Medium Systematic & Data-Driven Trading Interview Questions
The level most systematic & data-driven trading questions actually land at.
164 questions, 80 of them free to practise right now. The topics that come up most are statistics (40), random variables (30), linear algebra (27), probability (21).
- 25 horses, 5 tracksMediumBrainteasersView →
- A Cholesky diagonal entryMediumLinear AlgebraView →
- A Gram–Schmidt R entryMediumLinear AlgebraView →
- A cube ending in elevenMediumProbabilityBrainteasersView →
- A difference of three normalsMediumRandom VariablesStatisticsView →
- A ratio of gamma valuesMediumRandom VariablesView →
- A tenth power of a matrixMediumLinear AlgebraView →
- All six faces (coupon collector)MediumRandom VariablesExpected ValueView →
- An ant returning to its cornerMediumExpected ValueStochastic ProcessesView →
- Average salary, kept privateMediumBrainteasersStatisticsView →
- Balanced parenthesesMediumCombinatoricsProgramming & DSAView →
- Bayes: did it rain?MediumConditional Probability & ExpectationStatisticsView →
- Best linear blend of two estimatesMediumRandom VariablesStatisticsView →
- Boy–girl neighbors in a lineMediumCombinatoricsExpected ValueView →
- Conditional mean on a circleMediumConditional Probability & ExpectationRandom VariablesView →
- Correlation of two face-countsMediumProbabilityStatisticsView →
- Cosine of a conditional meanMediumProbabilityConditional Probability & ExpectationView →
- Covariance from a triangular densityMediumRandom VariablesStatisticsView →
- Covariance of a Poisson processMediumStochastic ProcessesView →
- Covariance of sum and differenceMediumRandom VariablesStatisticsView →
- Deleting every other number on a circleMediumCombinatoricsBrainteasersView →
- Density of a sum of two uniformsMediumProbabilityRandom VariablesView →
- Derivative of xˣMediumCalculusView →
- Digits of concatenated powersMediumBrainteasersView →
- Disease test (Bayes)MediumConditional Probability & ExpectationStatisticsView →
- Distinct faces in three rollsMediumExpected ValueView →
- E[X | X > 0] for a standard normalMediumStatisticsCalculusView →
- Eigenvalues of a projectionMediumLinear AlgebraView →
- Eigenvalues of a rotationMediumLinear AlgebraView →
- Enlarging a square orchardMediumBrainteasersView →
- Expected flips for HHMediumRandom VariablesExpected ValueView →
- Expected gap between two normalsMediumRandom VariablesView →
- Expected gap on 30-sided diceMediumProbabilityExpected ValueView →
- Expected square of a random unit complex numberMediumProbabilityRandom VariablesView →
- First passage to ±1MediumStochastic ProcessesView →
- Fox, goose, beans crossingMediumBrainteasersView →
- Gambler's ruinMediumProbabilityStochastic ProcessesView →
- Growth rate of a rank-one eigenvalueMediumLinear AlgebraView →
- Guess 2/3 of the averageMediumMarket Making & Betting GamesView →
- How large can the off-diagonal be?MediumLinear AlgebraView →
- How much a control variate helpsMediumFinance & DerivativesProgramming & DSAView →
- Kelly sizing on an asymmetric betMediumMarket Making & Betting GamesView →
- Largest eigenvalue of a rank-one updateMediumLinear AlgebraView →
- Letters into envelopesMediumProbabilityExpected ValueView →
- Log-dynamics of a geometric Brownian motionMediumStochastic ProcessesView →
- Maximum variance on an intervalMediumRandom VariablesStatisticsView →
- Median of a list and its squaresMediumCombinatoricsStatisticsView →
- Minimum-variance weightsMediumStatisticsFinance & DerivativesView →
- Multiplications in fast exponentiationMediumProgramming & DSAView →
- Newton's division-free reciprocalMediumCalculusView →
- No two neighboring bulbs litMediumProbabilityCombinatoricsView →
- Non-attacking rooksMediumCombinatoricsView →
- Norm of a doubly-stochastic stationary vectorMediumLinear AlgebraStochastic ProcessesView →
- One hundred light bulbsMediumBrainteasersView →
- Quicksort's worst case, countedMediumProgramming & DSAView →
- Rank and nullity of a rotationMediumLinear AlgebraView →
- Ratio of partial sumsMediumRandom VariablesExpected ValueView →
- Rebuilding a tower of ten ringsMediumBrainteasersProgramming & DSAView →
- Resonance in undetermined coefficientsMediumCalculusView →
- Sampling an exponential from a uniformMediumRandom VariablesProgramming & DSAView →
- Spectrum of a constant-diagonal matrixMediumLinear AlgebraView →
- Spectrum of a symmetric matrixMediumStatisticsLinear AlgebraView →
- Sum and difference of perfectly correlated variablesMediumRandom VariablesStatisticsView →
- Sum of the pandigital numbersMediumCombinatoricsBrainteasersView →
- Swapping the regression variablesMediumStatisticsView →
- The Gaussian integralMediumCalculusView →
- The German tank problemMediumExpected ValueStatisticsView →
- The last lightbulb to burn outMediumRandom VariablesExpected ValueView →
- The same number of tailsMediumProbabilityCombinatoricsView →
- Trace of a productMediumLinear AlgebraView →
- Trailing zeros of 100!MediumCombinatoricsView →
- Uncorrelated but dependentMediumRandom VariablesStatisticsView →
- Variance of a Brownian combinationMediumStochastic ProcessesView →
- Variance of a time-weighted Itô integralMediumCalculusStochastic ProcessesView →
- Variance of hearts in eight cardsMediumCombinatoricsStatisticsView →
- Variance of integrated Brownian motionMediumStochastic ProcessesView →
- Variance of the larger of two diceMediumRandom VariablesStatisticsView →
- When the naive shuffle is biasedMediumProgramming & DSAView →
- Will they meet?MediumProbabilityView →
- X positive given the sum is positiveMediumProbabilityRandom VariablesView →
- A CLT tail probabilityMediumStatistics Premium
- A cube root by tangent lineMediumCalculus Premium
- A divergent reciprocal expectationMediumRandom VariablesCalculus Premium
- A mean-reverting processMediumStochastic ProcessesFinance & Derivatives Premium
- A relay team with a feudMediumCombinatorics Premium
- A stationary probabilityMediumStochastic Processes Premium
- A two-step transitionMediumStochastic Processes Premium
- Arbitraging a mispriced forward loanMediumFinance & Derivatives Premium
- Arc length of a curveMediumCalculus Premium
- Arrivals before the rival streamMediumProbabilityStochastic Processes Premium
- Back out the market premium, then price a stockMediumStatisticsFinance & Derivatives Premium
- Classify critical points of x^3 - 3xMediumCalculus Premium
- Condition numberMediumLinear Algebra Premium
- Conditioning Brownian motion on its futureMediumStochastic Processes Premium
- Confidence interval with the right pivotMediumStatistics Premium
- Convexity correction signMediumFinance & Derivatives Premium
- Derangements of four itemsMediumCombinatorics Premium
- Determinant of a 3×3MediumLinear Algebra Premium
- Determinant of a compound expressionMediumLinear Algebra Premium
- Determinant of an orthogonal matrixMediumLinear Algebra Premium
- Distinct faces in five rollsMediumCombinatoricsExpected Value Premium
- Equivalent continuously-compounded rateMediumFinance & Derivatives Premium
- Euclid's worst-case step countMediumProgramming & DSA Premium
- Expected ascents in a shuffleMediumCombinatoricsExpected Value Premium
- Expected sum of a random subsetMediumExpected Value Premium
- Expected value of a mean-reverting processMediumStochastic Processes Premium
- Finite-difference stabilityMediumFinance & DerivativesProgramming & DSA Premium
- Forward vs. futures priceMediumFinance & Derivatives Premium
- Fourth moment of a shifted normalMediumProbabilityRandom Variables Premium
- Gap between two uniformsMediumExpected ValueStatistics Premium
- How explosive is naive Fibonacci?MediumProgramming & DSA Premium
- How fast is the balloon growing?MediumCalculus Premium
- How many trials to poll a proportionMediumRandom VariablesStatistics Premium
- How often the smallest disk movesMediumProgramming & DSA Premium
- Largest pen against a riverMediumCalculus Premium
- Macaulay duration of a coupon bondMediumFinance & Derivatives Premium
- Marking a seasoned forwardMediumFinance & Derivatives Premium
- Maximum rate of increaseMediumLinear AlgebraCalculus Premium
- Mean value theorem for x^2MediumCalculus Premium
- Median of a linear densityMediumRandom VariablesCalculus Premium
- Memoryless waitingMediumConditional Probability & ExpectationRandom Variables Premium
- Minimum-variance portfolio weightMediumStatisticsFinance & Derivatives Premium
- Nullity of a concrete matrixMediumLinear Algebra Premium
- Onto functionsMediumCombinatorics Premium
- Positive semidefinitenessMediumStatisticsLinear Algebra Premium
- Power iterationMediumLinear AlgebraProgramming & DSA Premium
- Power of three in a factorialMediumCombinatorics Premium
- Projecting onto a lineMediumLinear Algebra Premium
- Quickselect average complexityMediumProgramming & DSA Premium
- Reading an R²MediumStatistics Premium
- Recovering an eigenvector from its eigenvalueMediumLinear Algebra Premium
- Regression to the meanMediumBrainteasersStatistics Premium
- Renewal-reward fraction of time runningMediumExpected ValueStochastic Processes Premium
- Return time from a three-state chainMediumStochastic Processes Premium
- Right angles in 12 hoursMediumBrainteasers Premium
- Risk-neutral up probabilityMediumStochastic ProcessesFinance & Derivatives Premium
- Screening a rare diseaseMediumConditional Probability & ExpectationStatistics Premium
- Second moment via the MGFMediumRandom VariablesCalculus Premium
- Second-price auction strategyMediumProbabilityMarket Making & Betting Games Premium
- Short-rate modelsMediumStochastic ProcessesFinance & Derivatives Premium
- Singular values via AᵀAMediumLinear Algebra Premium
- Sizing an index-futures hedge in contractsMediumStatisticsFinance & Derivatives Premium
- Spam filterMediumProbabilityConditional Probability & Expectation Premium
- Squares on a chessboardMediumCombinatoricsBrainteasers Premium
- Stationary distribution of a two-state chainMediumProbabilityStochastic Processes Premium
- Subsets with no neighborsMediumCombinatorics Premium
- Sum of squared standard normalsMediumRandom VariablesStatistics Premium
- The cab problemMediumProbabilityConditional Probability & Expectation Premium
- The first component to failMediumRandom Variables Premium
- The painted cubeMediumBrainteasers Premium
- Trace of A-transpose-AMediumLinear Algebra Premium
- Two eggs, one hundred floorsMediumProgramming & DSA Premium
- Two positive testsMediumProbabilityConditional Probability & Expectation Premium
- Variance explained by a regressionMediumStatisticsLinear Algebra Premium
- Variance of a lognormalMediumRandom VariablesFinance & Derivatives Premium
- Variance of a squared normalMediumRandom VariablesStatistics Premium
- Variance of a two-regime returnMediumRandom VariablesStatistics Premium
- Variance-minimizing hedgeMediumProbabilityStatistics Premium
- What 'unbiased' meansMediumStatistics Premium
- Which machine made the defect?MediumConditional Probability & ExpectationStatistics Premium
- Why covariance matrices are PSDMediumStatisticsLinear Algebra Premium
- Winning from deuceMediumProbabilityConditional Probability & Expectation Premium
- k-th order statisticMediumExpected ValueStatistics Premium
- x^4 coefficient of a composed seriesMediumCalculus Premium
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