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2 answers
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Interview question: strategy with perfect R2

I got a question in an interview, not sure if I got it: ‘’’ We trade stocks and futures, and you can both long and short for futures. Assume you built a perfect quantitative trading model with perfect ...
0xLN's user avatar
  • 111
4 votes
2 answers
295 views

A quant job interview question about (toy) futures

On Monday, you receive prices for each day of the week: $X_{1,1}, \ldots, X_{1,5}$. On Tuesday, you receive prices for Tuesday, Wednesday, Thursday, and Friday: $X_{2,2}, \ldots, X_{2,5}$. On ...
Aristodog's user avatar
  • 160
0 votes
1 answer
119 views

Stock trading data across multiple vendors interview question

I had the following coding question in a quant shop interview recently. I have no experience with quant finance, so I was hoping to get some insight on if this problem actually represents some real ...
user70981's user avatar
8 votes
10 answers
8k views

Probability Puzzle from a Quant Interview

An urn contains 20 balls colored each of the 7 colors of the rainbow (140 total balls). We select balls one-by-one without replacement. Given that in the first 70 draws we selected 5 more red balls ...
kaddy's user avatar
  • 152
2 votes
1 answer
379 views

Quant Interview - Best time to buy and short stock with position constraint

I was given a problem at a job interview, I'm trying to solve it afterwards You are given a list of N trades for some stock, you need to determine how much volume for each trade an ideal strategy ...
Mark Silverman's user avatar
1 vote
1 answer
509 views

evaluate the predictive power of a signal to predict stock price - interview question

I am a young Statistics graduate. A few days ago as an interview question, I have been asked to evaluate the predictive power of a Signal time series (supposedly output by an Artificial Intelligence ...
MaryM's user avatar
  • 11
7 votes
6 answers
11k views

Interview Market Making Strategy

This market-making question comes from a prop trading final round which I failed. I was told to make a market on the number of prime numbers between 1-100. I was confident the number was around 20-30. ...
MrChair549's user avatar
0 votes
1 answer
1k views

Quant Interview - Options pricing [closed]

I am fairly new to all this, merely read the first few chapters of "The Concepts and Practice of Mathematical Finance". I recently had a job interview and was asked a simple question about ...
Filipe Miguel's user avatar
3 votes
0 answers
424 views

Delta of FX Options, Different Currency in Trading Book - Trading Interview Question

Having done stochastic analysis in university, together with tons of other math courses, do never prepare you for an actual interview in trading. Stumbled on what I believe might be an easy question, ...
JRobb's user avatar
  • 31
5 votes
0 answers
325 views

What machine learning algorithms are important for quant interviews? [closed]

I'm not sure if this question is appropriate for this SE board. If not, I can definitely remove it. FWIW, I saw a few other interview-related questions posted on here. Anyways, I will be ...
anonuser01's user avatar
1 vote
1 answer
1k views

Two Probability Questions from Quantitative Finance Interview Book

I posted the two questions in math stack exchange one month ago but cannot get an answer, so I post it here and appreciate your advice:) I'm reading an interview book called A Practical Guide to ...
M00000001's user avatar
  • 657
11 votes
5 answers
5k views

Quantitative Finance Interview: Brainteaser Question/Birthday Problem

I'm reading an interview book called A Practical Guide to Quantitative Finance Interview by Xinfeng Zhou and I cannot make sense of the solution provided by the book, so I really appreciate your ...
M00000001's user avatar
  • 657
2 votes
1 answer
533 views

Cannot Understand The Ticket Line Question From Interview Book

I'm reading an interview book called A Practical Guide to Quantitative Finance Interviews (nickname: Greenbook) and cannot understand the following question(the question itself instead of its answers):...
M00000001's user avatar
  • 657
6 votes
4 answers
4k views

Interview Question - Card betting

I had to answer questions for a job interview today and I got these questions. I had no idea how to answer them. There is a deck of 12 cards numbered 1 to 12. One card is pulled from the deck at ...
Trent Conway's user avatar
1 vote
0 answers
1k views

Interview question on interest rate spread trade

Consider this interview question: Tell me how you'd construct a risk neutral cross country trade on the 2 year – 10 year interest rate spread in Germany and the U.S. What does "risk neutral" mean ...
farmer's user avatar
  • 25
6 votes
2 answers
850 views

Portfolio Analysis Interview Question

Suppose you have a portfolio of 100 options. Then I give you a subset of trades in which you can make. The trades consist of possible buys/sells of different options from different clients. Discuss ...
John Doe's user avatar
  • 387
10 votes
2 answers
6k views

Trading interview gambling question

You're invited to a one-on-one coin-flip gambling game. Your opponent has 1 million USD on hand (the max you can bet is 1 million USD). The payouts for flipping heads and tails are as follows: Tails: ...
Jojo's user avatar
  • 845
1 vote
2 answers
2k views

Product Control Fixed Income - Interview Question

This was asked to me in my product control interview. What factors contribute to the daily pnl of a bond, if you exclude daily carry, price change and interest rate change? There would still be a pnl, ...
user26425's user avatar
3 votes
2 answers
3k views

Preparation for interview: influx of power of the moon

I am preparing myself for an interview for a quantitative analyst position and one of the sample questions asked in previous examinations was: "Suppose the moon were to disintegrate, and fall to ...
Giuseppe's user avatar
1 vote
1 answer
684 views

How to answer this interview programming question about drawdowns?

I saw this question as an interview, and to be honest, I have no idea what it's even asking for: Write a function (in R or Python) that finds the stock drawdown which will trigger a rebalance, if ...
N N's user avatar
  • 11
1 vote
2 answers
645 views

Trading Interview Question (Bullish, Bearish)?

I recently had a trading interview, and they asked this question. However, I had no idea how to answer it, and I was wondering if you could help me undersatnd it. Say you have a set of returns ...
Job's user avatar
  • 11
13 votes
1 answer
6k views

Arbitrage opportunity interview question

I have seen this interview question mentioned in a couple of places: There are three call options on the market, with the same expiry and with strikes 10, 20, and 30. Suppose the call option with ...
Wokwok's user avatar
  • 133
3 votes
1 answer
4k views

Implied volatility interview question [closed]

If an implied volatility of an out of the money call option goes to infinity,what happens to the delta of the said call option?
M Pal's user avatar
  • 41
3 votes
1 answer
321 views

Single Most Important Fact about a Fund - Interview Question [closed]

I recently attended an interview to work as a software developer in an Asset Management company. I was asked by the interviewer: What is the most important piece of information that should be ...
Santiago 's user avatar