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Quantitative Trader Interview Questions
1,130 quantitative trader interview questions shared by candidates
Basic coding and data structures questions
Find the area of the intersection of circles centered at (0,1) and (1,0) with radius 1.
30 people toss a coin 162 times, what’s the expected value of the maximum number of consecutive heads they got?
You roll seven 6-sided dice, what’s the probability that their sum is in [17, 27]?
You cut a plane with 6 lines, what’s the maximum of regions created?
To best hedge a call option purchased at strike 90, which option should I buy/sell?
Technical Interview Question (TIQ): You have arrived on an unfamiliar planet. While walking through a cemetery and reading the inscriptions on tombstones, you realize that the average lifespan of the planet’s inhabitants is 50 years. Later, you meet a 20-year-old inhabitant who asks you, “On average, how much longer do I have to live?” Could it be possible that the answer to this question, regardless of the inhabitant’s age, is always 50 years?
MTQ: In one HFT-fund, a trader whose profits can vary widely from month to month (there is no stable algorithm) wants a promotion. The management evaluates this trader's result each month by the categories "large profit" and "small profit". Management will be ready to promote the trader, if in the next 2 months his algorithm generates a large profit. In this case, if the algorithm generates a large profit in the current month, the next month the profit of the algorithm will be small with a probability of 0.7. If the algorithm's profit in the current month was small, then the next month the probability that it will become large is 0.4. What is the probability that the trader will be promoted if management estimates his profit to be large in the current month? Answers: (0.3; 0.7; 0.09; 0.58; 0.12)
What's the maximum capacity of your strategy? List all the factors you used for your prediction model How do you make a trade with your model?
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