Personal background
Quantitative Researcher Interview Questions
2,687 quantitative researcher interview questions shared by candidates
Given the daily return for past year(approximately 250 trading days) of the 500 componential stocks from S&P 500, we have 500*499/2 = 124750 correlation coefficients, What is the distribution of these coefficients? 1. Is it symmetric? 2. Is it shifting to the right or changing its shape? 3. Does it have a fatter tail than Gaussian? Why? 4. How to estimate the correlations? 5. Give me an estimate of the expectation of the correlations.
Suppose we have a polynomial f(x) with real coefficients {a0,a1,...,an}of degree n unknown, we could input x and get the output f(x). 1. What is the minimum trials of input to get all coefficients? 2. What if all coefficients are integers? 3. What is all coefficients are positive integers?
I was asked how I would estimate price of stock using history of its price.
Questions are almost exclusively quizzes, brain teasers, some logic, some (fewer than expected) about programming or real science/research, no real opportunity to talk about the daily work/atmosphere etc. Always slightly pushy.
Simulate fair coin with unfair coins
Math problems with data structures and algorithms.
Explain how neural networks and backpropagation work.
several easy brain teasers from a practical quantitative interview book(the most classical green book), some leetcode algorithms(dynamical programming, about easy to medium), best gaming estimation ,and about cv(internship and scientific research at school).
None. Didn't get past the first hackerrank test
Viewing 2381 - 2390 interview questions