500+ quant interview questions for Jane Street, Citadel, Two Sigma, DE Shaw, and other top quantitative finance firms.
Statistical analysis and quantitative modeling problems
Trading MCQs, probability brainteasers, and market scenarios
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Difficulty: Hard
Category: data_structures
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: count-min-sketch, probabilistic, frequency-estimation, data_structures, hashing, volume
A Count-Min Sketch is a probabilistic data structure used to estimate the frequency of events in a data stream with sub-linear space. In high-frequency trading, it is used for real-time surveillance tasks like tracking per-symbol trade volumes where memory is a critical constraint. The sketch provides an unbiased overestimate of the true frequency, never undercounting but with a controlled probability of overcounting due to hash collisions. Two Sigma uses sketches for high-throughput market-data
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