Quantitative Analyst Intern Interview Questions

10,167 quantitative analyst intern interview questions shared by candidates

1) What is cointegration? 2) What is a view in a black-litterman model? 3) What are the problems of using a mean variance optimization? 4) What are the problems that one comes across when constructing a covariance matrix? 5) Which is more important in a factor regression - beta or R square?
avatar

Quantitative Analyst

Interviewed at Loomis Sayles & Company

3.1
Oct 20, 2014

1) What is cointegration? 2) What is a view in a black-litterman model? 3) What are the problems of using a mean variance optimization? 4) What are the problems that one comes across when constructing a covariance matrix? 5) Which is more important in a factor regression - beta or R square?

Viewing 8161 - 8170 interview questions

Glassdoor has 10,167 interview questions and reports from Quantitative analyst intern interviews. Prepare for your interview. Get hired. Love your job.