Goldman Sachs Interview Question for Software Engineer / Developers
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We tend to use computer to solve practical problems that actually earns or save dollars. Here is something that happens across the stock exchanges : people buy and sell stocks.- NoOne October 15, 2016 in India
We generally use automated intelligent systems to buy and sell stocks. That part is too much mathematics, and beyond scope of this interview. There is another part. Suppose the system issues a buy order : buy 1000 Microsoft stock. Now, there are more than 1 ( in fact 10 ) active exchanges from where we can buy MSFT. There is a slight price delta, which keeps changing over time. There is another problem. In each stock exchange, prices are stacked, that is :
1. For first 100 stocks prices are 55$.
2. Next 200 stocks, prices are 55.2$.
... etc, and you got the idea. Even this stacks are changing over time.
Thus, here is the problem to solve. Design and implement a system such that one can buy n stocks with minimal price.
Also, in the same spirit, the same system should be able to sell n stocks with maximum payoff possible.
This is a non trivial problem, for Quant systems.
There are always k no of exchanges to hit.
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Interview Type: Phone Interview
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