About this pathway
CS Fundamentals prepares you for the coding component of quant interviews. Unlike generic SWE prep, every problem is framed in a quantitative finance context — from order book design to time-series algorithms and performance-critical numerical code.
Who it's for
Candidates for quant developer, quant researcher (with coding), and systematic trading roles. Relevant at all top prop firms, hedge funds, and HFT shops.
Skills covered
Course modules
Example problems
A taste of what you'll work through.
Design an order book supporting O(1) best bid/ask lookup and O(log n) add/cancel order.
Given a price time series, find the maximum profit from at most k non-overlapping buy-sell pairs.
Implement a rolling median over a stream of prices using two heaps. Analyze time and space complexity.
Expected outcome
You will confidently solve coding problems in quant interviews, explain algorithmic tradeoffs, and write production-quality numerical code that demonstrates both CS depth and finance awareness.