How to test stationary of a time series
Quant Interview Questions
2,956 quant interview questions shared by candidates
What is my favorite programming language
nearly all behavioral questions, quite odd no technical questions but was given a take-home exam at last. The take-home was more like idea gathering for their own business project purposes.
Is there any people or investor you respect?
St Petersburg Paradox - infinite EV
1. Introduce yourself. 2. Talk about your quant strategy designing experience. 3. what are assumptions of linear regression. 4. Other technical questions related to linear regression.
explain efficient frontier and the implication on portfolio choice.
Stochastic Integrals, 25 questions and 60 minutes
Asked me a question about computing Fibonacci numbers using an infinitely parallelisable computer, seemed reluctant to actually specify the problem properly.
Tell me a specific area you want to audit
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