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Coding & systems
Data Structures
Hash maps, heaps, order-book structures
Overview
About data structures questions in quant interviews
Hash maps, heaps, trees, and the order-book-shaped data-structure problems quant developers face — efficiency and complexity analysis over whiteboard pattern-matching.
How to study this topic
A path that works
- 1
Start with the easy set
Warm up with the 17 easy data structures 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 structures 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
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