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.
56 questions · page 2 of 2 · Clear filters
- A busy matching engine, part 3 of 3Systems and low latency · Advanced
- Two threads each increment their own atomic counter, and throughput is far…Systems and low latency · Advanced
- What data structure best supports a limit order book that must add, cancel and…Systems and low latency · Advanced
- Your multicast market-data feed drops a packet. What does a well-built receiver do?Systems and low latency · Advanced
- Messages arrive at 400,000 a second and take 2 μs each to process on one thread.Systems and low latency · Advanced
- A 10 Gbps link has a 50 μs round trip.Systems and low latency · Advanced
- What does returning a large std::vector by value cost in modern C++?Systems and low latency · Advanced
- On a two-socket server, a latency-critical thread sometimes runs noticeably slower.Systems and low latency · Advanced
- What synchronisation does a single-producer, single-consumer ring buffer need…Systems and low latency · Advanced
- Designing an order book, part 3 of 3Systems and low latency · Advanced
- A burst on the feed, part 3 of 4Systems and low latency · Advanced
- A burst on the feed, part 4 of 4Systems and low latency · Advanced
- Walking a matrix through the cache, part 3 of 3Systems and low latency · Advanced
- Per-thread counters, part 3 of 3Systems and low latency · Advanced
- A producer writes data then sets a flag; a consumer reads the flag then the data.Systems and low latency · Expert
- Your load generator sends the next request only after the previous response arrives.Systems and low latency · Expert