Given the daily return for past year(approximately 250 trading days) of the 500 componential stocks from S&P 500, we have 500*499/2 = 124750 correlation coefficients, What is the distribution of these coefficients? 1. Is it symmetric? 2. Is it shifting to the right or changing its shape? 3. Does it have a fatter tail than Gaussian? Why? 4. How to estimate the correlations? 5. Give me an estimate of the expectation of the correlations.
Quantitative Associate Interview Questions
10,158 quantitative associate interview questions shared by candidates
Suppose we have a polynomial f(x) with real coefficients {a0,a1,...,an}of degree n unknown, we could input x and get the output f(x). 1. What is the minimum trials of input to get all coefficients? 2. What if all coefficients are integers? 3. What is all coefficients are positive integers?
I was asked how I would estimate price of stock using history of its price.
Questions are almost exclusively quizzes, brain teasers, some logic, some (fewer than expected) about programming or real science/research, no real opportunity to talk about the daily work/atmosphere etc. Always slightly pushy.
Simulate fair coin with unfair coins
Math problems with data structures and algorithms.
Explain how neural networks and backpropagation work.
Most brain teaser questions, along with calculus, probabilities, etc. Just need to recall of what you learned in college.
tell us about how many zeros at the end of the result of 100! and explain the reason
several easy brain teasers from a practical quantitative interview book(the most classical green book), some leetcode algorithms(dynamical programming, about easy to medium), best gaming estimation ,and about cv(internship and scientific research at school).
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