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Coding & systems
Algorithms
Complexity, optimisation, classic patterns
Overview
About algorithms questions in quant interviews
Data structures and algorithms in the form quant developers actually face. Focus on efficiency, complexity analysis, and optimisation, not just whiteboard pattern-matching.
How to study this topic
A path that works
- 1
Start with the easy set
Warm up with the 2 easy algorithms questions. Quick wins build pattern recognition before complexity ramps.
- 2
Drill the medium tier next
27 medium questions sit in the sweet spot where most interview questions cluster. Time yourself, then redo any you missed two days later.
- 3
Stress-test on hard problems
18 hard questions simulate the on-site round. Skip looking at solutions for at least 20 minutes, then write up your approach.
The library
All 47 algorithms questions
easyBinary Search Comparisons on Sorted Price LevelseasyEfficient Simple Moving AveragemediumStreaming Top K ComplexitymediumOrder Book Data StructuremediumExpected Hash CollisionsmediumAmortized Array DoublingmediumReservoir Sampling for Real-Time DatamediumLRU Cache Data StructuresmediumToken Bucket vs. Leaky BucketmediumParallel Merge Sort Time ComplexitymediumSIMD Vectorization SpeedupmediumAmortized Time Complexity of Union-FindmediumBuild Order AlgorithmmediumKahan Summation Algorithm AccuracymediumBond Price Change ApproximationmediumDV01 CalculationmediumSwap Rate vs. Par RatemediumOIS-SOFR Spread InterpretationmediumCredit Default Swap Trigger EventmediumImmunization with Duration MatchingmediumRepo Rate and FinancingmediumTIPS Principal AdjustmentmediumModulo Arithmetic: The SchedulermediumImplied Volatility CalculationmediumMemory-Mapped Tick Data AdvantagemediumMatching Engine Data StructuremediumBloom Filter: Trade DedupmediumConsistent Hashing Load BalancingmediumRed-Black Trees vs. B-Trees for DatabaseshardRunning Median Order Book ImpacthardLSM Tree vs B-Tree for Time SerieshardCache-Oblivious Matrix Multiply ComplexityhardConvertible Bond Embedded OptionhardKey Rate Duration vs. Effective DurationhardFactorial Trailing ZeroshardSegment Tree Range Query Time ComplexityhardFenwick Tree vs. Prefix Sum ArrayhardFFT Option Pricing SpeeduphardKaratsuba vs. Schoolbook Multiplication ComplexityhardLock-Free Queue and Compare-And-SwaphardHyperLogLog Error EstimationhardZ-Spread vs OAS on Callable BondshardCallable Bond ConvexityhardKMP Time ComplexityhardCount-Min Sketch Estimation BiashardSwaption Pricing ModelhardBootstrapping a Yield Curve
View all 47 algorithms questionsRelated topics