Difficulty: Medium
Category: Networking & Systems
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: TCP, congestion control, networking, market data, high-frequency trading, latency
During periods of high market activity, your trading system experiences a sudden increase in the volume of incoming market data. This triggers TCP's congestion control mechanisms, causing the sending rate to decrease temporarily. Consider the following: - Your trading strategy relies on receiving the most up-to-date price quotes to make informed decisions. - Delayed or missing price updates can lead to adverse selection or missed trading opportunities. Why is TCP congestion control a potential p
Practice this medium trader interview question on MyntBit - the all-in-one quant learning platform with 200+ quant interview questions for Jane Street, Citadel, Two Sigma, and other top quantitative finance firms.