Portfolio Optimization and Markowitz theory
Quant Researcher Interview Questions
1,130 quant researcher interview questions shared by candidates
Which has a greater chance of overfitting, KNN or SVM?
resume how to deal with overfitting linear regression
I cant disclose the exact questions but one asked for the eigenvalues of a matrix parametrized by a parameter, and another was basic programming.
Do you have any experience with time series?
Explain variance to a client who know little about statistics.
Past experience, internship and research.
explain law of large number to non-stem, why IMC, etc.
Given a basic ML trading algorithm, how do you improve it?
Define eigenvalues, survivor bias, conditional probability to someone without a STEM background.
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