What factors in production could cause a backtested strategy to perform different than expected?
Quant Researcher Interview Questions
727 quant researcher interview questions shared by candidates
Roll a dice and get the surface value as payoff, vs roll a 100 dices and get the average of all surfaces as payoff. If price of playing this game is 4, which mode would you choose to play with?
I was asked not to share
What is geometric Brownian motion
the assumptions of linear models, how to deal with overfit, how to deal with underfit,
Question about bayes theorem, data structures, classes, monte carlo
One- hot encoding, basic factor modeling questions. Market discussion
root of a quadratic function
All questions related to probability.
A and B flip coins starting with A. The first to land head wins. Given that B won, what's the probability of a win on first try?
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