SELECT WHERE GROUP BY Quant SQL Guide
SELECT WHERE GROUP BY quant SQL guide for projection, filtering, grouping, aggregate rules, examples, null handling, and mistakes.
Candidates building SQL fundamentals for interview screens.
SELECT defines output columns
SELECT chooses the columns or expressions returned by the query. In interviews, each selected column should match the requested metric or context.
WHERE filters rows before aggregation
WHERE removes rows before GROUP BY runs. That matters when filtering dates, symbols, cohorts, or event types before computing metrics.
Concrete example
To compute average trade size for one symbol, filter to that symbol first, then aggregate quantity over the remaining trade rows.
GROUP BY sets the metric grain
Every non-aggregated selected column should be part of the grouping grain. If the grain is wrong, the metric can be duplicated or averaged incorrectly.
Common mistakes
Candidates often mix row-level columns with aggregate metrics. State the output grain before choosing GROUP BY columns and filters.
Practice the pattern
Use the LeetQuidity curriculum and calibration to turn this topic into a focused practice plan.