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Data Science
98 data science questions asked across Jane Street, Citadel, Two Sigma, and other top quant firms.
Overview
About data science questions in quant interviews
This page collects every data science interview question on Myntbit. The 98 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. Data Science 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
Start with the easy set
Warm up with the 17 easy data science 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 science questions
easySimple Moving Average with Circular BuffereasyRolling Z-Score SignaleasyRolling Volume-Weighted Average PriceeasyStatic Hash Map with Linear Probing (No Heap Allocation)easyTime-Bucketed Average Trade PriceeasyCross-Sectional Winsorization and Z-ScoreeasyBitfield Order FlagseasyFixed-Size Top-N Tracker with Min-HeapeasyDoubly Linked Order ListeasyContinuous Logarithmic ReturnseasyValue Factor - Book-to-Market Z-ScoreeasyLagged Return AutocorrelationmediumPSD Matrix Repair via Eigenvalue ClippingmediumRobin Hood Open-Addressing Hash MapmediumDollar Bar ConstructionmediumTicker Symbol Prefix TriemediumCuckoo Hash Table for O(1) Order LookupmediumLimit Order Book SidemediumFenwick Tree for Cumulative Trade Volume Range QueriesmediumFama-French 3-Factor RegressionmediumQuality Factor Composite ScoremediumInterval Overlap Query for Open Position WindowsmediumVan Emde Boas Tree: Successor Query on Tick PricesmediumTime-Ordered Multimap for Event Window QueriesmediumOracle Approximating Shrinkage (OAS) Covariance EstimatormediumCarhart Four-Factor Alpha DecompositionmediumSkip List for Sorted Order Book Price LevelsmediumCorwin-Schultz High-Low Spread EstimatormediumCustom Unique Pointer ImplementationmediumOrder Existence with Bloom FiltermediumSorted Array Order Book with Best Bid/AskmediumCross-Sectional Momentum SignalmediumOrder Book Imbalance CalculationmediumForward Fill with LimithardIntrusive Linked ListhardHigh-Performance EMA with ScipyhardConcurrent Skip List: Insert and SearchhardTick Imbalance BarshardPersistent Order Tree: Immutable Version SnapshotshardLow-Latency Flat Map (Open Addressing)hardRadix Tree for Order ID MappinghardAdjusting Prices for Stock SplitshardSparse Set: O(1) OperationshardCompressed Bitboard for Symbol Halt FlagshardCount-Min Sketch for Per-Symbol Volume EstimationhardB-Tree Order-4 Insert and SearchhardLock-Free Ring Buffer with Sequence CountershardTwo-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
View all 98 data science questionsRelated topics