some easy to medium probability questions
Quant Research Interview Questions
727 quant research interview questions shared by candidates
It was a leetcode medium problem
Given a set of portfolio sharpies and a correlation, what is the optimal ratio of portfolios.
Sample points randomly from a unit sphere. How do you get uniform variables? sample random standard normal variables X1, X2, X3 for the 3 coordinates of the point in the sphere. Then (X1,X2,X3)/sqrt(X1+X2+X3) = (X1,X2,X3) is uniform. What is the variance of each of these uniform variables?
The question is basically based on your resume and keep digging the details until you can not come up with an answer.
How would you detect and address multicollinearity in a multiple regression model, and what impact can it have on the interpretation of the coefficients?
Principales différences entre un Random Forest et Xgboost.
Introduce one project that is related to quantitative investment.
The difference between map and unorder map in C++
Standard DP: Longest common subsequence,
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