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 4 of 10 · Clear filters
- Avellaneda and Stoikov give a reservation price r = s−qγσ²(T−t).Market making · Expert
- What is a market maker fundamentally selling?Markets and products · Foundation
- The E-mini S&P 500 future has a multiplier of $50 per index point.Markets and products · Foundation
- A stock closes at $80 the day before it goes ex-dividend on a $2 cash dividend.Markets and products · Foundation
- US payrolls come in far stronger than expected, with no change in inflation data.Markets and products · Foundation
- You pitch a long at $50 with a target of $60 and a stop at $45.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
- A stock is announced for inclusion in a major index, effective in two weeks.Markets and products · Applied
- The two-year yield exceeds the ten-year. What is the market saying?Markets and products · Applied
- An index fund charges 0.09% a year and earns 0.03% from securities lending.Markets and products · Applied
- A stock at $60 declares a three-for-two split. What happens to the strike of a $60 call?Markets and products · Applied
- Why would a fund express a broad equity view with an index future rather than…Markets and products · Applied
- Front-month crude trades at $70 and the next month at $72.Markets and products · Applied
- A company’s shares trade at $10.Markets and products · Applied
- How are listed equity options typically adjusted for dividends?Markets and products · Applied
- In February 2018 several inverse-VIX products lost almost all their value in a day.Markets and products · Advanced
- A stock enters an index at 0.1% weight.Markets and products · Advanced
- At 8% a year compounded annually, roughly how many years does money take to double?Time value, rates and linear products · Foundation
- A project costs $100 today and pays $60 at the end of each of the next two years.Time value, rates and linear products · Foundation
- What happens to the basis – spot minus futures – as a futures contract approaches expiry?Time value, rates and linear products · Foundation
- You enter a swap paying fixed and receiving floating.Time value, rates and linear products · Foundation
- 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 perpetuity pays $50 a year forever, starting in one year.Time value, rates and linear products · Applied
- A bond has modified duration 7.Time value, rates and linear products · Applied
- A stock is at $100 and pays a $3 dividend in six months.Time value, rates and linear products · Applied
- Which gives the highest terminal value on the same nominal rate: annual…Time value, rates and linear products · Applied
- Spot is 1.10 dollars per euro, the one-year dollar rate is 5% and the euro rate is 3%.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 stock trades at $100 and will pay a $2 dividend in three months.Time value, rates and linear products · Applied
- Using the stock above, whose fair one-year forward is $102.02, a dealer quotes…Time value, rates and linear products · Applied
- A commodity trades at $80.Time value, rates and linear products · Applied
- You are long a forward struck at $95 with six months left.Time value, rates and linear products · Applied
- A three-year bond pays a 5% annual coupon on $100 face.Time value, rates and linear products · Applied
- The one-year zero rate is 4% and the two-year zero rate is 5%, both annually compounded.Time value, rates and linear products · Applied
- You hedge a $10 million equity portfolio with index futures of notional $250,000.Time value, rates and linear products · Advanced
- You are long a $95 call. The stock settles at $103. What is the payoff, ignoring premium?Options: fundamentals and arbitrage · Foundation · Free solution
- Rates are zero and a stock pays no dividend.Options: fundamentals and arbitrage · Foundation
- You buy the $100 call for $6 and sell the $110 call for $4.Options: fundamentals and arbitrage · Foundation