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.
53 questions · page 2 of 2 · Clear filters
- How many independent observations are needed to detect an information…Research case studies · Advanced
- Your model degrades sharply after a known market structure change.Research case studies · Advanced
- Treatment A succeeds in 81/87 small cases and 192/263 large ones; treatment B…Research case studies · Advanced
- You want the effect of advertising spend on sales and propose regional weather…Research case studies · Advanced
- Successive trade-price changes have autocovariance −0.0004 (in dollars squared).Research case studies · Advanced
- Daily true variance is (1%)².Research case studies · Advanced
- Using daily closing prices, you find that large-cap returns predict next-day…Research case studies · Advanced
- A Fermi estimate multiplies four independent factors, each uncertain to within…Research case studies · Advanced
- Reading the top of the book, part 3 of 4Research case studies · Advanced
- Pricing houses in logs, part 3 of 3Research case studies · Advanced
- A backtest too good to be true, part 3 of 3Research case studies · Advanced
- An execution algorithm that looks worse, part 3 of 3Research case studies · Advanced
- Reading the top of the book, part 4 of 4Research case studies · Expert