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Haven't seen the two sigma test, but I'm guessing it's similar to any programming interview questions. Get yourself a programming interview book, and figure out how to do your basic stuff (reverse a linked list, delete/add from linked list - interviewers love lists, transverse a binary tree, implement a quicksort or mergesort, etc.) In general I think the tests tend to focus on simpler, yet lesser known parts of the language. Know how to do a bit test. Anything you'll be asked to implement will fall under a handful of problems, you'll just need to figure out which one. Are you a Java or C/C++ person? not knowing C is definitely a disadvantage for interviews, if you don't know them, figure out how to use pointers.
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