Why does the average of independent random variable converge to normal distribution, not others?
Quant Analyst Interview Questions
2,952 quant analyst interview questions shared by candidates
describe the method to get the limit of an math expression (easy one)
how many candles did a 44years old blow?
If you have a skewed data distribution with only 10 true positives and 190 true negatives, how would you measure your predictive model's performance.
Four cards face down on a table - earth, wind, fire, water. You win if you turn over earth and water before turning over fire.
calculate Trace of e to the A , where A is a matrix
Lagrange Multiplier, LU decomposition
For the math test you can expect 10 straightforward question like Bayes theorem, markov chains, total probabilities etc. a) would you bet on a 2 or 3 games matches in a tennis game? b) proba to see shooting star in 1h is x, find proba to see in 30m c) amoeba rephrased green book d) start in one corner of the cube, expected number of steps to reach the opposite
For the interviewer test I got one medium question: a) painting with true price x between 0 and 1000, you place a bid b, if you're below you get nothing/lose nothing, if you're above you pay b to buy it a you sell it to a friend for 1.5x, what's your bid b? For the second question I got a question I found on Jane Street's glassdoor, maybe it's a classic but I didn't prepare for it: You begin with $100. You flip a fair coin. Heads, you get 1$. Tails, your money gets inversed (i.e. first tails, your money is now 1/100). What is the expected value after 10 flips?
what to buy among two stocks with same expected return?
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