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The Essentials

· self-paced

Start here. A curated set of the highest-yield, most-asked problems every quant candidate should be able to do cold, whatever the role.

Sign in to track your progress — each problem checks off as you solve it.

01Probability Classics

21
Coin Toss — Two Heads
ProbabilityJane Street
53%Easy22
Monty Hall
ProbabilityGoldman SachsMorgan Stanley
56%Easy32
Two Children
ProbabilityGoldman SachsMorgan Stanley
66%Easy28
Bayes — Disease Test
ProbabilityGoldman SachsTwo Sigma
55%Medium26
Drunk Passenger
ProbabilityJane StreetCitadel
55%Medium24
Birthday Problem
ProbabilityGoldman SachsCitadel
52%Medium

02Expected Value & Mental Math

25
Flips Until First Head
ProbabilityOptiverIMC Trading
69%Easy23
Roll Until All Six Faces
ProbabilityGoogleTwo Sigma
41%Medium46
Flips Until Two Heads in a Row
Stochastic ProcessesJane StreetCitadel
44%Medium33
Expected Max of Two Dice
ProbabilityOptiverIMC Trading
41%Medium

03Market Making

137
Make a Market on Two Dice
Market Making & GamesOptiverSIG / Susquehanna
87%Easy139
Roll, Keep or Re-roll
Market Making & GamesJane StreetSIG / Susquehanna
45%Medium145
Kelly with 2-to-1 Odds
Market Making & GamesSIG / SusquehannaDRW
40%Medium

04Signature Brain Teasers

1
Screwy Pirates
Brain TeasersJane StreetOptiver
51%Hard7
100 Lockers
Brain TeasersGoogleTwo Sigma
62%Medium29
Broken Stick Triangle
ProbabilityJane StreetCitadel
43%Medium

05Stochastic Calculus

47
Gambler’s Ruin
Stochastic ProcessesJane StreetSIG / Susquehanna
72%Medium48
Expectation of GBM
Stochastic ProcessesGoldman SachsMorgan Stanley
59%Hard49
Variance of Brownian Motion
Stochastic ProcessesGoldman SachsMorgan Stanley
69%Easy

06Core Math

65
Gaussian Integral
Calculus & Linear AlgebraGoldman SachsTwo Sigma
43%Medium69
Limit of (1+1/n)^n
Calculus & Linear AlgebraGoldman SachsMorgan Stanley
55%Easy64
Eigenvalues of a 2×2
Calculus & Linear AlgebraGoldman SachsCitadel
80%Medium

07Options & Pricing

104
Put-Call Parity
FinanceGoldman SachsMorgan Stanley
66%Easy105
Black-Scholes ATM Call
FinanceGoldman SachsMorgan Stanley
72%Medium121
Delta of an ATM Call
Options & GreeksOptiverIMC Trading
61%Easy106
Risk-Neutral Probability
FinanceGoldman SachsJ.P. Morgan
81%Medium108
Futures Fair Value
FinanceGoldman SachsOptiver
63%Easy

08Risk & Portfolio

155
Sharpe Ratio
Portfolio & RiskGoldman SachsAQR Capital
83%Easy157
Value at Risk (Normal)
Portfolio & RiskGoldman SachsMorgan StanleyMillennium Management
54%Medium161
Kelly Criterion
Portfolio & RiskCitadelJane Street
59%Medium156
Two-Asset Portfolio Volatility
Portfolio & RiskGoldman SachsAQR Capital
44%Medium

09Statistics

176
Central Limit Theorem
StatisticsGoldman SachsMorgan Stanley
74%Easy172
Correlation of X and X²
StatisticsTwo SigmaDE Shaw
74%Medium

10Coding (LeetCode)

78
Two SumLeetCode
Algorithms & NumericalGoogleDE Shaw
Easy86
Best Time to Buy and Sell StockLeetCode
Algorithms & NumericalTwo SigmaDE Shaw
Medium82
Sliding Window MaximumLeetCode
Algorithms & NumericalHRTJump Trading
Hard89
Rand10() from Rand7()LeetCode
Algorithms & NumericalJane StreetOptiver
Medium