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Tech Interview #1

The problem

Use the 2 CSV files for data of trades and prices.

  1. calculate ending position given a date and ticker (how many do we have?)
  2. calculate AUM given a date (how much are all the shares worth?)
  3. discuss or pseudo code potential ways to maximize performance when dealing with 1000s of assets and millions of transactions
  4. BONUS discuss implications for real-time vs T-n days (stagnant data)

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