Their biggest determining factor in whether or not you get the interview is whether or not you’re able to solve a lot of math problems. These math problems are indicative of whether or not you’re able to make calculations real time regarding the market.
Random variable have equal pairwise correlation. Could you tell us the range?
1. German tank problem: how to build an estimator. 2. Calculate mean and std.
Do you have any questions for me?
Probability/Statistics: You have two fair dice. What's the probability their sum is a prime number? (Work it out in 30 seconds) Three people play a game where each flips a coin. Last person with a different result wins. What's the expected number of flips? Mental Math: What's 17 x 23? (5 seconds to answer) Square root of 2907 to two decimal places? (20 seconds) If S&P moves 0.3% and AAPL beta is 1.2, what's AAPL's expected move? Programming/Algorithms: Write a function to find arbitrage opportunities in a currency exchange matrix Given real-time trade data, design an algorithm to detect wash trading Implement a fast moving median calculator for streaming data Market Knowledge: How would you arbitrage S&P 500 futures vs the underlying basket? What happens to options prices during earnings announcements? Design a mean-reversion strategy for ETF pairs trading Brain Teasers: 100 people with red/blue hats. Each can see others' hats but not their own. They must simultaneously guess their hat color. They can plan beforehand. Maximize group survival.
The impact of multicollinearity, imbalance data, and missing values on the performance of the regression model. Derivation of some equations.
Some playing card game
Walk me through your resume and past projects
Facing a certain scenario of stocks, how to come up with a trading strategy?
probability, ML questions
Viewing 2501 - 2510 interview questions