Quant interview questions

496 questions · page 11 of 13 · Clear filters

• Ten observations: nine average 2 and one is 100.Research case studies · Foundation
• You buy 100 shares at $10.00, 300 at $10.20 and 100 at $10.50.Research case studies · Foundation
• You buy at $100.03 when the mid-quote is $100.00.Research case studies · Foundation
• Your churn model feeds a retention offer with a fixed budget.Research case studies · Applied
• You forecast demand to decide inventory, where being short costs four times as…Research case studies · Applied
• You are asked how to validate a demand forecasting model built on three years…Research case studies · Applied
• A short-horizon signal earns 8 basis points a trade before costs of 3 basis…Research case studies · Applied
• You must present a forecast whose confidence interval is wide enough to include…Research case studies · Applied
• You are asked to predict house prices, which range from tens of thousands to…Research case studies · Applied
• Your churn model’s most predictive feature is "number of support calls in the…Research case studies · Applied
• Control converts 5.0% of 10,000 users and treatment 5.6% of 10,000.Research case studies · Applied
• A series has median 10 and median absolute deviation 2.Research case studies · Applied
• Small companies are much likelier to leave a financial field blank when their…Research case studies · Applied
• Midway through your case answer the interviewer says one of your key…Research case studies · Applied
• A retention programme is offered to customers whose usage has just dropped…Research case studies · Advanced
• You run a difference-in-differences study.Research case studies · Advanced
• Your model assigns a 10% probability to 1,000 cases and 150 of them occur.Research case studies · Advanced
• You join trades to quotes using the exchange timestamp on both. What can still go wrong?Research case studies · Advanced
• How many independent observations are needed to detect an information…Research case studies · Advanced
• Your model degrades sharply after a known market structure change.Research case studies · Advanced
• You want the effect of advertising spend on sales and propose regional weather…Research case studies · Advanced
• Daily true variance is (1%)².Research case studies · Advanced
• Using daily closing prices, you find that large-cap returns predict next-day…Research case studies · Advanced
• A Fermi estimate multiplies four independent factors, each uncertain to within…Research case studies · Advanced
• How many times does the inner body run in for i in range(1000): for j in range(i): body()?Data structures and algorithms · Foundation
• What is the height (edges on the longest root-to-leaf path) of a binary heap…Data structures and algorithms · Foundation
• A dependency graph has edges a → b, a → c, b → d, c → d.Data structures and algorithms · Foundation
• You climb a staircase of 10 steps, taking one or two steps at a time.Data structures and algorithms · Foundation
• What does the recurrence T(n) = 4T(n/2)+Θ(n²) solve to?Data structures and algorithms · Applied
• A dynamic array starts with capacity 1 and doubles when full, copying all elements.Data structures and algorithms · Applied
• You insert 1,000 keys into a hash table with 1,000 buckets using a uniform hash.Data structures and algorithms · Applied
• You implement a queue with two stacks: push onto the inbox, and pop from the…Data structures and algorithms · Applied
• How many structurally different binary search trees can hold the keys 1,2,3,4,5?Data structures and algorithms · Applied
• What is the running time of Dijkstra’s algorithm with a binary heap, on a graph…Data structures and algorithms · Applied
• A graph has edges A–B (weight 1), B–C (2), A–C (3), C–D (4) and B–D (5).Data structures and algorithms · Applied
• What is the largest sum of a contiguous subarray of [−2,1,−3,4,−1,2,1,−5,4]?Data structures and algorithms · Applied
• What is the length of the longest substring of "abcabcbb" with no repeated characters?Data structures and algorithms · Applied
• What is the length of the longest strictly increasing subsequence of…Data structures and algorithms · Applied
• Items have weights 1,3,4,5 and values 1,4,5,7.Data structures and algorithms · Applied
• With coins of 1, 5, 6 and 9, what is the fewest coins that make 11?Data structures and algorithms · Applied