A fair coin is tossed 100 times to create a sequence of heads and tails. A participant is allowed to ask 1 yes or no question (e.g. was the first coin flip heads?), then plays a game where he tries to guess all 100 coins. The participant is awarded $1 for every coin guessed correctly, and loses $1 for each incorrect guess. Find and prove an optimal strategy.
Knowledge about linear regression, logistic regression.
NDA but topics expected for a quant interview
I signed an NDA so I am unable to share interview questions. I would advise candidates to make sure they are confident answering questions about statistics, general mathematics, programming, and data science.
How do you speed up the convergence of a Monte Carlo simulation? Do you know anything about C++ templates / Python @classmethod decorator / how to verify the properties of a pseudorandom generator? Also, specific questions about choices and assumptions made in case study. Presentation lasted 10-12 minutes, but Q&A lasted four times as long.
They asked me tons of math questions like solving SDE and some easy fininance questions. The BS model and difference between European and American option.
Standard probability,coding, and finance questions
If X and Y are standard normals that are uncorrelated is X+Y normal? Provide a proof or a counter example.
Let's say there are 10 apples in the re-fridge. and all of them will be gone bad at the same speed. You are only able to have one apple per day. which of apple would you to have in each day?
Tracer la courbe des différents grecques en fonction du strike (pour un call européen)
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