Medium Prop Trading Interview Questions
The level most prop trading questions actually land at.
91 questions, all free to practise. The topics that come up most are probability (20), calculus (14), finance & derivatives (13), random variables (13).
- 1000 bottles, one poisonedMediumBrainteasersView →
- A Cholesky diagonal entryMediumLinear AlgebraView →
- A family clustered at a round tableMediumCombinatoricsView →
- A point near the cone's baseMediumProbabilityCalculusView →
- A stationary probabilityMediumStochastic ProcessesView →
- Absorption probability on a lineMediumProbabilityStochastic ProcessesView →
- Arbitraging a mispriced forward loanMediumFinance & DerivativesView →
- Arc length of a curveMediumCalculusView →
- Arrivals before the rival streamMediumProbabilityStochastic ProcessesView →
- Backing out a correlationMediumRandom VariablesStatisticsView →
- Backing out the informed flow from imbalanceMediumMarket Making & Betting GamesView →
- Both even given an even sumMediumProbabilityConditional Probability & ExpectationView →
- Buyer count in a thinned arrival streamMediumProbabilityStochastic ProcessesView →
- Cheapest open-top boxMediumCalculusView →
- Coin-pile NimMediumBrainteasersMarket Making & Betting GamesView →
- Convergence of the integral of x^(-p)MediumCalculusView →
- Count set bitsMediumProgramming & DSAView →
- Counting the innermost callsMediumProgramming & DSAView →
- Covariance of sum and differenceMediumRandom VariablesStatisticsView →
- Density of a sum of two uniformsMediumProbabilityRandom VariablesView →
- Derangements of four itemsMediumCombinatoricsView →
- Dice game, up to three rollsMediumExpected ValueStochastic ProcessesView →
- Diversified VaR of two positionsMediumStatisticsFinance & DerivativesView →
- Duration-plus-convexity price moveMediumFinance & DerivativesView →
- Euclid's worst-case step countMediumProgramming & DSAView →
- Exact comparisons for min and maxMediumProgramming & DSAView →
- Expectation as a sum of tailsMediumRandom VariablesExpected ValueView →
- Expectation of −2 ln UMediumRandom VariablesCalculusView →
- Expected exponential of Brownian motionMediumStochastic ProcessesView →
- Expected maximum of three diceMediumRandom VariablesExpected ValueView →
- Expected sum of a random subsetMediumExpected ValueView →
- Fair outcome from a biased coinMediumProbabilityStatisticsView →
- First to roll a sixMediumProbabilityView →
- Five distinct ranksMediumProbabilityCombinatoricsView →
- Forward vs. futures priceMediumFinance & DerivativesView →
- Full housesMediumProbabilityCombinatoricsView →
- Gambler's ruinMediumProbabilityStochastic ProcessesView →
- Integral by substitution: 2x e^(x^2)MediumCalculusView →
- Inventory-skewed reservation priceMediumMarket Making & Betting GamesView →
- Inversions in a shuffleMediumCombinatoricsExpected ValueView →
- Joint default rangeMediumProbabilityFinance & DerivativesView →
- Larger eigenvalue of a 2×2MediumLinear AlgebraView →
- Last two digits of a powerMediumCombinatoricsBrainteasersView →
- Leibniz rule derivative at x = 1MediumCalculusView →
- Macaulay duration of a coupon bondMediumFinance & DerivativesView →
- Newton's division-free reciprocalMediumCalculusView →
- Number of runsMediumExpected ValueView →
- OLS slope from four pointsMediumStatisticsView →
- One hundred light bulbsMediumBrainteasersView →
- Optimal bid-ask placementMediumMarket Making & Betting GamesView →
- Order statistics of two uniformsMediumRandom VariablesStatisticsView →
- Painted cube, one face showingMediumProbabilityBrainteasersView →
- Par swap rate definitionMediumFinance & DerivativesView →
- Periodicity and limiting distributionMediumStochastic ProcessesView →
- Position of the first spadeMediumCombinatoricsExpected ValueView →
- Pricing a coupon bond off the spot curveMediumFinance & DerivativesView →
- Rate of a growing shadowMediumCalculusView →
- Reaching the target before ruinMediumStochastic ProcessesView →
- Reading order flowMediumMarket Making & Betting GamesView →
- Reducing a matrix power with Cayley–HamiltonMediumLinear AlgebraView →
- Rehedging a book after a moveMediumFinance & DerivativesView →
- Remaining life of a memoryless partMediumRandom VariablesView →
- Renewal-reward fraction of time runningMediumExpected ValueStochastic ProcessesView →
- Return time from a three-state chainMediumStochastic ProcessesView →
- Rolls until a face repeatsMediumProbabilityExpected ValueView →
- Short-straddle P&L when vol stays lowMediumFinance & DerivativesView →
- Sift-up swaps in a binary heapMediumProgramming & DSAView →
- Spaced onesMediumCombinatoricsView →
- Sum of independent PoissonsMediumProbabilityRandom VariablesView →
- The Markov propertyMediumStochastic ProcessesView →
- The St. Petersburg paradoxMediumExpected ValueMarket Making & Betting GamesView →
- The costliest mergeMediumProgramming & DSAView →
- The half-full nodeMediumProgramming & DSAView →
- The painted cubeMediumBrainteasersView →
- The profitable range of a short strangleMediumFinance & DerivativesView →
- Tiling a stripMediumCombinatoricsView →
- Two uniforms summing below a halfMediumProbabilityRandom VariablesView →
- Two uniforms summing past 1.5MediumProbabilityCalculusView →
- Two-sided p-value of a mean testMediumStatisticsView →
- Variance of a compound daily totalMediumRandom VariablesView →
- Variance of a lognormalMediumRandom VariablesFinance & DerivativesView →
- Variance of coins-per-die headsMediumRandom VariablesStatisticsView →
- Volume where two cylinders crossMediumCalculusView →
- What a p-value isMediumStatisticsView →
- When does the system fail to have a unique solution?MediumLinear AlgebraView →
- When time decay reversesMediumFinance & DerivativesView →
- Where the slope is steepest downhillMediumCalculusView →
- Which deck for two reds?MediumProbabilityView →
- Whose draw is larger?MediumProbabilityView →
- Winner's curseMediumMarket Making & Betting GamesView →
- Within distance d on the unit intervalMediumProbabilityCalculusView →
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