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.
97 questions · page 2 of 3 · Clear filters
- Two independent draws are made from the uniform distribution on [0,1].Probability · Applied
- You simulate a fair seven-sided die by rolling a fair six-sided die twice and…Probability · Applied
- You have a uniform random number generator and need draws from a distribution…Probability · Applied
- Three cards: one red on both sides, one red on one side and black on the other…Probability · Applied
- Two fair dice are rolled and you are told at least one shows a six.Probability · Applied
- How many people are needed before the probability that two share a birthday…Probability · Applied
- Orders arrive as a Poisson process averaging four per minute.Probability · Applied
- What upper bound does Chebyshev’s inequality place on Pr(|X−μ|≥ 3σ)?Probability · Applied
- For a positive random variable X that is not constant, how do 𝔼[1/X] and 1/𝔼[X] compare?Probability · Applied
- Cereal boxes each contain one of ten equally likely coupons.Probability · Applied
- How many flips of a fair coin are needed, on average, to see three heads in a row?Probability · Applied
- A team wins each game of a best-of-seven series independently with probability 0.6.Probability · Applied
- A fair six-sided die is rolled six times.Probability · Applied
- You roll a fair die until the first six. What is the variance of the number of rolls?Probability · Applied
- X is uniform on [−1,1] and Y = X². Which statement is true?Probability · Applied
- You roll a fair die and then flip that many fair coins.Probability · Applied
- A symmetric random walk starts at 0 and stops the first time it reaches +3 or −2.Probability · Applied
- Four independent uniforms are drawn on [0,1].Probability · Applied
- Thirty people are in a room and birthdays are uniform over 365 days.Probability · Applied
- Ten orders are sent at random to ten venues, each venue equally likely for every order.Probability · Applied
- A prize is behind one of 100 doors.Probability · Applied
- Which bag was it?, part 2 of 3Probability · Applied
- The gambler with an edge, part 2 of 3Probability · Applied
- Two forecasts, part 2 of 3Probability · Applied · Free solution
- The die with a second chance, part 2 of 3Probability · Applied
- The dragon with regrowing heads, part 3 of 3Probability · Advanced
- Two-state weather desk, part 3 of 3Probability · Advanced
- Three quoted horses, part 3 of 3Probability · Advanced
- You may re-roll a fair six-sided die as often as you like, paying $1 each time you do.Probability · Advanced
- A stock is equally likely to be a low-volatility name with daily return…Probability · Advanced
- A coin is drawn at random: with probability 1/2 it is fair, otherwise it lands…Probability · Advanced
- You note the height of the first person to walk past, then count how many more…Probability · Advanced
- You may re-roll a fair hundred-sided die as often as you like, paying $1 each time.Probability · Advanced
- In the law of total variance, what does the term Var(𝔼[X|Y]) measure?Probability · Advanced
- Derive the value of the game in which you may re-roll a fair n-sided die as…Probability · Advanced
- A family has two children.Probability · Advanced
- Your opponent has $2 and you have $1.Probability · Advanced
- Flipping a fair coin, which takes longer on average: the first occurrence of…Probability · Advanced
- A coin lands heads with probability 0.6.Probability · Advanced
- You price by Monte Carlo using antithetic pairs whose payoffs correlate at −0.5.Probability · Advanced