The Quant Interview Formula Sheet
Thirty results on two pages. For each one, the moment to reach for it, the formula, and the wrong answer interviewers hear most. Free, from Dummy R and Quant Engine.
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Trigger, tool, trap
Every entry has the same three parts. This is the one for Bayes’ rule, from page 1.
The test is 99% accurate, so I’m 99% likely to have it?
- Trigger
- “You tested positive”, or any new evidence about a hypothesis.
- Tool
- Trap
- Ignoring the base rate. A 99% accurate test for a 1-in-10,000 disease gives about a 1% chance you have it.
What’s on it
- 30 results interviewers assume you know, from Bayes and indicators to Itô, Girsanov and the Greeks.
- For each one: the trigger that tells you to use it, the formula, and the classic wrong answer.
- Each entry links to a problem in the bank, and most link to the video that animates the idea.
- Two pages, in a dark version for screens and a light one for printing. Every formula is checked numerically.