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Citadel Interview Questions

47 real interview questions for Quant Researcher roles at Citadel.

Showing 3147 of 47 questions

31

Given a series of real numbers, what is the optimal point on the real line that minimizes the sum of the distances to all these numbers? Follow-up: What is the best algorithm to calculate the median of a sequence of numbers? Follow-up 2: Design an algorithm that can update the median of a sequence as new numbers are added.

Quant ResearcherQuantitative Researcher
32

Given an array of numbers: 1, 5, 3, 2, 4, 2, 3, 1, 2, 3, 2, 4, return another array where duplicate numbers are grouped in consecutive positions, maintaining the order of their first appearance. For example, the result should be: 1, 1, 5, 3, 3, 3, 2, 2, 2, 2, 4, 4.

Quant ResearcherQuantitative Researcher
33

Given an array of numbers, find three numbers such that their product is the maximum possible.

Quant ResearcherQuantitative Researcher
34

Write a program to output all the prime numbers smaller than a given integer N.

Quant ResearcherQuantitative Researcher
35

Find the minimum value of the function f(x) = x^x for real x > 0.

Quant ResearcherQuantitative Researcher
36

You have two eggs and a 100-story building. If an egg is dropped from a floor below floor X, it will not break; if dropped from floor X or higher, it will always break. What strategy would you use to determine the exact value of X with the minimum number of drops in the worst-case scenario?

Quant ResearcherQuantitative Researcher
37

How will the probability of an option ending up in the money change if the volatility of the underlying stock increases?

Quant ResearcherQuantitative Researcher
38

What is the difference between Gaussian Naive Bayes (GNB) and logistic regression? Under what circumstances would you choose one over the other?

Quant ResearcherQuantitative Researcher
39

Given that log X is normally distributed with mean 0 and variance 1, compute the expected value of X.

Quant ResearcherQuantitative Researcher
40

How do you estimate the square root of 5?

Quant ResearcherQuantitative Researcher
41

You have two strings, each of which takes exactly one hour to burn completely when lit at one end. The rate of burning is non-uniform and differs between the strings. Using only these two strings and a way to light them, how can you measure 45 minutes?

Quant ResearcherQuantitative Researcher
42

There are three random variables, X, Y, and Z. The three correlations between the variables are equal, i.e., ρ = Corr(X, Y) = Corr(Y, Z) = Corr(Z, X). What is the tightest possible bound you can give for ρ? How about the general case for n random variables?

Quant ResearcherQuant Researcher
43

What is the difference between LASSO and ridge regression?

Quant ResearcherQuant Research
44

Describe linear regression in detail.

Quant ResearcherQuant Researcher
45

How can you generate a probability of 1/4, 1/3, or 1/π using only coin flips?

Quant ResearcherQuantitative Research Analyst
46

Suppose you have three random variables. The correlation between A and B is 0.6, and the correlation between A and C is 0.8. What is the possible range of the correlation between B and C?

Quant ResearcherQuantitative Research Analyst
47

You are given an array of integers, which may include both negative and positive values, and another integer S. Find three different integers in the array whose sum is closest to S. If multiple solutions exist, any is acceptable. Is there an algorithm to find the three integers in O(n^2) time?

Quant ResearcherQuantitative Research Analyst

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