Suppose you have two covariance matrices A and B. Is AB also a covariance matrix? Suppose that, by plain dumb luck, we also have that AB=BA. Is AB a covariance matrix under this additional condition?
Quant Researcher Interview Questions
727 quant researcher interview questions shared by candidates
Suppose you have 100 GB of data that you want to sort, but you only have 1 GB of memory. How would you sort this data?
Q: Integrate xlogx. Q: Put the numbers 1~1000 around a circle in order. Start at 1, you delete the number 1, 3, 5, ... and carry on this pattern of deleting numbers alternatively until there's only one number left. Determine that number.
what is the influence to R square when more independent variables are added to the regression model
Over what time horizon would you expect to see an option appreciate due to vega alone?
The standard Russian roulette from green book
Exercise Data: Etant donné une série temporelle et un signal inconnu, nettoyer les données et analyser le pouvoir prédictif du signal. Bonus backtest d'une stratégie basée sur ce signal.
If I have 2 kids and tell you that one of them is a girl, what is the probability that the other is a boy?
The existence of the simpson's paradow in mathematics, question on timeserie, random walk, calculating different probabilities, choosing the game with best win expectancy.
How to bet optimally?
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