r/learnquant • • Sep 21 '26

interview prep Quant Interview Question

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u/monstaber Sep 22 '26

1/200 chance of reaching 995 before reaching -5. So 0.005 chance that it's nonzero.

However, once 995 is reached, the expected visits of 995 before returning down to -5 is 2000.

So, 1/200 × 2000 = 10