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GIL
Gildan Activewear Inc.
stock NYSE

At Close
Mar 11, 2026 3:59:55 PM EDT
61.73USD-0.660%(-0.41)2,179,024
0.00Bid   0.00Ask   0.00Spread
Pre-market
0.00USD-100.000%(-62.14)0
After-hours
Mar 11, 2026 4:00:30 PM EDT
61.73USD0.000%(0.00)56,426
OverviewOption ChainMax PainOptionsPrice & VolumeSplitsDividendsHistoricalExchange VolumeDark Pool LevelsDark Pool PrintsExchangesShort VolumeShort Interest - DailyShort InterestBorrow Fee (CTB)Failure to Deliver (FTD)ShortsTrendsNewsTrends
GIL Reddit Mentions
Subreddits
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We have sentiment values and mention counts going back to 2017. The complete data set is available via the API.
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GIL Specific Mentions
As of Mar 12, 2026 4:30:09 AM EDT (1 min. ago)
Includes all comments and posts. Mentions per user per ticker capped at one per hour.
3 days ago • u/darequant • r/quant • strats_in_bank_to_quant_in_hft • C
Congrats on your masters, solid DE skills are insanely valuable to hfts so you’re already hot cake.
They need clean, fast, and accessible tick data to train models on.
1. Backtest is key. Deepdive on working with time series data, columnar formats and improving data integrity. This would prove to them you can help build a data infrastructure that would help Backtest faster.
2. If you interview in C++, expect to get grilled on memory management, cache lines, concurrency, and STL internals. If Python, then they’d probably grill you on GIL, garbage collection and vectorising panda and NumPy operations to bypass native loops.
3. Be ready to be grilled on building a high throughput market data ingestion feed or a distributed backtesting engine. Focus mainly on memory efficiency.
4. Don’t pretend to be a math genius but you’re probably great since you have a masters lol. Unless you are interviewing for a pure Quant Researcher role, they won't expect you to derive stochastic calculus and all. They would grill you on you being a top-tier software engineer who can sit next to a researcher, understand their problems and help build a system to fix it. Also which hfts speed is everything, so you have to always emphasize how fast you can help make things, you can research some buzzwords lol
sentiment 0.98
3 days ago • u/darequant • r/quant • strats_in_bank_to_quant_in_hft • C
Congrats on your masters, solid DE skills are insanely valuable to hfts so you’re already hot cake.
They need clean, fast, and accessible tick data to train models on.
1. Backtest is key. Deepdive on working with time series data, columnar formats and improving data integrity. This would prove to them you can help build a data infrastructure that would help Backtest faster.
2. If you interview in C++, expect to get grilled on memory management, cache lines, concurrency, and STL internals. If Python, then they’d probably grill you on GIL, garbage collection and vectorising panda and NumPy operations to bypass native loops.
3. Be ready to be grilled on building a high throughput market data ingestion feed or a distributed backtesting engine. Focus mainly on memory efficiency.
4. Don’t pretend to be a math genius but you’re probably great since you have a masters lol. Unless you are interviewing for a pure Quant Researcher role, they won't expect you to derive stochastic calculus and all. They would grill you on you being a top-tier software engineer who can sit next to a researcher, understand their problems and help build a system to fix it. Also which hfts speed is everything, so you have to always emphasize how fast you can help make things, you can research some buzzwords lol
sentiment 0.98


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