Akuna Capital Quantitative Strategist Interview Question
In quantitative finance, technical interviews often focus on data structures and algorithms tailored for real-time analytics. One commonly asked question at firms like Akuna Capital for Quantitative Strategist roles is: How would you design a data structure to calculate real-time distributional statistics? This article explores this topic in depth, presenting efficient data structure solutions, the mathematics behind them, and code implementations, all geared toward a successful interview outcome.
You are given a stream of real-time data (for example: market prices, trade sizes, sensor data). Design an efficient data structure to maintain and update distributional statistics on this stream, such as:
The data structure should support efficient insertion (as new data arrives) and quick query of these statistics at any time.
