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Quantitative Analyst Intern Interview Questions

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Gaussian processes, how to address non-stationarity (not asked in those terms but probably what they want you to do), lag analysis (auto-correlation, partial auto-correlation), correlation analysis between series. They don’t ask things clearly like this but it’s what they expect candidates to do I think.
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Quantitative Researcher

Interviewed at Squarepoint Capital

4★
Jun 16, 2020

Gaussian processes, how to address non-stationarity (not asked in those terms but probably what they want you to do), lag analysis (auto-correlation, partial auto-correlation), correlation analysis between series. They don’t ask things clearly like this but it’s what they expect candidates to do I think.

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