A question was like: roll a die until you obtain either a 5 or a 6. If receive a 5 then cash out the sum of all of previous rolls but excluding the 5. If receive a 6, then no payout. Cash out mid-game for the sum is allowed. How to maximize expected payoff.
Lots of fast probability and expectation estimations. They make you play a lot of their games. Have to also be fairly familiar with options and futures, at least the basics. Be familiar with market making fundamentals too.
questions on probability distribution and statistics like when which distribution is used and to find the standard deviation of any function . when poison distribution is used what is shape of the curve.
-Describe 2008 financial crisis -Asked me a question regarding bernoulli distribution -If a car went around a lap at an average of 100 mph, how fast does it need to go around the 2nd time to average 200 mph?
Why do you want to work in quant trading?
Never gotten an interview unfortunately.
If you couldn't use the model you used for predicting returns, what would have you chosen?
How to generate random numbers from a Gaussian distribution?
Write a function to compute the max drawdown of any time series of PnL's.
Describe your past trading experience and your familiarity with statistical analysis
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