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.
1,322 questions · page 8 of 34
- You are making a market on the sum of three fair dice.Market making · Applied
- An interviewer asks for a market on the number of hotel rooms in a city you…Market making · Applied
- Two strategies each have a Sharpe ratio of 1 and the same volatility, and their…Market making · Applied
- Who is on the other side?, part 2 of 3Market making · Applied
- Quoting with inventory, part 2 of 3Market making · Applied
- How much to bet on an edge, part 2 of 3Market making · Applied
- Making a market on wins, part 2 of 3Market making · Applied
- You have a genuine edge and repeatedly stake three times the Kelly fraction.Market making · Advanced
- You are already heavily short and a counterparty you believe is well informed…Market making · Advanced
- In Kyle’s model, what determines how much the price moves per unit of net order flow?Market making · Advanced
- Twenty per cent of your counterparties are informed and cost you 5 cents a…Market making · Advanced
- Two cards are dealt from a standard deck, with ace = 1 up to king = 13.Market making · Advanced
- An asset is worth 100 or 110 with equal probability.Market making · Advanced
- You are carrying a large long position with no view on direction.Market making · Advanced
- A strategy has an expected excess return of 8% a year and a volatility of 20%…Market making · Advanced
- Growth rate as a function of the bet fraction is quadratic near the Kelly optimum.Market making · Advanced
- Who is on the other side?, part 3 of 3Market making · Advanced
- Quoting with inventory, part 3 of 3Market making · Advanced
- How much to bet on an edge, part 3 of 3Market making · Advanced
- Making a market on wins, part 3 of 3Market making · Advanced
- Avellaneda and Stoikov give a reservation price r = s−qγσ²(T−t).Market making · Expert
- What is a market maker fundamentally selling?Markets and products · Foundation
- A corporate bond yields 250 basis points more than the matched Treasury.Markets and products · Foundation
- The ten-year nominal Treasury yields 4.2% and the ten-year inflation-protected…Markets and products · Foundation
- The E-mini S&P 500 future has a multiplier of $50 per index point.Markets and products · Foundation
- A stock closes at $80 the day before it goes ex-dividend on a $2 cash dividend.Markets and products · Foundation
- A parent company trading at $100 spins off a subsidiary, distributing one…Markets and products · Foundation
- US payrolls come in far stronger than expected, with no change in inflation data.Markets and products · Foundation
- You pitch a long at $50 with a target of $60 and a stop at $45.Markets and products · Foundation
- You risk 1% of a $1,000,000 account on each idea.Markets and products · Foundation
- Reading the curve, part 1 of 3Markets and products · Foundation
- An ETF trading rich, part 1 of 3Markets and products · Foundation
- A leveraged ETF in a choppy market, part 1 of 3Markets and products · Foundation
- Pricing a deal spread, part 1 of 3Markets and products · Foundation
- An index rises 10% then falls 10%.Markets and products · Applied · Free solution
- What keeps a liquid equity ETF trading close to the value of its basket?Markets and products · Applied · Free solution
- A stock is announced for inclusion in a major index, effective in two weeks.Markets and products · Applied
- The two-year yield exceeds the ten-year. What is the market saying?Markets and products · Applied
- You pitch a long position because a company looks cheap on earnings.Markets and products · Applied
- An index fund charges 0.09% a year and earns 0.03% from securities lending.Markets and products · Applied