Linear regression, Two envelop problem.
Quantitative Research Interview Questions
3,504 quantitative research interview questions shared by candidates
What is the time complexity of QR, and what to do if n is too big?
Nothing unexpected
State and prove the central limit theorem.
Binomial pricing, random walks and linear algebra.
Do you know in-sample error and out-sample error ?
All probability and statistics. Mostly fundamentals but some advanced topics.
What do Citadel do?
Ask about my resumes; Probabilities; linear regression problems; brain-teasers; coding (python)
tell me about greeks
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