Given an array of stock prices, at any given time, you can: 1. Buy one stock. 2. Sell all your shares. 3. Do nothing. Write an algorithm to maximize profit.
Quantitative Developer Interview Questions
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It is better to not tell the questions as they can reuse them. One was an easy algorithm problem. The second one was a game problem asking what would be your strategy.
What could go wrong with PCA in alpha trading
Stochastic processes, Brain teasers, ...
Compute Fibonacci numbers with infinitely parallel computer
Tell me about yourself.
Have you memorized the B-S PDE?
Have you memorized the B-S price?
What was the latest stock price of MS?
current MS stock price, US/Euro exchange rate
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