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TL;DR

Buffon's Needle Problem: A canonical quantitative trading interview question at intermediate difficulty. Commonly asked at Two Sigma, DE Shaw, Citadel.

By Valenke Exam Prep Team·Last updated 2026-06-01
intermediateGeometric Probability

Buffon's Needle Problem

Asked at: Two Sigma, DE Shaw, Citadel

Problem
A needle of length \ell is dropped on a floor with parallel lines spaced dd apart (d\ell \leq d). What is the probability the needle crosses a line? How does this relate to π\pi?

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