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Coding & systems
Data Manipulation
Pandas, NumPy, research-style problems
Overview
About data manipulation questions in quant interviews
Python problems framed for quant research: data manipulation with pandas/NumPy, vectorisation, and the kind of one-shot scripts you'd actually write on a desk.
How to study this topic
A path that works
- 1
Start with the easy set
Warm up with the 17 easy data manipulation questions. Quick wins build pattern recognition before complexity ramps.
- 2
Drill the medium tier next
50 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
31 hard questions simulate the on-site round. Skip looking at solutions for at least 20 minutes, then write up your approach.
The library
All 98 data manipulation questions
easyLagged Return AutocorrelationeasySimple Moving Average with Circular BuffereasyContinuous Logarithmic ReturnseasyBitfield Order FlagseasyRolling Volume-Weighted Average PriceeasyValue Factor - Book-to-Market Z-ScoreeasyRolling Z-Score SignaleasyDoubly Linked Order ListeasyCross-Sectional Winsorization and Z-ScoreeasyStatic Hash Map with Linear Probing (No Heap Allocation)easyTime-Bucketed Average Trade PriceeasyFixed-Size Top-N Tracker with Min-HeapmediumCarhart Four-Factor Alpha DecompositionmediumTime-Ordered Multimap for Event Window QueriesmediumSkip List for Sorted Order Book Price LevelsmediumLimit Order Book SidemediumOrder Book Imbalance CalculationmediumCuckoo Hash Table for O(1) Order LookupmediumFama-French 3-Factor RegressionmediumCorwin-Schultz High-Low Spread EstimatormediumInterval Overlap Query for Open Position WindowsmediumVan Emde Boas Tree: Successor Query on Tick PricesmediumRobin Hood Open-Addressing Hash MapmediumQuality Factor Composite ScoremediumTicker Symbol Prefix TriemediumOracle Approximating Shrinkage (OAS) Covariance EstimatormediumFenwick Tree for Cumulative Trade Volume Range QueriesmediumCustom Unique Pointer ImplementationmediumPSD Matrix Repair via Eigenvalue ClippingmediumOrder Existence with Bloom FiltermediumForward Fill with LimitmediumSorted Array Order Book with Best Bid/AskmediumCross-Sectional Momentum SignalmediumDollar Bar ConstructionhardRadix Tree for Order ID MappinghardSparse Set: O(1) OperationshardLock-Free Ring Buffer with Sequence CountershardAdjusting Prices for Stock SplitshardLow-Latency Flat Map (Open Addressing)hardCount-Min Sketch for Per-Symbol Volume EstimationhardB-Tree Order-4 Insert and SearchhardConcurrent Skip List: Insert and SearchhardHigh-Performance EMA with ScipyhardCompressed Bitboard for Symbol Halt FlagshardIntrusive Linked ListhardPersistent Order Tree: Immutable Version SnapshotshardTwo-Level Price Map Order Book Range QueryhardTick Imbalance BarseasyInverse Matrix DeterminanteasyInverse Matrix EigenvalueeasyBinary Search Comparisons on Sorted Price LevelseasyEigenvalues of a Projection MatrixeasyRank of Outer Product MatrixmediumMemory-Mapped Tick Data AdvantagemediumMatching Engine Data StructuremediumOLS Beta Formula Dimensional ConsistencymediumQuadratic Form of a Skew-Symmetric MatrixmediumPCA Total VariancemediumCholesky Decomposition ExistencemediumOrthogonal Matrix Singular ValuesmediumReservoir 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 AdjustmentmediumCurse of Dimensionality in FinancemediumBloom Filter: Trade DedupmediumConsistent Hashing Load BalancingmediumRed-Black Trees vs. B-Trees for DatabasesmediumAmortized Array DoublinghardCache-Oblivious Matrix Multiply ComplexityhardSegment Tree Range Query Time ComplexityhardFenwick Tree vs. Prefix Sum ArrayhardKaratsuba vs. Schoolbook Multiplication ComplexityhardSwaption Pricing ModelhardLock-Free Queue and Compare-And-SwaphardHyperLogLog Error EstimationhardCallable Bond ConvexityhardKMP Time ComplexityhardBootstrapping a Yield CurvehardCount-Min Sketch Estimation BiashardConvertible Bond Embedded OptionhardZ-Spread vs OAS on Callable BondshardLSM Tree vs B-Tree for Time SerieshardKey Rate Duration vs. Effective DurationhardDeterminant DerivativehardFFT Option Pricing Speedup
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