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 13 of 13 · Clear filters
- A quadratic passes through (0,1), (1,3) and (2,7). What is its value at x = 1.5?Numerical methods · Applied
- Estimate ∫₀¹x³ dx with Simpson’s rule on two equal intervals.Numerical methods · Applied
- For a smooth function, how does the error of the midpoint rule compare with…Numerical methods · Applied
- You solve Ax = b in double precision (about 16 significant digits) and A has…Numerical methods · Applied
- Why does Gaussian elimination use partial pivoting?Numerical methods · Applied
- An explicit scheme for the advection equation uₜ+2uₓ = 0 uses Δx = 0.01.Numerical methods · Applied
- In double precision, what does 1 - math.cos(1e-8) evaluate to?Numerical methods · Applied
- Double precision can represent every integer up to 2ᵏ exactly, but not every…Numerical methods · Applied
- A loop total = 0.0; for _ in range(10): total += 0.1 leaves total == 0.9999999999999999.Numerical methods · Applied
- You need x = A⁻¹b. Why does production code not compute the inverse?Numerical methods · Advanced
- Linear interpolation of eˣ on an interval of width h = 0.1 starting at 0 has…Numerical methods · Advanced
- You interpolate a discount curve linearly in the logarithm of the discount factors.Numerical methods · Advanced
- Trapezoid estimates of ∫₀¹x² dx are 0.375 with step h and 0.34375 with step h/2.Numerical methods · Advanced
- A single scan reads 1 GB from main memory at a sustained 20 GB/s.Systems and low latency · Foundation
- You sort 1,000 latency samples in ascending order.Systems and low latency · Foundation
- Thread 1 locks A then B; thread 2 locks B then A.Systems and low latency · Applied