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Quant Interview Questions
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Long run effects of different systematic factors
The city of Boston is looking for a way to reduce traffic flow. Come up with a solution and design a business plan to implement your solution.
1. what is the expected times of tossing the coins to get three heads in a row? (smart way is to use Markov process ) 2. sinx + x - 1 = 0, does the solution exist ? if yes, why it has solution and what is it. (I said the solution is close to be pi/2 by observing) 3. sth about ordinary least square, collinearity 4. one simple ODE question, what boundary conditions required to solve Y'' = 0 5. what algorithm used to find the first element greater than target in a sorted array ? The answer is binary search, you don't need to provide code. 6. There is another coding problem which I forgot.
Math and finance concepts and calculations
Tell me about a news you are following
market, math and programming. What is virtual function?
What was the probability of getting a sequence of coins getting sequence of HHT before THH in infinite number of throws. useful to know markov chains and a betting question related to Kelly’s criterion.
Statistics, puzzles, ml, coding, boilerplate quant stuff
many statistical brain teasers, explanation of VaR
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