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.
115 questions · page 3 of 3 · Clear filters
- 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
- 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
- Why do exchanges publish market data over UDP multicast rather than TCP?Systems and low latency · Applied
- Traversing a linked list and traversing an array are both O(n).Systems and low latency · Applied
- 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
- 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 std::vector starts with capacity 1 and doubles whenever it is full.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
- Thread 1 locks A then B; thread 2 locks B then A.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
- Two threads each increment their own atomic counter, and throughput is far…Systems and low latency · Advanced
- What data structure best supports a limit order book that must add, cancel and…Systems and low latency · Advanced
- Your multicast market-data feed drops a packet. What does a well-built receiver do?Systems and low latency · Advanced
- 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