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.
149 questions · page 3 of 4 · Clear filters
- Profiling shows 60% of runtime in one function.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
- Prices go 100 → 110 → 99. What is the total log return, to five decimals?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
- 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
- A finite-difference grid has 1,000 price points by 1,000 time steps, stored as float64.Numerical methods · Foundation
- Why do exchange systems store prices as integer ticks rather than as…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
- Why is Brent’s method a common default root-finder in numerical libraries?Numerical methods · Applied
- You solve Ax = b in double precision (about 16 significant digits) and A has…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
- Computing a variance as 𝔼[X²]−(𝔼[X])² sometimes returns a small negative number. Why?Numerical methods · Advanced
- 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 single scan reads 1 GB from main memory at a sustained 20 GB/s.Systems and low latency · Foundation
- A ring buffer has capacity 1024 and wraps its index with a bit mask instead of a modulo.Systems and low latency · Foundation
- A multicast feed delivers packets with sequence numbers 1001, 1002 and then 1005.Systems and low latency · Foundation
- You sort 1,000 latency samples in ascending order.Systems and low latency · Foundation
- A timestamp counter ticks at 3 GHz. How many ticks elapse in one microsecond?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