Difficulty: Medium
Category: systems
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: systems, string-parsing, hash-map, c++
High-frequency trading systems require dynamic risk management to adjust position limits and order sizes intra-day without incurring the latency of a system restart. Hot-reloading configuration files allows trading engines to atomically update risk parameters in response to market volatility or strategy performance. This mechanism ensures continuous operation while maintaining strict compliance with evolving risk constraints. Task Implement a RiskEngine class that manages dynamic risk limits th
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