Quant interview prep guides

Expected Value Edge Case Checklist

Expected value edge case checklist for catching zero probabilities, asymmetric payoffs, hidden costs, dependence, bankroll limits, and stopping rules.

Candidates doing final expected value practice and mistake review.

Check net payoffs

Confirm whether each payoff is gross prize, net profit, or loss after cost. Many EV errors start with the wrong payoff convention.

Check probability edge cases

Look for zero-probability branches, impossible states, probabilities that do not sum to one, and events that are not actually independent.

Check hidden costs

Entry fees, spread, commissions, sample costs, and opportunity costs can turn a positive gross calculation into a negative net decision.

Check path constraints

Repeated bets, bankroll limits, drawdowns, and stopping rules can matter even when the one-shot expected value is straightforward.

Check objective

The prompt may ask for maximum expected value, fair price, probability threshold, minimum acceptable offer, or risk-aware choice. These are not the same answer.

Common mistakes

Candidates often finish after the first EV number. A final edge-case pass catches the assumptions most likely to break the answer.

Practice the pattern

Use the LeetQuidity curriculum and calibration to turn this topic into a focused practice plan.