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Quant Interview Master Study Plan
Every question type you'll face at Jane Street, Citadel, Optiver, IMC, and beyond. Check off topics as you master them โ progress saves locally.
Probability & Counting
The bread and butter of quant interviews โ master this and you've covered 50%+ of question types.
Expected Value & Linearity
Linearity of expectation is the single most powerful tool in a quant's toolkit. Every interview tests this.
Random Walks & Stochastic
Core to derivatives pricing and risk. Gambler's ruin and Brownian motion are non-negotiable.
Statistics & Distributions
Instantly recognize distribution types and their properties. Heavy in quant research interviews.
Game Theory
Jane Street, Optiver, and SIG love game theory. Nash equilibrium, auctions, and dominant strategies.
Market Making & Trading
Optiver, IMC, Jane Street, and HRT all test this. Spreads, edge, adverse selection.
Options & Derivatives
Put-call parity, Greeks, and no-arbitrage pricing โ nearly every trading firm interview tests this.
Mental Math
Speed and accuracy signal you belong on a trading floor. Practice with Zetamac daily.
Trading Concepts & Microstructure
HFT and market microstructure essentials โ arbitrage, volatility, and interest rates.
Probability (Advanced)
Markov chains and deeper probability tools used in quant and HFT interviews.
Recursion & Recurrences
Setting up and solving recurrences is the core skill for probability puzzles: coin flip patterns, gambler's ruin, recursive game values. Every top firm tests this.
Optimal Stopping & Thresholds
Knowing WHEN to stop is one of the most tested skills at Jane Street, Optiver, and IMC. The Picking Hat, Secretary Problem, and finite-horizon stopping are must-know.
Fermi Estimation
Back-of-the-envelope reasoning under uncertainty. Every trading firm tests your ability to estimate quantities quickly and confidently with no data.
Kelly Criterion & Bet Sizing
Optimal bet sizing is the bridge between probability and practice. Every trading firm expects you to know Kelly cold โ it unifies risk management, portfolio construction, and game theory.
Advanced Combinatorics
Beyond basic counting โ inclusion-exclusion, stars & bars, permutation statistics, generating functions. The tools for problems where naive counting breaks down.
P&L & Risk Metrics
Sharpe ratio, Kelly criterion applied to strategies, drawdown.
You've got this. ้ๅฎ็ฟๅ ๆฒน!!
Check off each topic as you master it. Revisit Hard topics weekly. Pair with firm-specific problems in the Problems section.