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.
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- You add an array of shape (100, 5) to one of shape (5,). What happens?Python and data for quants · Foundation
- What happens with def f(x, acc=[]): acc.append(x); return acc?Python and data for quants · Foundation
- How much memory does a 5,000 × 5,000 float64 NumPy array use, in megabytes?Python and data for quants · Foundation
- A US equity session runs 6.5 hours. How many five-minute bars does it contain?Python and data for quants · Foundation
- An equity curve runs 100, 120, 90, 110. What is the maximum drawdown, as a decimal?Python and data for quants · Foundation
- What is sum([i * j for i in range(3) for j in range(3) if i != j])?Python and data for quants · Foundation
- What does -7 // 2 evaluate to in Python?Python and data for quants · Foundation
- After g = (x for x in range(3)) and list(g), what is len(list(g))?Python and data for quants · Foundation
- When should you compare with is rather than == in Python?Python and data for quants · Foundation
- How many elements does the result of adding NumPy arrays of shapes (3, 1) and (1, 4) have?Python and data for quants · Foundation
- What is the length of np.arange(10).reshape(2, 5).sum(axis=0)?Python and data for quants · Foundation
- What does pd.Series([1, None, 3]).mean() return?Python and data for quants · Foundation
- For prices 100,110,99, what is the last value of pct_change()?Python and data for quants · Foundation
- A Series has 10 values. How many non-missing values does s.rolling(3).mean() contain?Python and data for quants · Foundation
- The New York equity open is 9:30 local time.Python and data for quants · Foundation
- A strategy grows $100 to $150 over three years.Python and data for quants · Foundation
- A strategy wins 40% of trades with an average gain of 3 and loses 60% with an…Python and data for quants · Foundation
- You test x in container millions of times against a fixed collection of 100,000 ids.Python and data for quants · Foundation
- Building one-minute bars, part 1 of 3Python and data for quants · Foundation
- Shapes in a returns matrix, part 1 of 3Python and data for quants · Foundation
- A signal that sees the future, part 1 of 3Python and data for quants · Foundation
- A rolling mean, faster, part 1 of 3Python and data for quants · Foundation
- A backtest computes pnl = signal * returns, where both are indexed by day. What is wrong?Python and data for quants · Applied · Free solution
- You need the quote in force at the instant of each trade. Which join?Python and data for quants · Applied · Free solution
- A strategy has a daily Sharpe ratio of 0.1. What is its annualised Sharpe ratio?Python and data for quants · Applied
- Your gross Sharpe ratio is 2 and your net Sharpe ratio is 0.1.Python and data for quants · Applied
- You compute a feature with df.rolling(21, center=True).mean().Python and data for quants · Applied
- Roughly how much memory does a list of ten million distinct Python integers…Python and data for quants · Applied
- You slice a[::2] and then modify the result. What happens to a?Python and data for quants · Applied
- You add two pandas Series with partly different indexes. What do you get?Python and data for quants · Applied
- A $100 stock goes ex-dividend by $2.Python and data for quants · Applied
- Profiling shows 60% of runtime in one function.Python and data for quants · Applied
- What does [f() for f in [lambda: i for i in range(3)]] evaluate to?Python and data for quants · Applied
- After a = [[0] * 3] * 3 and a[0][0] = 1, what is sum(map(sum, a))?Python and data for quants · Applied
- What does round(2.5) return in Python 3?Python and data for quants · Applied
- What is the value in np.array([127], dtype=np.int8) + 1?Python and data for quants · Applied
- You take b = a[[0, 2, 4]] from a NumPy array a and then set b[0] = 99. What happens to a?Python and data for quants · Applied
- For the data 1,2,3,4, pandas’ Series.std() (default ddof=1) returns what, to…Python and data for quants · Applied
- A daily signal is computed from each day’s close.Python and data for quants · Applied
- Prices go 100 → 110 → 99. What is the total log return, to five decimals?Python and data for quants · Applied