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.
13 questions · Clear filters
- Two limit orders rest on the bid at the same price.Market making · Foundation
- What is a market maker fundamentally selling?Markets and products · Foundation
- An index rises 10% then falls 10%.Markets and products · Applied · Free solution
- What keeps a liquid equity ETF trading close to the value of its basket?Markets and products · Applied · Free solution
- An index fund charges 0.09% a year and earns 0.03% from securities lending.Markets and products · Applied
- Why would a fund express a broad equity view with an index future rather than…Markets and products · Applied
- An equity ETF trades at a 0.6% premium to the value of its underlying basket.Markets and products · Applied
- A bond ETF trades at a 3% discount to its stated net asset value during a selloff.Markets and products · Advanced
- An index is at 4,000, rates are 5% and the dividend yield is 2%, both…Time value, rates and linear products · Applied · Free solution
- A commodity futures curve slopes upward.Time value, rates and linear products · Applied · Free solution
- A stock is at $100 and pays a $3 dividend in six months.Time value, rates and linear products · Applied
- EUR/USD trades at 1.10 and USD/JPY at 150. What is the no-arbitrage EUR/JPY cross?Time value, rates and linear products · Applied
- A name typically moves 1.25% a day. What is its annualised volatility, as a percentage?Volatility · Applied