Q. An application of Bayes' theorem Q. Application of recursive series formulation or markov chain to solve.
Quantitative Research Associate Interview Questions
3,500 quantitative research associate interview questions shared by candidates
X,Y are Gaussian variables with given parameters; find P(X>Y) and find an estimate for X when X+Y is observed Compare payoffs of the max of two dice rolls versus rolling once and having the option to roll again C++ code with base and derived classes; describe the code output and fix bugs in it
Two probabiity questions. Only pen and paper allowed.
One of the question about calculating the area of the given curve.
combinatory, probability and logic questions
Coin and dice problems
Why you choose SIG?
How would you compare the object orientedness of python vs C? How do you prepend the letter a to a bunch of filenames at once? Is matlab pass by reference or value? Do a monte carlo point picking on a circle.
Random walk question: for a,b on the real line (with a<b), what is the probability of getting to b if you start at some point c between a and b? (I was given explicit values for a, b and c)
1. Effect of auto correlation on Sharpe 2. Ridge/lasso regression
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