WorldQuant Interview Question

Maximizing Sharpe ratio related question

Interview Answers

Anonymous

Jun 29, 2016

Using first order derivative to find the maximum value.

Anonymous

Jul 20, 2016

All problems had a solution, just gotta think in terms of lim or expecteation

Anonymous

Jul 20, 2016

I'm not sure if those questions had answers, actually. If there were, there's no way people can solve these problems within 5 minutes. I'd like to see some of the answers.