was given a csv file with time, asset, position, price and quantity (volume) columns. The goal it to print out all the trades. For example, if at time 1 buy A and at time 3 sell A and there is no A at 2, then it's defined as a trade for A. Should use stack.
Quantitative Researcher Interview Questions
2,688 quantitative researcher interview questions shared by candidates
Why snap? Tell us about yourself. What are the assumptions of a linear regression?
What i said above! Simple prob
Could you explain LSTM? How to test your linear regression results?
I was asked to go through my resume.
Simulate OLS regression, what is exploding gradient
Multiple python coding tasks using list, dict, pandas, ...
What is PCA? What is multicollinearity? Two assets with different variance but same return, which one you want to incorporate in your portfolio?
A lot of general concept type of questions such as the meaning of beta. Go really deep into your past experiences relevant to the position, so be prepared. Mainly tests your sense about the market.
Math IQ questions with graph and so on
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