Calculus Questions for Systematic & Data-Driven Trading Interviews
A systematic & data-driven trading round does not test calculus the way a textbook does. This set is the overlap - the calculus questions that actually turn up in this format.
27 questions, all free to practise. The split is 2 easy, 17 medium, 8 hard.
- A race between two small-angle ratesEasyCalculusView →
- Where x squared log x bottoms outEasyCalculusView →
- A cube root by tangent lineMediumCalculusView →
- A divergent reciprocal expectationMediumRandom VariablesCalculusView →
- Arc length of a curveMediumCalculusView →
- Classify critical points of x^3 - 3xMediumCalculusView →
- Derivative of xˣMediumCalculusView →
- E[X | X > 0] for a standard normalMediumStatisticsCalculusView →
- How fast is the balloon growing?MediumCalculusView →
- Largest pen against a riverMediumCalculusView →
- Maximum rate of increaseMediumLinear AlgebraCalculusView →
- Mean value theorem for x^2MediumCalculusView →
- Median of a linear densityMediumRandom VariablesCalculusView →
- Newton's division-free reciprocalMediumCalculusView →
- Resonance in undetermined coefficientsMediumCalculusView →
- Second moment via the MGFMediumRandom VariablesCalculusView →
- The Gaussian integralMediumCalculusView →
- Variance of a time-weighted Itô integralMediumCalculusStochastic ProcessesView →
- x^4 coefficient of a composed seriesMediumCalculusView →
- A function minus its derivativeHardCalculusView →
- A telescoping partial-fraction sumHardCalculusView →
- Absorption in naive floating-point summationHardCalculusProgramming & DSAView →
- Buffon's needleHardProbabilityCalculusView →
- Exponential martingale compensatorHardCalculusStochastic ProcessesView →
- Quadratic variation of a scaled Itô integralHardCalculusStochastic ProcessesView →
- Triangle from three independent sticksHardProbabilityCalculusView →
- Two Newton iterations for a square rootHardCalculusProgramming & DSAView →
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