The assumption of linear regression. Distribution of beta in CAPM. What if beta is negative?
Quantitative Research Interview Questions
3,504 quantitative research interview questions shared by candidates
Tell about yourself? What is bond's duration?
I was asked to perform a regression using general variables rather than real data.
1. Why did you choose a particular model for your project and not the other one
1. Given a matrix sorted by each row and column, search for an element of that matrix 2. Basic concepts about linear regression and maximum likelihood estimate
Mostly probability and algorithms questions along with some questions on the resume.
If you are given 3 lists of n numbers each, choose a number from such a list such that the maximum - minimum of these 3 numbers is minimized.
about the over fitting and under fitting
What is a sharpe ratio?
Various questions on statistics and probability.
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