Q: optimal route from home to office (DP)
Quant Analyst Interview Questions
2,952 quant analyst interview questions shared by candidates
some easy to medium probability questions
It was a leetcode medium problem
Given a set of portfolio sharpies and a correlation, what is the optimal ratio of portfolios.
Sample points randomly from a unit sphere. How do you get uniform variables? sample random standard normal variables X1, X2, X3 for the 3 coordinates of the point in the sphere. Then (X1,X2,X3)/sqrt(X1+X2+X3) = (X1,X2,X3) is uniform. What is the variance of each of these uniform variables?
What is the most efficent way to sample a 2d random distribution from two 1d random number generators
The question is basically based on your resume and keep digging the details until you can not come up with an answer.
How would you implement fibonacci retracement
What are your salary expectations?
the recruiter asked me about my previous work, my strategies
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