Hudson River Trading Interview Questions

Implement a system that filters a set of trades based on their timestamps and calculates the corresponding profits.

How many times do you expect to roll a die before you get a 1 on top?

Given three bowls: one contains two blue balls, one contains two red balls, and one contains one red and one blue ball. If you draw one blue ball from a bowl, what is the probability that the next ball from the same bowl is also blue?

How can you generate two random variables with correlation rho and variance 1 from two independent unit Gaussians?

What is the fastest way to sort an array? How does the solution change if you require the numbers to be sorted in place? How would your approach differ if you can make assumptions about the structure of the array?