Problem set
Problems
1Hard2Easy3Medium4Medium5Easy6Easy7Medium8Medium9Easy10Medium11Medium12Hard13Easy14Medium15Medium16Medium17Medium18Easy19Easy20Medium21Medium22Easy23Medium24Easy25Medium26Medium27Medium28Medium29Easy30Medium31Medium32Medium33Medium34Medium35Easy36Easy37Medium38Medium39Medium40Hard41Easy42Medium43Hard44Medium45Medium46Hard47Hard48Easy49Easy50Medium51Medium52Medium53Hard54Easy55Easy56Medium57Easy58Easy59Easy60Easy61Easy62Medium63Easy64Easy65Medium66Hard67Medium68Hard69Medium70Medium71Medium72Medium73Easy74Easy75Medium76Medium77Hard78Medium79Medium80Medium81Medium82Medium83Easy84Medium85Medium86Medium87Hard88Medium89Medium90Easy91Medium92Medium93Easy94Easy95Easy96Easy97Easy98Medium99Medium100Easy101Easy102Medium103Medium104Easy105Medium106Easy107Easy108Easy109Medium110Easy111Medium112Easy113Easy114Medium115Medium116Easy117Medium118Easy119Easy120Medium121Easy122Easy123Easy124Medium125Medium126Medium127Medium128Medium129Medium130Medium131Medium132Easy133Medium134Medium135Easy136Easy137Easy138Easy139Easy140Medium141Easy142Easy143Medium
Screwy Pirates
Brain TeasersJane StreetOptiver
Trailing Zeros in 100!
Brain TeasersGoldman SachsJ.P. Morgan
Two Eggs, 100 Floors
Brain TeasersGoogleGoldman Sachs
Horse Race — Top 3
Brain TeasersGoogleTwo Sigma
Clock Hands at 3:15
Brain TeasersMorgan StanleyBarclays
Sum 1 to 100
Brain TeasersJane StreetGoldman Sachs
100 Lockers
Brain TeasersGoogleTwo Sigma
Poisoned Wine
Brain TeasersGoogleJane Street
Last Digit of 2^100
Brain TeasersGoldman SachsMorgan Stanley
Mislabeled Jars
Brain TeasersJane StreetOptiver
Burning Ropes — 45 Minutes
Brain TeasersGoldman SachsMorgan Stanley
12 Balls, One Odd
Brain TeasersCitadelJane Street+1
Handshakes at a Party
Brain TeasersGoldman Sachs
Bridge Crossing
Brain TeasersGoogleJane Street
Ants on a Triangle
Brain TeasersGoldman SachsOptiver
Water Jugs
Brain TeasersGoogle
Three Switches
Brain TeasersGoldman SachsMorgan Stanley
Coin Toss — Two Heads
ProbabilityJane Street
Monty Hall
ProbabilityGoldman SachsMorgan Stanley
Roll Until All Six Faces
ProbabilityGoogleTwo Sigma
Birthday Problem
ProbabilityGoldman SachsCitadel
Flips Until First Head
ProbabilityOptiverIMC Trading
Drunk Passenger
ProbabilityJane StreetCitadel
Two Dice Sum to 7
ProbabilityOptiverIMC Trading
Bayes — Disease Test
ProbabilityGoldman SachsTwo Sigma
Broken Stick Triangle
ProbabilityJane StreetCitadel
Top Two Aces
ProbabilitySIG / SusquehannaOptiver
Hat Check
ProbabilityJane StreetDE Shaw
Two Children
ProbabilityGoldman SachsMorgan Stanley
Expected Max of Two Dice
ProbabilityOptiverIMC Trading
Russian Roulette — Spin?
ProbabilityJane StreetCitadel
Expected Min of Two Dice
ProbabilityOptiverSIG / Susquehanna
Poisson — No Arrivals
ProbabilityTwo SigmaJump Trading
Exponential Survival
ProbabilityDE ShawMorgan Stanley
Expected Rolls for a Six
ProbabilityOptiverIMC Trading
At Least One Six
ProbabilitySIG / SusquehannaOptiver
Expected Max of Two Uniforms
ProbabilityJane StreetCitadel
Flips Until Two Heads in a Row
Stochastic ProcessesJane StreetCitadel
Gambler’s Ruin
Stochastic ProcessesJane StreetSIG / Susquehanna
Expectation of GBM
Stochastic ProcessesGoldman SachsMorgan Stanley
Variance of Brownian Motion
Stochastic ProcessesGoldman SachsMorgan Stanley
Covariance of Brownian Motion
Stochastic ProcessesGoldman SachsTwo Sigma
Expected Flips for HTH
Stochastic ProcessesJane StreetSIG / Susquehanna
Random Walk Recurrence
Stochastic ProcessesTwo SigmaDE Shaw
Quadratic Variation of BM
Stochastic ProcessesGoldman SachsTwo Sigma
Random Walk — Expected Steps
Stochastic ProcessesJane StreetTwo Sigma
Expected Running Max of BM
Stochastic ProcessesGoldman SachsDE Shaw
Definite Integral of x²
Calculus & Linear AlgebraGoldman Sachs
Limit of sin(x)/x
Calculus & Linear AlgebraGoldman SachsMorgan Stanley
Eigenvalues of a 2×2
Calculus & Linear AlgebraGoldman SachsCitadel
Gaussian Integral
Calculus & Linear AlgebraGoldman SachsTwo Sigma
Derivative of xˣ
Calculus & Linear AlgebraJane StreetCitadel
Maximize x^(1/x)
Calculus & Linear AlgebraJane StreetSIG / Susquehanna
Geometric Series
Calculus & Linear AlgebraGoldman Sachs
Limit of (1+1/n)^n
Calculus & Linear AlgebraGoldman SachsMorgan Stanley
Integral of x·e^(−x)
Calculus & Linear AlgebraGoldman SachsTwo Sigma
L'Hôpital — (eˣ−1)/x
Calculus & Linear AlgebraGoldman SachsMorgan Stanley
Derivative of ln(x)
Calculus & Linear AlgebraGoldman Sachs
Sum of First 10 Squares
Calculus & Linear AlgebraJane StreetTwo Sigma
Trace = Sum of Eigenvalues
Calculus & Linear AlgebraTwo SigmaGoldman Sachs
Determinant = Product of Eigenvalues
Calculus & Linear AlgebraTwo SigmaDE Shaw
Integrate x·eˣ
Calculus & Linear AlgebraGoldman SachsMorgan Stanley
Approximate cos(0.1)
Calculus & Linear AlgebraJane StreetOptiver
Two SumLeetCode
Algorithms & NumericalGoogleDE Shaw
Product of Array Except SelfLeetCode
Algorithms & NumericalTwo SigmaHRT
Trapping Rain WaterLeetCode
Algorithms & NumericalJane StreetCitadel Securities
Kth Largest ElementLeetCode
Algorithms & NumericalTwo SigmaDE Shaw
Sliding Window MaximumLeetCode
Algorithms & NumericalHRTJump Trading
Maximum Subarray (Kadane)LeetCode
Algorithms & NumericalTwo SigmaDE Shaw
Random Pick with WeightLeetCode
Algorithms & NumericalCitadelTwo Sigma
Shuffle an Array (Fisher-Yates)LeetCode
Algorithms & NumericalTwo SigmaDE Shaw
Best Time to Buy and Sell StockLeetCode
Algorithms & NumericalTwo SigmaDE Shaw
Monte Carlo — Estimate π
Algorithms & NumericalGoldman SachsTwo Sigma
Newton’s Method for √2
Algorithms & NumericalGoldman SachsJane Street
Rand10() from Rand7()LeetCode
Algorithms & NumericalJane StreetOptiver
Coin Change (DP)LeetCode
Algorithms & NumericalGoogleDE Shaw
Median of Two Sorted ArraysLeetCode
Algorithms & NumericalGoogleTwo Sigma
Online Stock SpanLeetCode
Algorithms & NumericalCitadel SecuritiesHRT
Time-Based Key-Value StoreLeetCode
Algorithms & NumericalTwo SigmaJump Trading
Best Time to Buy and Sell Stock IILeetCode
Algorithms & NumericalOptiverJane Street
Gas StationLeetCode
Algorithms & NumericalJane StreetCitadel
Jump GameLeetCode
Algorithms & NumericalGoogleDE Shaw
Nim GameLeetCode
Algorithms & NumericalJane StreetSIG / Susquehanna
Predict the WinnerLeetCode
Algorithms & NumericalJane StreetOptiver
LRU CacheLeetCode
Algorithms & NumericalTwo SigmaHRT
Longest Increasing SubsequenceLeetCode
Algorithms & NumericalTwo SigmaDE Shaw
Find Median from Data StreamLeetCode
Algorithms & NumericalTwo SigmaCitadel
Course ScheduleLeetCode
Algorithms & NumericalGoogleDE Shaw
Number of IslandsLeetCode
Algorithms & NumericalGoogleTwo Sigma
Put-Call Parity
FinanceGoldman SachsMorgan Stanley
Black-Scholes ATM Call
FinanceGoldman SachsMorgan Stanley
Risk-Neutral Probability
FinanceGoldman SachsJ.P. Morgan
Zero-Coupon Bond Price
FinanceGoldman SachsPIMCO
Futures Fair Value
FinanceGoldman SachsOptiver
Duration & Price Sensitivity
FinanceGoldman SachsJ.P. Morgan+1
Perpetuity Value
FinanceGoldman SachsJ.P. Morgan
Rule of 72
FinanceGoldman SachsMorgan Stanley
Gordon Growth Model
FinanceGoldman SachsMorgan Stanley
Implied Forward Rate
FinanceJ.P. MorganBarclays
Coupon Equals Yield
FinanceGoldman SachsPIMCO
Current Yield
FinanceBarclaysMorgan Stanley
Forward Price with a Dividend Yield
FinanceJ.P. MorganCitadel
FX Forward by Interest Parity
FinanceGoldman SachsBarclays
Duration and a Rate Move
FinancePIMCOBlackRock
Present Value of an Annuity
FinanceMorgan StanleyJ.P. Morgan
Real Rate of Return
FinancePIMCOCitadel
Delta of an ATM Call
Options & GreeksOptiverIMC Trading
Delta of a Forward
Options & GreeksOptiverIMC Trading
Gamma Near Expiry
Options & GreeksOptiverIMC Trading
Most Negative Put Delta
Options & GreeksGoldman SachsOptiver
Sign of Theta
Options & GreeksOptiverSIG / Susquehanna
Sign & Peak of Vega
Options & GreeksOptiverIMC Trading
Delta Hedging
Options & GreeksOptiverCitadel Securities
Early Exercise of a Call
Options & GreeksGoldman SachsMorgan Stanley
Delta of an ATM Straddle
Options & GreeksOptiverIMC Trading+1
How Dear Can a Call Be?
Options & GreeksJane StreetAkuna Capital
Value of a Box Spread
Options & GreeksOptiverCitadel Securities
Find the Put from Parity
Options & GreeksGoldman SachsMorgan Stanley
Delta of a Deep ITM Call
Options & GreeksIMC TradingOptiver
Worst Case with a Protective Put
Options & GreeksBarclaysJ.P. Morgan
Straddle Breakeven
Options & GreeksSIG / SusquehannaAkuna Capital
Covered Call Max Profit
Options & GreeksMorgan StanleyIMC Trading
Sharpe Ratio
Portfolio & RiskGoldman SachsAQR Capital
Two-Asset Portfolio Volatility
Portfolio & RiskGoldman SachsAQR Capital
Value at Risk (Normal)
Portfolio & RiskGoldman SachsMorgan Stanley+1
CVaR / Expected Shortfall
Portfolio & RiskAQR CapitalTwo Sigma
Diversification & Sharpe
Portfolio & RiskAQR CapitalCitadel
Maximum Drawdown
Portfolio & RiskCitadelTwo Sigma+1
Kelly Criterion
Portfolio & RiskCitadelJane Street
VaR Time Scaling
Portfolio & RiskGoldman SachsMorgan Stanley
Minimum-Variance Weight
Portfolio & RiskAQR CapitalBlackRock
Portfolio Beta
Portfolio & RiskGoldman SachsAQR Capital
Annualizing Sharpe
Portfolio & RiskTwo SigmaAQR Capital
Correlation of X and X²
StatisticsTwo SigmaDE Shaw
Variance of Uniform(0,1)
StatisticsGoldman SachsCitadel
OLS Slope
StatisticsTwo SigmaAQR Capital
Variance of a Sum
StatisticsGoldman SachsMorgan Stanley
Central Limit Theorem
StatisticsGoldman SachsMorgan Stanley
MLE of a Coin
StatisticsTwo SigmaDE Shaw
Covariance of a Linear Transform
StatisticsGoldman SachsAQR Capital
Range of Correlation
StatisticsGoldman SachsCitadel
Variance of a Scaled Variable
StatisticsGoldman Sachs
Variance of the Sample Mean
StatisticsTwo SigmaDE Shaw