Do you think you are good at comouters and math?
Quantitative Researcher Interview Questions
3,500 quantitative researcher interview questions shared by candidates
Tournament problems. How to construct factors in detail.
Standard quant interview problems
Tell me about yourself.
Personal background
Given the daily return for past year(approximately 250 trading days) of the 500 componential stocks from S&P 500, we have 500*499/2 = 124750 correlation coefficients, What is the distribution of these coefficients? 1. Is it symmetric? 2. Is it shifting to the right or changing its shape? 3. Does it have a fatter tail than Gaussian? Why? 4. How to estimate the correlations? 5. Give me an estimate of the expectation of the correlations.
Suppose we have a polynomial f(x) with real coefficients {a0,a1,...,an}of degree n unknown, we could input x and get the output f(x). 1. What is the minimum trials of input to get all coefficients? 2. What if all coefficients are integers? 3. What is all coefficients are positive integers?
I was asked how I would estimate price of stock using history of its price.
Questions are almost exclusively quizzes, brain teasers, some logic, some (fewer than expected) about programming or real science/research, no real opportunity to talk about the daily work/atmosphere etc. Always slightly pushy.
Simulate fair coin with unfair coins
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