Quant interview questions

1,322 questions · page 28 of 34

• You need to classify trades as buyer- or seller-initiated from trades and quotes.Research case studies · Applied
• A series has median 10 and median absolute deviation 2.Research case studies · Applied
• Small companies are much likelier to leave a financial field blank when their…Research case studies · Applied
• Ten features are each missing in 5% of rows, independently.Research case studies · Applied
• Midway through your case answer the interviewer says one of your key…Research case studies · Applied
• Reading the top of the book, part 2 of 4Research case studies · Applied
• Pricing houses in logs, part 2 of 3Research case studies · Applied
• A backtest too good to be true, part 2 of 3Research case studies · Applied
• An execution algorithm that looks worse, part 2 of 3Research case studies · Applied
• A retention programme is offered to customers whose usage has just dropped…Research case studies · Advanced
• You build a factor from quarterly fundamentals downloaded from a vendor today.Research case studies · Advanced
• You run a difference-in-differences study.Research case studies · Advanced
• Your model assigns a 10% probability to 1,000 cases and 150 of them occur.Research case studies · Advanced
• You join trades to quotes using the exchange timestamp on both. What can still go wrong?Research case studies · Advanced
• 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
• A root-finding guarantee, part 1 of 3Data structures and algorithms · Foundation
• You need the 100 largest values from a stream of 10⁹ numbers you cannot store.Data structures and algorithms · Foundation · Free solution
• How many comparisons does a binary search need, in the worst case, over a…Data structures and algorithms · Foundation
• A balanced binary search tree holds one million keys.Data structures and algorithms · Foundation
• What is the maximum number of edges in a directed acyclic graph on ten vertices?Data structures and algorithms · Foundation
• How many set bits does the integer 90 have?Data structures and algorithms · Foundation
• How many non-empty contiguous subarrays does an array of length ten have?Data structures and algorithms · Foundation
• How many times does the inner body run in for i in range(1000): for j in range(i): body()?Data structures and algorithms · Foundation
• What is the height (edges on the longest root-to-leaf path) of a binary heap…Data structures and algorithms · Foundation
• A dependency graph has edges a → b, a → c, b → d, c → d.Data structures and algorithms · Foundation
• You climb a staircase of 10 steps, taking one or two steps at a time.Data structures and algorithms · Foundation
• For a positive integer x, which test is true exactly when x is a power of two?Data structures and algorithms · Foundation
• Searching a sorted array, part 1 of 3Data structures and algorithms · Foundation