Quant interview prep guides

Market Making Opening Quote Interview

Market making opening quote interview guide for starting with fair value, uncertainty, spread, size, and an update plan.

Candidates unsure how to start interactive trading games.

The first quote sets the frame

An opening quote should show your fair value estimate, uncertainty, and willingness to trade without overcommitting to false precision.

Start with a midpoint

Use the best available fair value as midpoint. If uncertain, say so and reflect that uncertainty in spread or size.

Concrete example

If fair value is roughly 100 and you are uncertain, an opening quote like 96 at 104 may be more defensible than 99.9 at 100.1.

Plan the update

Before the quote is hit, know how you will update after a buy, a sell, or a new signal.

Avoid over-aggression

The first quote does not need to win every trade. It needs to be defensible under the information you have.

Common mistakes

Candidates often quote too tight at the open to sound confident. Early uncertainty usually deserves respect.

Practice the pattern

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