Quant Research Interview Questions

727 quant research interview questions shared by candidates

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?
avatar

Quant Research Intern

Interviewed at Citadel

4
Feb 26, 2021

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?

Viewing 671 - 680 interview questions

Glassdoor has 727 interview questions and reports from Quant research interviews. Prepare for your interview. Get hired. Love your job.