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 4 of 4 · Clear filters
- A hot loop reads only the price field of a million order records, each record…Systems and low latency · Applied
- On a typical 64-bit platform, what is sizeof of struct { char a; int32_t b; char c; }?Systems and low latency · Applied
- Why do low-latency C++ codebases avoid virtual function calls on the hot path?Systems and low latency · Applied
- What does std::move(x) do by itself?Systems and low latency · Applied
- A system handles 10⁶ messages a second with an average time in system of 5 μs.Systems and low latency · Applied
- How long does it take to serialise a 1,500-byte packet onto a 10 Gbps link, in…Systems and low latency · Applied
- Light in optical fibre travels at about 200,000 km/s.Systems and low latency · Applied
- Small order messages sent over TCP sometimes sit for tens of milliseconds…Systems and low latency · Applied
- A buy order for 500 at a limit of $100.02 meets offers of 200 at $100.00, 100…Systems and low latency · Applied
- Messages arrive at 400,000 a second and take 2 μs each to process on one thread.Systems and low latency · Advanced
- A 10 Gbps link has a 50 μs round trip.Systems and low latency · Advanced
- What does returning a large std::vector by value cost in modern C++?Systems and low latency · Advanced
- On a two-socket server, a latency-critical thread sometimes runs noticeably slower.Systems and low latency · Advanced
- What synchronisation does a single-producer, single-consumer ring buffer need…Systems and low latency · Advanced
- A producer writes data then sets a flag; a consumer reads the flag then the data.Systems and low latency · Expert
- Your load generator sends the next request only after the previous response arrives.Systems and low latency · Expert