What criterion need a matrix to satisfy for a PCA analysis. Discrete martingale and basic calculus.
Quantitative Interview Questions
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OLS details such as assumptions
Describe three algorithms to compute the integral of a function and find a way to speed the time of computation
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What is a martingale and give some examples
how to construct optimal portfolio. Mean and SD given distribution. How to know the predict whether a firm will default given different firm-level characteristics.
very typical quant interview questions including prob, stats, machine learning , deep learning and behavioral questions, easy to pass the interview
Permutation testing Make words equal Lead the cleaning robot Allocator
Mainly C++ hand on questions
the methods to deal with ML overfitting
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