if three iid random variables have all pairwise correlations equal to r, find the min and max possible value of r.
Analista Quant Interview Questions
2,926 analista quant interview questions shared by candidates
Tell us about your research, and your innovations. What is market liquidity? how to measure it?
dp question - very similar to knapsack
What do you know about Da Vinci and its business
Why did you choose Davinci?
The interview was dominated by CS-related questions, mostly based around algorithms. Max-subarray, problems involving a bisection-based solution, and concepts around sorting. In addition to that a short discussion about a small class hierarchy in C++ or other language in which it makes sense to do OOP. The whole thing was done purely over the phone which made communication considerably more difficult than expected (and amplified language barrier problems). One other problem based on Monte Carlo and some properties of the proposed estimator.
There was 3 coding questions all were leet codes medium questions
in a dice roll game, each dice roll is worth its value in dollars (a 1 is worth 1 dollar, a 2 worth 2 dollars etc). I can have up to 3 rolls. Each roll I can either bank what I have or roll again but I cannot go back to a previous roll. I have up to 3 rolls. What is the value of this game? what about if I got 100 rolls?
probability (green book), brainteasers, coding
E[x | x + y = 6], x & y are standard iid normal range of corr(X,Y) if corr(X, Z) = corr(Y, Z) = 0.8
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