Low Latency Techniques

This post is a summary of all the low latency techniques I have used or heard of in my past years of exprience in financial industry.

Trading Platform Architecture Review

This is a review of one of the possible trading platform architecture for options market making. Options market making can be a challenging and complex business. Some of the main challenges faced by options market makers include:

Decode Ways

Problem: A message containing letters from A-Z is being encoded to numbers using the following mapping:

Meeting Rooms II

Problem: Given an array of meeting time intervals consisting of start and end times [[s₁,e₁],[s₂,e₂],…] (s_i < e_i), find the minimum number of conference rooms required.

Letter Combinations of a Phone Number

Problem: Given a digit string, return all possible letter combinations that the number could represent.

First Bad Version

Problem: You are a product manager and currently leading a team to develop a new product. Unfortunately, the latest version of your product fails the quality check. Since each version is developed based on the previous version, all the versions after a bad version are also bad.

Integer to English Words

Binary Tree Vertical Order Traversal

Problem: Given a binary tree, return the vertical order traversal of its nodes’ values. (ie, from top to bottom, column by column).

Add Binary

Problem: Given two binary strings, return their sum (also a binary string).

Remove Invalid Parentheses