Medium Systematic & Data-Driven Trading Interview Questions
The level most systematic & data-driven trading questions actually land at.
164 questions, all free to practise. The topics that come up most are statistics (40), random variables (30), linear algebra (27), probability (21).
- 25 horses, 5 tracksMediumBrainteasersView →
- A CLT tail probabilityMediumStatisticsView →
- A Cholesky diagonal entryMediumLinear AlgebraView →
- A Gram–Schmidt R entryMediumLinear AlgebraView →
- A cube ending in elevenMediumProbabilityBrainteasersView →
- A cube root by tangent lineMediumCalculusView →
- A difference of three normalsMediumRandom VariablesStatisticsView →
- A divergent reciprocal expectationMediumRandom VariablesCalculusView →
- A mean-reverting processMediumStochastic ProcessesFinance & DerivativesView →
- A ratio of gamma valuesMediumRandom VariablesView →
- A relay team with a feudMediumCombinatoricsView →
- A stationary probabilityMediumStochastic ProcessesView →
- A tenth power of a matrixMediumLinear AlgebraView →
- A two-step transitionMediumStochastic ProcessesView →
- All six faces (coupon collector)MediumRandom VariablesExpected ValueView →
- An ant returning to its cornerMediumExpected ValueStochastic ProcessesView →
- Arbitraging a mispriced forward loanMediumFinance & DerivativesView →
- Arc length of a curveMediumCalculusView →
- Arrivals before the rival streamMediumProbabilityStochastic ProcessesView →
- Average salary, kept privateMediumBrainteasersStatisticsView →
- Back out the market premium, then price a stockMediumStatisticsFinance & DerivativesView →
- Balanced parenthesesMediumCombinatoricsProgramming & DSAView →
- Bayes: did it rain?MediumConditional Probability & ExpectationStatisticsView →
- Best linear blend of two estimatesMediumRandom VariablesStatisticsView →
- Binary search on 1000: the worst caseMediumProgramming & DSAView →
- Boy–girl neighbors in a lineMediumCombinatoricsExpected ValueView →
- Classify critical points of x^3 - 3xMediumCalculusView →
- Condition numberMediumLinear AlgebraView →
- Conditional mean on a circleMediumConditional Probability & ExpectationRandom VariablesView →
- Conditioning Brownian motion on its futureMediumStochastic ProcessesView →
- Confidence interval with the right pivotMediumStatisticsView →
- Convexity correction signMediumFinance & DerivativesView →
- 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 →
- Derangements of four itemsMediumCombinatoricsView →
- Derivative of xˣMediumCalculusView →
- Determinant of a 3×3MediumLinear AlgebraView →
- Determinant of a compound expressionMediumLinear AlgebraView →
- Determinant of an orthogonal matrixMediumLinear AlgebraView →
- Digits of concatenated powersMediumBrainteasersView →
- Disease test (Bayes)MediumConditional Probability & ExpectationStatisticsView →
- Distinct faces in five rollsMediumCombinatoricsExpected ValueView →
- 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 →
- Equivalent continuously-compounded rateMediumFinance & DerivativesView →
- Euclid's worst-case step countMediumProgramming & DSAView →
- Expected ascents in a shuffleMediumCombinatoricsExpected ValueView →
- 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 →
- Expected sum of a random subsetMediumExpected ValueView →
- Expected value of a mean-reverting processMediumStochastic ProcessesView →
- Finite-difference stabilityMediumFinance & DerivativesProgramming & DSAView →
- First passage to ±1MediumStochastic ProcessesView →
- Forward vs. futures priceMediumFinance & DerivativesView →
- Fourth moment of a shifted normalMediumProbabilityRandom VariablesView →
- Fox, goose, beans crossingMediumBrainteasersView →
- Gambler's ruinMediumProbabilityStochastic ProcessesView →
- Gap between two uniformsMediumExpected ValueStatisticsView →
- Growth rate of a rank-one eigenvalueMediumLinear AlgebraView →
- Guess 2/3 of the averageMediumMarket Making & Betting GamesView →
- How explosive is naive Fibonacci?MediumProgramming & DSAView →
- How fast is the balloon growing?MediumCalculusView →
- How large can the off-diagonal be?MediumLinear AlgebraView →
- How many trials to poll a proportionMediumRandom VariablesStatisticsView →
- How much a control variate helpsMediumFinance & DerivativesProgramming & DSAView →
- How often the smallest disk movesMediumProgramming & DSAView →
- Kelly sizing on an asymmetric betMediumMarket Making & Betting GamesView →
- Largest eigenvalue of a rank-one updateMediumLinear AlgebraView →
- Largest pen against a riverMediumCalculusView →
- Letters into envelopesMediumProbabilityExpected ValueView →
- Log-dynamics of a geometric Brownian motionMediumStochastic ProcessesView →
- Macaulay duration of a coupon bondMediumFinance & DerivativesView →
- Marking a seasoned forwardMediumFinance & DerivativesView →
- Maximum rate of increaseMediumLinear AlgebraCalculusView →
- Maximum variance on an intervalMediumRandom VariablesStatisticsView →
- Mean value theorem for x^2MediumCalculusView →
- Median of a linear densityMediumRandom VariablesCalculusView →
- Median of a list and its squaresMediumCombinatoricsStatisticsView →
- Memoryless waitingMediumConditional Probability & ExpectationRandom VariablesView →
- Minimum-variance portfolio weightMediumStatisticsFinance & DerivativesView →
- 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 →
- Nullity of a concrete matrixMediumLinear AlgebraView →
- One hundred light bulbsMediumBrainteasersView →
- Onto functionsMediumCombinatoricsView →
- Positive semidefinitenessMediumStatisticsLinear AlgebraView →
- Power iterationMediumLinear AlgebraProgramming & DSAView →
- Power of three in a factorialMediumCombinatoricsView →
- Projecting onto a lineMediumLinear AlgebraView →
- Quickselect average complexityMediumProgramming & DSAView →
- Quicksort's worst case, countedMediumProgramming & DSAView →
- Rank and nullity of a rotationMediumLinear AlgebraView →
- Ratio of partial sumsMediumRandom VariablesExpected ValueView →
- Reading an R²MediumStatisticsView →
- Rebuilding a tower of ten ringsMediumBrainteasersProgramming & DSAView →
- Recovering an eigenvector from its eigenvalueMediumLinear AlgebraView →
- Regression to the meanMediumBrainteasersStatisticsView →
- Renewal-reward fraction of time runningMediumExpected ValueStochastic ProcessesView →
- Resonance in undetermined coefficientsMediumCalculusView →
- Return time from a three-state chainMediumStochastic ProcessesView →
- Right angles in 12 hoursMediumBrainteasersView →
- Risk-neutral up probabilityMediumStochastic ProcessesFinance & DerivativesView →
- Sampling an exponential from a uniformMediumRandom VariablesProgramming & DSAView →
- Screening a rare diseaseMediumConditional Probability & ExpectationStatisticsView →
- Second moment via the MGFMediumRandom VariablesCalculusView →
- Second-price auction strategyMediumProbabilityMarket Making & Betting GamesView →
- Short-rate modelsMediumStochastic ProcessesFinance & DerivativesView →
- Singular values via AᵀAMediumLinear AlgebraView →
- Sizing an index-futures hedge in contractsMediumStatisticsFinance & DerivativesView →
- Spam filterMediumProbabilityConditional Probability & ExpectationView →
- Spectrum of a constant-diagonal matrixMediumLinear AlgebraView →
- Spectrum of a symmetric matrixMediumStatisticsLinear AlgebraView →
- Squares on a chessboard, tilted ones includedMediumCombinatoricsBrainteasersView →
- Stationary distribution of a two-state chainMediumProbabilityStochastic ProcessesView →
- Subsets with no neighborsMediumCombinatoricsView →
- Sum and difference of perfectly correlated variablesMediumRandom VariablesStatisticsView →
- Sum of squared standard normalsMediumRandom VariablesStatisticsView →
- Sum of the pandigital numbersMediumCombinatoricsBrainteasersView →
- Swapping the regression variablesMediumStatisticsView →
- The Gaussian integralMediumCalculusView →
- The German tank problemMediumExpected ValueStatisticsView →
- The cab problemMediumProbabilityConditional Probability & ExpectationView →
- The first component to failMediumRandom VariablesView →
- The last lightbulb to burn outMediumRandom VariablesExpected ValueView →
- The painted cubeMediumBrainteasersView →
- The same number of tailsMediumProbabilityCombinatoricsView →
- Trace of A-transpose-AMediumLinear AlgebraView →
- Trace of a productMediumLinear AlgebraView →
- Trailing zeros of 100!MediumCombinatoricsView →
- Two positive testsMediumProbabilityConditional Probability & ExpectationView →
- Uncorrelated but dependentMediumRandom VariablesStatisticsView →
- Variance explained by a regressionMediumStatisticsLinear AlgebraView →
- Variance of a Brownian combinationMediumStochastic ProcessesView →
- Variance of a lognormalMediumRandom VariablesFinance & DerivativesView →
- Variance of a squared normalMediumRandom VariablesStatisticsView →
- Variance of a time-weighted Itô integralMediumCalculusStochastic ProcessesView →
- Variance of a two-regime returnMediumRandom VariablesStatisticsView →
- Variance of hearts in eight cardsMediumCombinatoricsStatisticsView →
- Variance of integrated Brownian motionMediumStochastic ProcessesView →
- Variance of the larger of two diceMediumRandom VariablesStatisticsView →
- Variance-minimizing hedgeMediumProbabilityStatisticsView →
- What 'unbiased' meansMediumStatisticsView →
- When the naive shuffle is biasedMediumProgramming & DSAView →
- Which machine made the defect?MediumConditional Probability & ExpectationStatisticsView →
- Why covariance matrices are PSDMediumStatisticsLinear AlgebraView →
- Will they meet?MediumProbabilityView →
- Winning from deuceMediumProbabilityConditional Probability & ExpectationView →
- X positive given the sum is positiveMediumProbabilityRandom VariablesView →
- k-th order statisticMediumExpected ValueStatisticsView →
- x^4 coefficient of a composed seriesMediumCalculusView →
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