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Design a Portfolio Management System

Design a Portfolio Management System

Requirements and Constraints

Design challenge: Design a low-latency portfolio management system for a quantitative trading firm that tracks positions in real time, computes intraday P&L, enforces risk limits on the execution path, and feeds accurate inventory data to algorithmic strategies.

A portfolio management system (PMS) is the source of truth for what a trading firm actually owns at any given moment. ...

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