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Virtu Financial Quant Interview Questions with Solutions

Let's dive into some of the most common quant interview questions reportedly asked at Virtu Financial, focusing on both coding challenges and statistical concepts. 

The Fibonacci sequence is a classic problem frequently asked in quant interviews to test recursion, dynamic programming, and optimization skills. The sequence is defined as follows:

\[ F(0) = 0, \quad F(1) = 1 \] \[ F(n) = F(n-1) + F(n-2) \quad \text{for } n \geq 2 \]