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.
54 questions · page 2 of 2 · Clear filters
- You have a genuine edge and repeatedly stake three times the Kelly fraction.Market making · Advanced
- You are already heavily short and a counterparty you believe is well informed…Market making · Advanced
- In Kyle’s model, what determines how much the price moves per unit of net order flow?Market making · Advanced
- Twenty per cent of your counterparties are informed and cost you 5 cents a…Market making · Advanced
- Two cards are dealt from a standard deck, with ace = 1 up to king = 13.Market making · Advanced
- An asset is worth 100 or 110 with equal probability.Market making · Advanced
- You are carrying a large long position with no view on direction.Market making · Advanced
- A strategy has an expected excess return of 8% a year and a volatility of 20%…Market making · Advanced
- Growth rate as a function of the bet fraction is quadratic near the Kelly optimum.Market making · Advanced
- Who is on the other side?, part 3 of 3Market making · Advanced
- Quoting with inventory, part 3 of 3Market making · Advanced
- How much to bet on an edge, part 3 of 3Market making · Advanced
- Making a market on wins, part 3 of 3Market making · Advanced
- Avellaneda and Stoikov give a reservation price r = s−qγσ²(T−t).Market making · Expert