Quantitative Analyst Intern Interview Questions

10,159 quantitative analyst intern interview questions shared by candidates

1. You have two time series Xt and Yt. You do a regression of Y over X and get coefficient \beta, t-stats and R2. Now you double the size of the original series with original data and do the regression with new \beta, t-stats and R2. How will \beta, t-stats and R2 change? 2. given an array of size n, find the fastest way to find maximum and minimum element.
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Quantitative Research Analyst

Interviewed at Two Sigma

3.9
Feb 23, 2016

1. You have two time series Xt and Yt. You do a regression of Y over X and get coefficient \beta, t-stats and R2. Now you double the size of the original series with original data and do the regression with new \beta, t-stats and R2. How will \beta, t-stats and R2 change? 2. given an array of size n, find the fastest way to find maximum and minimum element.

Was given two coding questions. They were easy-medium. I got 100$ one one and 24/27 test cases passed on the other. By the time I realized my mistake (a stupid one line error in my list comprehension), the time was up and I could not fix it. Was given the rejection after a few days, so I think they want 100% accuracy on all the hidden tests, doesnt matter if your logic is correct or not (my code was heavily commented on).
avatar

Quantitative Researcher

Interviewed at Two Sigma

3.9
Nov 24, 2021

Was given two coding questions. They were easy-medium. I got 100$ one one and 24/27 test cases passed on the other. By the time I realized my mistake (a stupid one line error in my list comprehension), the time was up and I could not fix it. Was given the rejection after a few days, so I think they want 100% accuracy on all the hidden tests, doesnt matter if your logic is correct or not (my code was heavily commented on).

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