Core Problems
The one essential problem from each topic. If you only study one problem per module, study these.
The Monty Hall Problemfoundation
Conditional Probability & Bayes
Asked at: Jane Street, Two Sigma, DE Shaw +1
The Secret Santa Problemintermediate
Combinatorial Arguments
Asked at: Jane Street, HRT, Jump Trading
The Broken Stick Triangleintermediate
Geometric Probability
Asked at: Jane Street, Citadel, Two Sigma +1
Expected Maximum of Two Uniformsfoundation
Random Variables & Distributions
Asked at: Two Sigma, Citadel, DE Shaw +1
The Coupon Collector Problemintermediate
Expected Value & Variance
Asked at: Jane Street, HRT, Optiver +1
Gambler's Ruinintermediate
Markov Chains & Random Walks
Asked at: Jane Street, Two Sigma, Citadel +1
Fibonacci via Generating Functionsolympiad
Generating Functions & Recurrences
Asked at: Jane Street, DE Shaw, HRT
Ito's Lemma on Geometric Brownian Motionolympiad
Stochastic Processes & Calculus
Asked at: Two Sigma, Citadel, DE Shaw +2
MLE for Uniform Distributionintermediate
Statistical Inference & Estimation
Asked at: Two Sigma, Citadel, DE Shaw +1
Markov Chain Steady State via Eigenvaluesintermediate
Linear Algebra & Optimization
Asked at: DE Shaw, Two Sigma, Citadel +1
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