Volatility vector and correlation matrix and portfolio weights given. Calculate cov matrix Calculate portfolio's risk Lower and upper limit for all investment options.
Desenvolvedor Quantitativa Interview Questions
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how can you find a loop in a linked list?
Group that I was working in, my particular experience.
- Questions ML , Statistiques , focus sur la régression OLS et les techniques de régularisation.
Give an example of a common optimizer package in python and how you would use it? Get an example of an optimization problem to use it for.
Describe how trades are implemented in tou current company
From what I remember: Coding: 1) Sort based on frequency 2) Find pairs from a given array whose diff is k 3) Best Time to Buy and Sell Stocks IV 4) Min. days to complete given jobs, given an upper time limit on how many jobs can be completed in a day 5) Fibonacci-styled questions Prob./Stats: 1) Intuition on Linear Regression 2) Chances of picking a higher card than me if you pick first 3) When to use different prob./stats. distributions and apply them to a given scenario. Finance: 1) Intuition on Volatility and Option Pricing (nothing too in-depth)
2 case interviews. 1. Credit Card employment verification process 2. Wine store and competitors
Programming, statistics, probability, machine learning and finances.
K largest elements from unsorted list, fastest possible algorithm
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