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IMC

IMC QR OA Real Questions

2025-09-18

IMC (International Market Centers) Quantitative Research OA focuses on mathematics and algorithms. This article shares the latest real questions. oavoservice helps you get the Offer.

📋 Question 1: Option Pricing

Implement the Black-Scholes option pricing model.

import math
from scipy.stats import norm

def black_scholes(S, K, T, r, sigma, option_type='call'):
    """
    S: Current stock price
    K: Strike price
    T: Time to expiration (years)
    r: Risk-free interest rate
    sigma: Volatility
    """
    d1 = (math.log(S / K) + (r + 0.5 * sigma ** 2) * T) / (sigma * math.sqrt(T))
    d2 = d1 - sigma * math.sqrt(T)
    
    if option_type == 'call':
        price = S * norm.cdf(d1) - K * math.exp(-r * T) * norm.cdf(d2)
    else:  # put
        price = K * math.exp(-r * T) * norm.cdf(-d2) - S * norm.cdf(-d1)
    
    return price

📋 Question 2: Market Microstructure

Implement an Order Book data structure.

from collections import defaultdict
import heapq

class OrderBook:
    def __init__(self):
        self.bids = []  # Max heap (buy orders)
        self.asks = []  # Min heap (sell orders)
        self.orders = {}
    
    def add_order(self, order_id, side, price, quantity):
        order = {'id': order_id, 'price': price, 'qty': quantity}
        self.orders[order_id] = order
        
        if side == 'buy':
            heapq.heappush(self.bids, (-price, order_id))
        else:
            heapq.heappush(self.asks, (price, order_id))
    
    def cancel_order(self, order_id):
        if order_id in self.orders:
            del self.orders[order_id]
    
    def get_best_bid(self):
        while self.bids and self.bids[0][1] not in self.orders:
            heapq.heappop(self.bids)
        return -self.bids[0][0] if self.bids else None
    
    def get_best_ask(self):
        while self.asks and self.asks[0][1] not in self.orders:
            heapq.heappop(self.asks)
        return self.asks[0][0] if self.asks else None

📋 Question 3: Statistical Arbitrage

Calculate the cointegration relationship between two assets.

import numpy as np

def calculate_cointegration(prices1, prices2):
    # Calculate spread
    spread = np.array(prices1) - np.array(prices2)
    
    # Calculate mean and standard deviation
    mean_spread = np.mean(spread)
    std_spread = np.std(spread)
    
    # Z-score
    z_scores = (spread - mean_spread) / std_spread
    
    return z_scores

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Tags: #IMC #Quant #QR #OptionPricing #OrderBook #OAHelp #InterviewPrep #1point3acres


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