Your project, how do you derive the variance of x+y, mean reversion
Quantitative Research Internship Interview Questions
3,501 quantitative research internship interview questions shared by candidates
Explain what an LSTM does?
Questions on how to create a mean reversion strategy on futures
walk me through your resume
Describe gaussian mixture models (EM, clustering)
No very hard questions.
what is your biggest strength
Tell me about your past experience in as much detail as you can? Walk me through a sample trading strategy that you developed in the past?
well known problems from green book. some python too
Questions about linear regression, machine learning and basic stats
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