A question was like: roll a die until you obtain either a 5 or a 6. If receive a 5 then cash out the sum of all of previous rolls but excluding the 5. If receive a 6, then no payout. Cash out mid-game for the sum is allowed. How to maximize expected payoff.
Online assignment and spent around 3 hours to finished
*how did you take action to improve your performance based on feedback
Predict next number in a sequence
Lots of fast probability and expectation estimations. They make you play a lot of their games. Have to also be fairly familiar with options and futures, at least the basics. Be familiar with market making fundamentals too.
1. really deep questions about resume 2. dynamic programming questions 3. c++ questions
Go through resume and data analysis on practical problems.
questions on probability distribution and statistics like when which distribution is used and to find the standard deviation of any function . when poison distribution is used what is shape of the curve.
If you couldn't use the model you used for predicting returns, what would have you chosen?
Why do you want to work in quant trading?
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