What do you know about PCA?
Quant Analyst Interview Questions
2,929 quant analyst interview questions shared by candidates
Write an algorithm to merge two sorted list of integers
Given a list of transactions, that must be completed in order, but any can be skipped find the maximum number of transactions that can occur given that balance can never go negative
what is the Martingale ? a
If you have 2 normally distributed independant random variables (x and y), and you know x+y = 100, what is the most likely combination x and y.
introduce yourself, what's the relationship between your research and quant trade
Dynamic programming problem with space optimization
Assumptions. what if error is not normal? what if error is correlated? what if there is Heteroskedasticity ? How to do inferenec and how to fix?What is data is doubled? What happens to coefficients, R2, standard error and t values
Porbability theory. Law of large numbers. Options pricing. Binomial pricing.
quantitative questions in probability, statistics and so on
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