Market Making & Betting Games Interview Questions for Quant Researchers
Quant Researchers get asked market making & betting games differently from other quant roles - the emphasis shifts with what the job actually does. This is that slice.
12 questions, all free to practise. The split is 8 medium, 4 hard.
- Backing out a margin-free probabilityMediumMarket Making & Betting GamesView →
- Coin-pile NimMediumBrainteasersMarket Making & Betting GamesView →
- Fair value after an informed buyMediumConditional Probability & ExpectationMarket Making & Betting GamesView →
- Guess 2/3 of the averageMediumMarket Making & Betting GamesView →
- Inventory-skewed reservation priceMediumMarket Making & Betting GamesView →
- Kelly sizing on an asymmetric betMediumMarket Making & Betting GamesView →
- Pricing a squared payoffMediumExpected ValueMarket Making & Betting GamesView →
- The St. Petersburg paradoxMediumExpected ValueMarket Making & Betting GamesView →
- Deriving the first-price shading factorHardProbabilityExpected ValueView →
- Pirate gameHardMarket Making & Betting GamesView →
- The all-pay auctionHardProbabilityExpected ValueView →
- The reroll advantage in a die duelHardProbabilityMarket Making & Betting GamesView →
Widen the search
This set is a slice of two larger ones. If it is too narrow, start here instead:
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