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.
52 questions · page 2 of 2 · Clear filters
- A stock normally has 25% volatility.Volatility · Advanced
- You bought an option and delta-hedged it daily.Volatility · Advanced
- A one-year variance swap was struck at 20 vol points.Volatility · Advanced
- A stock’s daily high is consistently 2% above its low.Volatility · Advanced
- Why does a variance swap’s P&L not depend on the path of the stock the way a…Volatility · Advanced
- An index holds two stocks in equal weight, with implied volatilities of 30% and 20%.Volatility · Advanced
- Pricing an earnings move, part 3 of 3Volatility · Advanced
- Forward volatility across the term structure, part 3 of 3Volatility · Advanced
- Index implied volatility is 18% and the average single-name implied volatility…Volatility · Expert
- A cash-or-nothing digital call pays $1 if the stock finishes above K; rates are zero.Volatility · Expert
- Selling volatility, day by day, part 3 of 3Volatility · Expert
- A variance swap from trade to mark, part 3 of 3Volatility · Expert