Roll 100 faced dice, bet a number, if you're right, you get money of that number. What is your strategy
Quantitative Research Intern Interview Questions
3,500 quantitative research intern interview questions shared by candidates
Build an alpha using sentiment data.
Basic probability (conditional; Bayes theorem; correlation; expected value of order statistics; IID sequences), statistics (linear regression, think how beta varies under changes in the data), brainteasers (inference for ordered information; e.g. five people arrive to a place, incomplete information on arrival times and order, which option is necessarily true (or false)), speed of algorithms and data structure data access (sort, indexing; how fast does a structure access data), linear algebra (matrices, matrix operations; determinants and their properties), zeroes or maximums of curves under domain constraints (also in higher dimensions), mathematical series (where does a given Taylor series converge).
Could you explain diversification mathematically
Most questions can be found in one of the classical quant interview books, I knew most of them.
We have n switches, each has probability p_i being on and 1-p_i being off. What's the probability of C or more switches being on. What if C is a uniform random variable [0, n]
The number generator question and questions about my experience
Mathematical proof about a statistical rule
2 coding question; function to write square root and given n, generate all permutations of 1:n. Background questions about resume and multicollinearity concept discussion
Main thing was working with normal probabilities and solving a equation system. The more complex point was N(1,1) + N(1,1) != N(2,2) but calculating the error propagation of the standard deviation.
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