Stochastic Processes Questions for Systematic & Data-Driven Trading Interviews
A systematic & data-driven trading round does not test stochastic processes the way a textbook does. This set is the overlap - the stochastic processes questions that actually turn up in this format.
42 questions, all free to practise. The split is 3 easy, 21 medium, 18 hard.
- Covariance of summed Brownian motionsEasyStochastic ProcessesView →
- Variance of a sum of Brownian motionEasyStochastic ProcessesView →
- Where the arrivals landEasyProbabilityStochastic ProcessesView →
- A mean-reverting processMediumStochastic ProcessesFinance & DerivativesView →
- A stationary probabilityMediumStochastic ProcessesView →
- A two-step transitionMediumStochastic ProcessesView →
- An ant returning to its cornerMediumExpected ValueStochastic ProcessesView →
- Arrivals before the rival streamMediumProbabilityStochastic ProcessesView →
- Conditioning Brownian motion on its futureMediumStochastic ProcessesView →
- Covariance of a Poisson processMediumStochastic ProcessesView →
- Expected flips for HHMediumRandom VariablesExpected ValueView →
- Expected value of a mean-reverting processMediumStochastic ProcessesView →
- First passage to ±1MediumStochastic ProcessesView →
- Gambler's ruinMediumProbabilityStochastic ProcessesView →
- Log-dynamics of a geometric Brownian motionMediumStochastic ProcessesView →
- Norm of a doubly-stochastic stationary vectorMediumLinear AlgebraStochastic ProcessesView →
- Renewal-reward fraction of time runningMediumExpected ValueStochastic ProcessesView →
- Return time from a three-state chainMediumStochastic ProcessesView →
- Risk-neutral up probabilityMediumStochastic ProcessesFinance & DerivativesView →
- Short-rate modelsMediumStochastic ProcessesFinance & DerivativesView →
- Stationary distribution of a two-state chainMediumProbabilityStochastic ProcessesView →
- Variance of a Brownian combinationMediumStochastic ProcessesView →
- Variance of a time-weighted Itô integralMediumCalculusStochastic ProcessesView →
- Variance of integrated Brownian motionMediumStochastic ProcessesView →
- A 12 before two 7sHardProbabilityStochastic ProcessesView →
- Amoeba extinctionHardProbabilityStochastic ProcessesView →
- Branching process extinction (supercritical)HardProbabilityStochastic ProcessesView →
- Conditioning a Brownian bridgeHardStochastic ProcessesView →
- Ehrenfest urn stationary distributionHardProbabilityStochastic ProcessesView →
- Expected duration of a fair walkHardExpected ValueStochastic ProcessesView →
- Expected revisits of the start stateHardExpected ValueStochastic ProcessesView →
- Exponential martingale compensatorHardCalculusStochastic ProcessesView →
- Hitting zero on a ringHardProbabilityStochastic ProcessesView →
- Making change in lineHardCombinatoricsStochastic ProcessesView →
- Mean of a mean-reverting processHardStochastic ProcessesFinance & DerivativesView →
- Optional stopping between +3 and −5HardExpected ValueStochastic ProcessesView →
- Quadratic variation in mean-squareHardStochastic ProcessesView →
- Quadratic variation of a scaled Itô integralHardCalculusStochastic ProcessesView →
- Reflected paths ending below the levelHardProbabilityStochastic ProcessesView →
- Repainting balls to one colorHardExpected ValueStochastic ProcessesView →
- Two Brownian values, both positiveHardProbabilityStochastic ProcessesView →
- Variance of an Itô integralHardStochastic ProcessesView →
Widen the search
This set is a slice of two larger ones. If it is too narrow, start here instead:
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