What is the trading frequency and holding period of your strategy?
Quantitative Research Internship Interview Questions
4,814 quantitative research internship interview questions shared by candidates
PCA basic concepts and some follow up questions
A middle point between the top hedge funds and market-making firms. You will still be expected to solve a lot of brain teasers and display clear and intuitive thought processes to answer stressful and difficult questions. However, there is no need to be concerned about speed or mental math. They may ask questions from the green book, so go through the questions in it thoroughly. Also, be prepared to answer questions on linear algebra, probability, and market-making.
One from the green book
for example the expectation of unfair toss.
Let me introduce myself first, then ask questions.
the variance of the x-axis of points distributed uniformly on a unit ball in R3
Stationary distribution of Markov chain
A fair 7-sided die, the expected number of rolls need to see all 7 sides.
Questions related to linear algebra
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