Base de options et autres dérivés, Black-Scholes, C++, modèles de taux, modèles de volatilité
Desenvolvedor Quant Interview Questions
2,953 desenvolvedor quant interview questions shared by candidates
your background, your strength and weakness
Strengths & weaknesses Predicting the winner of a horse race
What is the ratio of an area if a circle is inscribed in a square?
How many years trading experience and relevant strategy.
explain machine learning models what is autocorrelation? Train, test set Confusion matrix
Given data and ask for data distribution and predict for the next data
Describe knowledge of Kelly criterion and portfolio applications. Explain slippage / execution costs models and differences. ? Surprised by the appearance of them possibly not really understanding slippage. ?
What did you do during your last expereince?
Q: What models did you use for xxx project?
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