TL;DR
Computing Mixed Nash Equilibria: A canonical quantitative trading interview question at intermediate difficulty. Commonly asked at Jane Street, Citadel, SIG.
By Valenke Exam Prep Team·Last updated 2026-06-01
intermediateGame Theory & Strategy
Computing Mixed Nash Equilibria
Asked at: Jane Street, Citadel, SIG
Problem
In the game of Rock-Paper-Scissors with asymmetric payoffs — winning with Rock pays 3, winning with Scissors pays 2, winning with Paper pays 1, all losses pay -1 — find the unique mixed-strategy Nash equilibrium. Is the game still fair?
Related concepts
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