Overview

About backtesting questions in quant interviews

This page collects every backtesting interview question on Myntbit. The 21 problems are tagged with the firms that ask them and ranked from easy to hard so you can drill the patterns in the order interviewers actually use. Backtesting crosses the boundary between the math, coding, and markets sections of a typical quant round, so candidates pulling from a single track usually still encounter it.

How to study this topic

A path that works

1. 1

   Start with the easy set

   Warm up with the 7 easy backtesting questions. Quick wins build pattern recognition before complexity ramps.

2. 2

   Drill the medium tier next

   11 medium questions sit in the sweet spot where most interview questions cluster. Time yourself, then redo any you missed two days later.

3. 3

   Stress-test on hard problems

   3 hard questions simulate the on-site round. Skip looking at solutions for at least 20 minutes, then write up your approach.