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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. Every execution algorithm, every risk check, every P&L report flows through it. When a strategy sends an order, the PMS has already answered the question: "Do we have room to take on this position?" If that answer is wrong or stale, the firm either misses a trade or blows through a risk limit.
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