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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
easyContinuous Logarithmic ReturnseasyFixed-Size Top-N Tracker with Min-HeapeasySimple Moving Average with Circular BuffereasyValue Factor - Book-to-Market Z-ScoreeasyRolling Volume-Weighted Average PriceeasyStatic Hash Map with Linear Probing (No Heap Allocation)easyLagged Return AutocorrelationeasyBitfield Order FlagseasyDoubly Linked Order ListeasyRolling Z-Score SignaleasyCross-Sectional Winsorization and Z-ScoreeasyTime-Bucketed Average Trade PricemediumTime-Ordered Multimap for Event Window QueriesmediumOrder Existence with Bloom FiltermediumCuckoo 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 ScoremediumOracle Approximating Shrinkage (OAS) Covariance EstimatormediumFenwick Tree for Cumulative Trade Volume Range QueriesmediumCarhart Four-Factor Alpha DecompositionmediumCustom Unique Pointer ImplementationmediumSkip List for Sorted Order Book Price LevelsmediumPSD Matrix Repair via Eigenvalue ClippingmediumLimit Order Book SidemediumTicker Symbol Prefix TriemediumForward Fill with LimitmediumSorted Array Order Book with Best Bid/AskmediumCross-Sectional Momentum SignalmediumDollar Bar ConstructionmediumOrder Book Imbalance CalculationhardTick Imbalance BarshardAdjusting Prices for Stock SplitshardLock-Free Ring Buffer with Sequence CountershardRadix Tree for Order ID MappinghardConcurrent Skip List: Insert and SearchhardHigh-Performance EMA with ScipyhardLow-Latency Flat Map (Open Addressing)hardCount-Min Sketch for Per-Symbol Volume EstimationhardB-Tree Order-4 Insert and SearchhardIntrusive Linked ListhardCompressed Bitboard for Symbol Halt FlagshardPersistent Order Tree: Immutable Version SnapshotshardSparse Set: O(1) OperationshardTwo-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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