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.
389 questions · page 10 of 10 · Clear filters
- A balanced binary search tree holds one million keys.Data structures and algorithms · Foundation
- You climb a staircase of 10 steps, taking one or two steps at a time.Data structures and algorithms · Foundation
- What does the recurrence T(n) = 2T(n/2)+O(n) solve to?Data structures and algorithms · Applied · Free solution
- What is the expected number of fair coin flips to see two heads in a row?Data structures and algorithms · Applied
- Your shortest-path graph has some negative edge weights but no negative cycles.Data structures and algorithms · Applied
- How many iterations does the loop while (x) { x &= x - 1; n++; } make on x = 255?Data structures and algorithms · Applied
- What is the edit distance between "kitten" and "sitting"?Data structures and algorithms · Applied
- With coins of 1, 5, 6 and 9, what is the fewest coins that make 11?Data structures and algorithms · Applied
- You roll a fair six-sided die up to three times, stopping whenever you like and…Data structures and algorithms · Advanced
- What happens with def f(x, acc=[]): acc.append(x); return acc?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
- A strategy wins 40% of trades with an average gain of 3 and loses 60% with an…Python and data for quants · Foundation
- Newton’s method for x²−2 = 0 starts at x₀ = 1. What is x₂, to four decimals?Numerical methods · Foundation
- Starting from the bracket [0,5], how many bisection steps are needed to locate…Numerical methods · Applied · Free solution
- An at-the-money one-year call on a $100 stock trades at $8, with rates at zero.Numerical methods · Applied · Free solution
- Why do exchange systems store prices as integer ticks rather than as…Numerical methods · Applied
- A Monte Carlo price has a standard error of 0.04 after 10⁴ paths.Numerical methods · Applied
- 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
- 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
- Your implied-volatility solver uses pure Newton–Raphson. Which input breaks it?Numerical methods · Advanced
- 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
- 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
- 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