What alternative data sets would I need to reconsturct your strategies?
Quant Researcher Interview Questions
1,203 quant researcher interview questions shared by candidates
What is MBS? Factors that affect MBS? Explain
OLS, multicolinearity, heteroskedasticity
First few rounds ask expectation questions. You have 100 cars at [0,1] speeds, and a block is when a fast car is stuck behind a slow car. expected number of blocks. Know basic ML in pytorch/numpy like trees, NNs, lin reg
What is the expected value of MAX(2 dicerolls)
1. DP questions 2. Coin flip questions
One brainteaser, and an academic-style probability problem
Given n points (x_i,y_i). Suppose we double these observations i.e. (2x_i, 2y_i). How will the regression parameters alpha, beta and sigma change for these 2n points as compared to original n points.
What is ridge regression? What is E[X| X>Y] assum X,Y iid normal
What is the expected number of coin flips to get two heads in a row?
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