading(etf) department. It's one of these firms.. (Getco, Knight, Citadel,Ren Tech).

It's for a fulltime position. I don't really know what the proper description is. Just curious if any people here in algo trading can comment or certain things I should definitely know for an algo trading interview?

I have done some algo trading at a very small hedge fund, but very minimal. Any suggestions will be appreciated.
 
What are the benchmarks and their relative merits?
What are the differences between TC estimation and measurement?
Name 3 strategy adaptation tactics and their a priori value added.
What are the hidden costs of limit orders and how do you manage them?

I "Stole" these from Willmot forum since I'm not very aware of algo trading interview.
 
how does one get an account on wilmott? I signed up for one a while ago and never heard back.
 
I also experienced some weirdness on the registration page. After registering I didn't get the permission to log in for quite a long time. Then also on the "icon upload" box I couldn't remove the icon and use the default one since the custom one was more than 5kb-s. So I had to reset all the fields and fill them again. Still waiting for confirmation. :S
 
I used my Baruch email and never got anything back from them
 
I did not have any problems registering with Wilmott, I used my university email. It took a day for them to get back.
 
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