Quant interview questions
1,322 questions in the style trading and research firms ask, from probability and brainteasers to options, statistics and coding. Every question is open to read; the 50 in the free sample show their worked solutions here.
496 questions · page 12 of 13 · Clear filters
- What is 1oplus2oplus3oplus⋯oplus10, where oplus is bitwise XOR?Data structures and algorithms · Applied
- Computing x¹³ by binary exponentiation (repeated squaring), how many…Data structures and algorithms · Applied
- With both union by rank and path compression, what is the amortised cost of a…Data structures and algorithms · Advanced
- Parcels weighing 1,2,…,10 must ship in order within 5 days, each day’s load…Data structures and algorithms · Advanced
- Any comparison sort must, in the worst case, make at least ⌈log₂n!⌉ comparisons.Data structures and algorithms · Advanced
- What is sum([i * j for i in range(3) for j in range(3) if i != j])?Python and data for quants · Foundation
- What does -7 // 2 evaluate to in Python?Python and data for quants · Foundation
- After g = (x for x in range(3)) and list(g), what is len(list(g))?Python and data for quants · Foundation
- When should you compare with is rather than == in Python?Python and data for quants · Foundation
- How many elements does the result of adding NumPy arrays of shapes (3, 1) and (1, 4) have?Python and data for quants · Foundation
- What is the length of np.arange(10).reshape(2, 5).sum(axis=0)?Python and data for quants · Foundation
- What does pd.Series([1, None, 3]).mean() return?Python and data for quants · Foundation
- For prices 100,110,99, what is the last value of pct_change()?Python and data for quants · Foundation
- A Series has 10 values. How many non-missing values does s.rolling(3).mean() contain?Python and data for quants · Foundation
- The New York equity open is 9:30 local time.Python and data for quants · Foundation
- A strategy grows $100 to $150 over three years.Python and data for quants · Foundation
- A strategy wins 40% of trades with an average gain of 3 and loses 60% with an…Python and data for quants · Foundation
- You test x in container millions of times against a fixed collection of 100,000 ids.Python and data for quants · Foundation
- A strategy has a daily Sharpe ratio of 0.1. What is its annualised Sharpe ratio?Python and data for quants · Applied
- A $100 stock goes ex-dividend by $2.Python and data for quants · Applied
- What does [f() for f in [lambda: i for i in range(3)]] evaluate to?Python and data for quants · Applied
- After a = [[0] * 3] * 3 and a[0][0] = 1, what is sum(map(sum, a))?Python and data for quants · Applied
- What does round(2.5) return in Python 3?Python and data for quants · Applied
- What is the value in np.array([127], dtype=np.int8) + 1?Python and data for quants · Applied
- You take b = a[[0, 2, 4]] from a NumPy array a and then set b[0] = 99. What happens to a?Python and data for quants · Applied
- For the data 1,2,3,4, pandas’ Series.std() (default ddof=1) returns what, to…Python and data for quants · Applied
- A daily signal is computed from each day’s close.Python and data for quants · Applied
- Prices go 100 → 110 → 99. What is the total log return, to five decimals?Python and data for quants · Applied
- Portfolio weights move from (0.5,0.5) to (0.7,0.3). What is the one-way turnover?Python and data for quants · Applied
- How many continuous derivatives does a natural cubic spline have at its knots?Numerical methods · Foundation
- Newton’s method for x²−2 = 0 starts at x₀ = 1. What is x₂, to four decimals?Numerical methods · Foundation
- Apply one Newton step to f(x) = x³−2x−5 starting from x₀ = 2. What is x₁?Numerical methods · Foundation
- The two-year yield is 3.0% and the five-year 3.6%.Numerical methods · Foundation
- Estimate ∫₀¹x² dx with the trapezoid rule on two equal intervals.Numerical methods · Foundation
- For [[4, 1], [1, 3]]x = [1, 2], one Jacobi iteration from x = (0,0) gives what…Numerical methods · Foundation
- A finite-difference grid has 1,000 price points by 1,000 time steps, stored as float64.Numerical methods · Foundation
- Solve y' = y, y(0) = 1 with forward Euler and step h = 0.5. What is the estimate of y(1)?Numerical methods · Foundation
- What is the global order of accuracy of the classical fourth-order Runge–Kutta method?Numerical methods · Foundation
- Iterating xₖ₊₁ = cos xₖ converges to the fixed point x* ≈ 0.739.Numerical methods · Applied
- Why is Brent’s method a common default root-finder in numerical libraries?Numerical methods · Applied