1,000+ 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
Practice quant interview questions on MyntBit - the all-in-one quant learning platform. Free questions available for C++ coding, Python problems, probability brainteasers, and trading MCQs.
Difficulty: Easy
Category: backtesting
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: risk-management, numpy, finance
Maximum Drawdown (MDD) measures the largest percentage decline in an asset's value from a historical peak before a new peak is achieved. This metric is fundamental in quantitative risk management for evaluating the worst-case historical loss of a trading strategy or portfolio. Task Implement the calculate_max_drawdown function to determine the maximum drawdown of a price series. The function accepts a list of floats prices representing asset prices ordered by time and returns the maximum percen
Practice this easy researcher interview question on Myntbit - the all-in-one quant learning platform with 1000+ quant interview questions for Jane Street, Citadel, Two Sigma, and other top quantitative finance firms.