Quant Interviews: 150 Most Frequently Asked Questions On

: What are smart pointers? Explain unique_ptr, shared_ptr, weak_ptr and their use cases.

31. Write the equation for Geometric Brownian Motion (GBM). 32. Apply Itô's Lemma to find $d(\ln S_t)$ where $S_t$ follows GBM. 33. What is the quadratic variation of Brownian Motion? ($[W, W]_t = t$) 34. Show that $S_t \exp(-W_t + t/2)$ is a martingale. 35. Ornstein-Uhlenbeck Process: Write the SDE for a mean-reverting process. How would you simulate this?

: Incorporate order latency as a parameter for backtesting strategies. 150 Most Frequently Asked Questions On Quant Interviews

: Explain the Carr-Madan formula for option pricing using characteristic functions.

: Explain the difference between discrete and continuous probability spaces. : What are smart pointers

You have two eggs and a 100-floor building — find the highest floor an egg won't break from with minimal trials.

: Explain how you would identify cointegrated pairs and implement a mean-reversion strategy. Write the equation for Geometric Brownian Motion (GBM)

If you are preparing for these interviews, rote memorization of the 150 questions is a trap. Instead, follow this methodology: