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 3 of 3 · Clear filters
- How many fair coin flips are needed on average to first see the pattern HTH?Probability · Advanced
- A symmetric random walk starts at the origin.Probability · Advanced
- A stock at $100 follows a lognormal with zero expected return and 20% annual volatility.Probability · Advanced
- A stick of length one is broken at two points chosen independently and uniformly along it.Probability · Advanced
- Three points are chosen independently and uniformly on a circle.Probability · Advanced
- X and Y are independent standard normals.Probability · Advanced
- Roll a die to get N, then roll N further dice and add them up.Probability · Advanced
- The same walk – symmetric, starting at 0, stopped at +3 or −2.Probability · Advanced
- Which bag was it?, part 3 of 3Probability · Advanced
- The gambler with an edge, part 3 of 3Probability · Advanced
- Two forecasts, part 3 of 3Probability · Advanced · Free solution
- The die with a second chance, part 3 of 3Probability · Advanced
- For the single optional re-roll of a fair six-sided die, at what re-roll fee…Probability · Expert
- Assets A and B correlate at 0.8, and B and C also at 0.8.Probability · Expert
- You choose the pattern HHH and your opponent, choosing afterwards, picks THH.Probability · Expert
- You draw independent uniforms on [0,1] until their running sum exceeds one.Probability · Expert
- You estimate π by drawing points uniformly in the unit square and counting the…Probability · Expert