Quant interview prep guides

Market Making Game Strategy Interview

Market making game strategy interview guide for fair value, spread choice, inventory management, order-flow updates, and clear communication.

Candidates practicing fast, interactive trading-game rounds.

Use a repeatable loop

A practical strategy loop is estimate fair value, quote around it, observe flow, update value and inventory, then quote again.

Quote with a reason

Every quote should have a short reason: fair value estimate, spread width, inventory skew, or uncertainty adjustment.

Concrete example

If your fair value is 25 and you are short after a customer buy, your next quote might move upward or become more attractive on the bid side to reduce short exposure.

Manage the game clock

Interactive games reward clean updates. Do not spend all your time perfecting one quote while the state changes around you.

Review after each round

After practice, log whether mistakes came from fair value, spread width, inventory, arithmetic, or communication.

Common mistakes

Candidates often hunt for a clever formula. Most market-making games reward disciplined updates and clear risk reasoning.

Practice the pattern

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