How to imputing nan data?
Quant Researcher Interview Questions
1,130 quant researcher interview questions shared by candidates
Two probability questions, and one coding problem (dynamic programming)
Explain how does the portfolio gamma vary for a straddle across price movement.
why sig? what attracts you? research experience
Some linear algebra, probability, and algorithm questions; e.g. 1. Properties of a covariance matrix. 2. Given events A, B, C, if A is independent of B, and A is independent of C, is A independent of the intersection of B and C? 3. How to efficiently generate a random permutation of (1,…,n), etc.
Prob question and calculus question
they I was asked two question. all of the two questions are related to probability.
A Markov chain related problem and a probablity problem
Probability most, and some linear algebra questions and game questions which are quite fun.
Given a backtest for a trading strategy with very strong performance, how would you check whether the strategy is overfitting and whether the results are likely to generalize out of sample?
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