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.
136 questions · page 3 of 4 · Clear filters
- Strassen’s matrix multiplication satisfies T(n) = 7T(n/2)+O(n²).Data structures and algorithms · Advanced
- You add an array of shape (100, 5) to one of shape (5,). What happens?Python and data for quants · Foundation
- What happens with def f(x, acc=[]): acc.append(x); return acc?Python and data for quants · Foundation
- How much memory does a 5,000 × 5,000 float64 NumPy array use, in megabytes?Python and data for quants · Foundation
- A US equity session runs 6.5 hours. How many five-minute bars does it contain?Python and data for quants · Foundation
- An equity curve runs 100, 120, 90, 110. What is the maximum drawdown, as a decimal?Python and data for quants · Foundation
- A backtest computes pnl = signal * returns, where both are indexed by day. What is wrong?Python and data for quants · Applied · Free solution
- You need the quote in force at the instant of each trade. Which join?Python and data for quants · Applied · Free solution
- Your gross Sharpe ratio is 2 and your net Sharpe ratio is 0.1.Python and data for quants · Applied
- Roughly how much memory does a list of ten million distinct Python integers…Python and data for quants · Applied
- You slice a[::2] and then modify the result. What happens to a?Python and data for quants · Applied
- You add two pandas Series with partly different indexes. What do you get?Python and data for quants · Applied
- A $100 stock goes ex-dividend by $2.Python and data for quants · Applied
- Profiling shows 60% of runtime in one function.Python and data for quants · Applied
- A NumPy array is C-ordered. Which loop is faster: summing along rows or along columns?Python and data for quants · Advanced
- How many continuous derivatives does a natural cubic spline have at its knots?Numerical methods · Foundation
- You halve the step size in the trapezoid rule. By what factor does the error fall?Numerical methods · Foundation
- What is machine epsilon for IEEE 754 double precision, in units of 10⁻¹⁶, to…Numerical methods · Foundation
- An at-the-money one-year call on a $100 stock trades at $8, with rates at zero.Numerical methods · Applied · Free solution
- Why interpolate a yield curve with cubic splines rather than a single…Numerical methods · Applied
- Newton’s method converges quadratically and you start with one correct digit.Numerical methods · Applied
- Up to what polynomial degree does three-point Gauss–Legendre quadrature integrate exactly?Numerical methods · Applied
- Roughly how many floating-point operations does a Cholesky factorisation of a…Numerical methods · Applied
- What is the order of accuracy in time of the Crank–Nicolson scheme?Numerical methods · Applied
- What is the order of convergence of the secant method, to three decimal places?Numerical methods · Advanced
- An explicit scheme for the heat equation with unit diffusion requires Δt ≤ Δx²/2.Numerical methods · Advanced
- You sum ten million small positive numbers in float32. What goes wrong and what fixes it?Numerical methods · Advanced
- An L1 cache reference costs about 1 ns and a main-memory reference about 100 ns.Systems and low latency · Foundation · Free solution
- AVX-512 registers are 512 bits wide. How many float64 values does one hold?Systems and low latency · Foundation
- A cache line is 64 bytes. How many 32-bit integers fit in one?Systems and low latency · Foundation
- A multicast feed delivers packets with sequence numbers 1001, 1002 and then 1005.Systems and low latency · Foundation
- An array-based book pre-allocates one slot per price tick.Systems and low latency · Foundation
- You join a price level behind 800 shares.Systems and low latency · Foundation
- Two systems: one has a mean of 2 μs and a p99.9 of 2 ms, the other a mean of 5…Systems and low latency · Applied · Free solution
- Which of these is the most important thing to remove from a hot path?Systems and low latency · Applied
- Five per cent of a workload is inherently serial.Systems and low latency · Applied
- An L1 data cache holds 32 KB. How many float64 values fit in it?Systems and low latency · Applied
- You collect one million latency samples.Systems and low latency · Applied
- You keep one million live orders in a hash map at 48 bytes an entry.Systems and low latency · Applied
- A loop executes 10⁸ data-dependent branches, half of them mispredicted, each…Systems and low latency · Applied