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.
54 questions · page 1 of 2 · Clear filters
- You are asked to make a market on the sum of two fair six-sided dice.Market making · Foundation · Free solution
- Two limit orders rest on the bid at the same price.Market making · Foundation
- Which order type executes whatever quantity is available immediately at your…Market making · Foundation
- You join the best bid behind 1,200 shares already queued at that price.Market making · Foundation
- Make a market on the product of two fair dice. What is your theoretical value?Market making · Foundation
- Your base market is 49.98 bid, 50.02 offered.Market making · Foundation
- A strategy’s daily Sharpe ratio is 0.1.Market making · Foundation
- Who is on the other side?, part 1 of 3Market making · Foundation
- Quoting with inventory, part 1 of 3Market making · Foundation
- How much to bet on an edge, part 1 of 3Market making · Foundation
- Making a market on wins, part 1 of 3Market making · Foundation
- You are flat and showing 99 at 101.Market making · Applied · Free solution
- Ignore fees, inventory risk and risk aversion entirely.Market making · Applied
- A team plays 162 games and you believe they win each with probability 0.5.Market making · Applied
- A coin lands heads with probability 0.65 and pays even money.Market making · Applied
- Your commute has a mean of 27 minutes and a standard deviation of 9.Market making · Applied
- You post on both sides of a $99.98 at $100.02 market on a venue paying a $0.002…Market making · Applied
- The market is $99.98 at $100.02 and you lift the offer.Market making · Applied
- Make a ninety per cent market on the sum of ten fair dice.Market making · Applied
- What is your theoretical value for the maximum of three fair six-sided dice, to…Market making · Applied
- You are long a large position and want to shed it. What is the right quote adjustment?Market making · Applied
- Over a quoting round you buy 10 lots at 99 and sell 5 at 103.Market making · Applied
- You are short $475 of cash and long 5 lots after a round of quoting.Market making · Applied
- A bet wins with probability 0.55 and pays two to one.Market making · Applied
- The best bid is 100.00 for 900 shares and the best offer is 100.10 for 100 shares.Market making · Applied
- You buy 1,000 shares passively at a bid of $50.00, earning a maker rebate of…Market making · Applied
- You make a 95% market on the number of heads in 100 fair coin flips.Market making · Applied
- Make a market on the number of different faces that show when three fair dice are rolled.Market making · Applied
- Your passive fills capture a half-spread of 2 cents a share and earn a rebate of 0.2 cents.Market making · Applied
- Your offer is lifted for large size a fraction of a second after a headline you…Market making · Applied
- A value will move up or down with equal probability.Market making · Applied
- You are long 500 shares of a stock whose daily price changes have a standard…Market making · Applied
- In a trading game you sell 3 at 12, buy 2 at 10 and sell 4 at 13.Market making · Applied
- 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