Algo Trading interview?

[goldski]

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.

 

[Tsotne]

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.

 

[goldski]

Can you post the link to where you saw that on wilmott?

 

[Tsotne]

Can you post the link to where you saw that on wilmott?

Yes sure here it is:

http://www.wilmott.com/messageview.cfm?catid=16&threadid=73423

 

[pruse]

how does one get an account on wilmott? I signed up for one a while ago and never heard back.

 

[iniesta]

how does one get an account on wilmott? I signed up for one a while ago and never heard back.

i think i got my wilmott pw after a couple of weeks

make sure you use a legit email. not like pwnage1337@hotmail.com

 

[Tsotne]

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

 

[Joy Pathak]

You have to use a professional email. Use your university email.

 

[Tsotne]

You have to use a professional email. Use your university email.

I don't have a professional mail. Seems I cannot fill the gap with my personal one.

 

[pruse]

I used my Baruch email and never got anything back from them

 

[vincegata]

I did not have any problems registering with Wilmott, I used my university email. It took a day for them to get back.

 

[Andy Nguyen]

Send an email to admin@wilmott

 

[amanda.jayne]

With my UToronto email, turnaround <12-hours