Q: In this firm that you worked that, how do you think they measure the performance of their strategies. (Follow up ) Q: If you were them, how would you do it (I said I was an intern and they never told me).
Quantitative Developer Interview Questions
10,165 quantitative developer interview questions shared by candidates
How would you calculate a covariance matrix if the underlying data is too large to fit into memory?
Secretary problem: given n uniform variables find optimal strategy to maximize expected return on the first chosen variable.
Two questions for the coding test, one involving pure coding and the other involving some data analysis.
data analysis and statistical testing problems.
What makes you feel proud of.
Using R/C++ write an arbitrage trading strategy. Avoid using loops .
Loading some data from a file and assessing relationships to draw conclusions
There are 11 people, they want to make sure that every 6 of them can open a box. How many keys at least for each person should have? How many locks? (One key can only open one lock, but one lock can be opened by many keys)
How would you pick up stocks
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