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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
easyValue Factor - Book-to-Market Z-ScoreeasySimple Moving Average with Circular BuffereasyRolling Z-Score SignaleasyFixed-Size Top-N Tracker with Min-HeapeasyTime-Bucketed Average Trade PriceeasyBitfield Order FlagseasyLagged Return AutocorrelationeasyDoubly Linked Order ListeasyContinuous Logarithmic ReturnseasyRolling Volume-Weighted Average PriceeasyStatic Hash Map with Linear Probing (No Heap Allocation)easyCross-Sectional Winsorization and Z-ScoremediumFama-French 3-Factor RegressionmediumCorwin-Schultz High-Low Spread EstimatormediumCuckoo Hash Table for O(1) Order LookupmediumInterval Overlap Query for Open Position WindowsmediumVan Emde Boas Tree: Successor Query on Tick PricesmediumRobin Hood Open-Addressing Hash MapmediumQuality Factor Composite ScoremediumOrder Existence with Bloom FiltermediumOracle Approximating Shrinkage (OAS) Covariance EstimatormediumFenwick Tree for Cumulative Trade Volume Range QueriesmediumCarhart Four-Factor Alpha DecompositionmediumTime-Ordered Multimap for Event Window QueriesmediumSkip List for Sorted Order Book Price LevelsmediumLimit Order Book SidemediumPSD Matrix Repair via Eigenvalue ClippingmediumSorted Array Order Book with Best Bid/AskmediumCross-Sectional Momentum SignalmediumCustom Unique Pointer ImplementationmediumTicker Symbol Prefix TriemediumForward Fill with LimitmediumDollar Bar ConstructionmediumOrder Book Imbalance CalculationhardCompressed Bitboard for Symbol Halt FlagshardLock-Free Ring Buffer with Sequence CountershardTick Imbalance BarshardConcurrent Skip List: Insert and SearchhardIntrusive Linked ListhardLow-Latency Flat Map (Open Addressing)hardCount-Min Sketch for Per-Symbol Volume EstimationhardPersistent Order Tree: Immutable Version SnapshotshardRadix Tree for Order ID MappinghardSparse Set: O(1) OperationshardAdjusting Prices for Stock SplitshardHigh-Performance EMA with ScipyhardB-Tree Order-4 Insert and SearchhardTwo-Level Price Map Order Book Range QueryeasyInverse 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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