I have signed an NDA.
Quantitative Research Interview Questions
4,818 quantitative research interview questions shared by candidates
Tell me about you PHd thesis.
what is cointegration and its application what is assumptions of OLS
Death birth chain with 1/2 drifting probability. What's the expected distance from where you started? What's the intuition behind (what theorem to used)?
Why do you want to relocate to Hanoi?
resume several probability and math questions
What strategy do you wish to make at WorldQuant
I haven't interviewed yet. It will happen next week.
basic programming and math
What is the role of stock covariance matrix in portfolio optimization? How to measure 1000 stocks’ covariance efficiently(using factor loadings)? What is stationarity?(weak and strong) What is cointegration? In pairs trading, what is the difference between cointegration and correlation? Why can’t we use correlation? Linear Regression assumptions? What is multicollinearity? What are the problems it cause? How to solve it? Explain L1 and L2 regularization. Why is L1 sparse? Which is differentiable? How to solve L1 using numerical methods? Coding: gradient descent to calculate minimum for x**2 - 2*x + 1 + 3 * np.sin(np.pi * x)
Viewing 3091 - 3100 interview questions