Quant case studies, worked step by step

Cases
100
Traced to a firm
43
Topics
11
Hard
30
Topic
All topicsSignal research and data tasks10Options and volatility trading10Market-making games14Portfolio construction10Strategy evaluation and backtests9Execution and market microstructure8Fixed income and credit8Regression and model review8Risk measurement and limits9Statistical arbitrage and event trades8Position sizing and bankroll6
Level
AnyWarm upCoreHard
Source
AnyReported at a firmStandard
Showing 21–23 of 23 · filtered from 100Clear filters
  1. 089Parvanta asks you to design the train, validation and test split for eight years of daily data with 20-day forward-return labels. How many days must be purged and embargoed around each boundary, and how many walk-forward folds with one-year test windows remain?Signal research and data tasksCoreOptiverSan Francisco · 2026
  2. 093Analyse a pairs trade in Varnika Paints and Chitrangi Coatings: hedge ratio 1.2, spread z-score 2.3, half-life 12 days, spread standard deviation Rs 8. What are the expected profit, the holding time and a stop level, and what would break the relationship?Statistical arbitrage and event tradesCoreSchonfeldNew York · 2021
  3. 098Corvinta runs two markets on the same pair of dice: A settles at their sum and B at the first die minus the second. Another player quotes A at 6.5 bid, 7.5 offer and B at -0.5 bid, 0.5 offer. The first die is revealed as 5. Update both fair values and find the trades.Market-making gamesCoreCitadelLondon · 2026

Company names and figures are illustrative.