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.
50 questions · page 2 of 2 · Clear filters
- You are asked to "predict demand" for a bike-share operator. What do you say first?Research case studies · Foundation · Free solution
- Why does an interviewer ask for a baseline before you describe your model?Research case studies · Applied · Free solution
- You need the 100 largest values from a stream of 10⁹ numbers you cannot store.Data structures and algorithms · Foundation · Free solution
- What does the recurrence T(n) = 2T(n/2)+O(n) solve to?Data structures and algorithms · Applied · Free solution
- A backtest computes pnl = signal * returns, where both are indexed by day. What is wrong?Python and data for quants · Applied · Free solution
- You need the quote in force at the instant of each trade. Which join?Python and data for quants · Applied · Free solution
- 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
- An L1 cache reference costs about 1 ns and a main-memory reference about 100 ns.Systems and low latency · Foundation · Free solution
- 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