1) Write python code to find max drawdown of trading strategy 2) Compare two lotteries based on their expected payoff and standard deviation 3) Probability that n points on a circle are in one semicircle 4) How to extract features using linear regression
Quantitative Research Interview Questions
3,500 quantitative research interview questions shared by candidates
Q : How would you detect ouliers in a dataset?
Given an array A, find the subarray A[i:j] whose sum is equal to 0.
normalise a serie (no details, didn't make sense in the context of the data at hand)
brainteaser
1. talk about your resume and experience
There are two coding questions.
What happens to the linear regression error if we duplicate the data points?
simple prob and stat questions; talk about research
Compare Lasso and Ridge regression.
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