Q: Using stock data from last 5 years, how can we build a model to predict the price next day? (open ended)
Quantitative Research Intern Interview Questions
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General questions about my work experience.
BS model derivation, stochastic process
Given three variables x, y, and z, where: x ~ n(0,1), z ~ n(0,sigma^2), and y = x + z. x is independent of z. For a given draw of y, what is the expected distribution of x? p(x|y)
Classic brainteasers and coding problems on leetcode.
Find the number of ways to arrange n balls into k boxes of c different colors
assumptions of linear regression and follow-up
Questions on information theory, what is entropy, significance of bit
What do you think about this company?
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