Given a set of portfolio sharpies and a correlation, what is the optimal ratio of portfolios.
Quant Analyst Interview Questions
2,926 quant analyst interview questions shared by candidates
Why do you want to work at citadel
what is bond and duration
What are your salary expectations?
the recruiter asked me about my previous work, my strategies
How would you implement fibonacci retracement
I didn’t remember but it’s about the fixed income investment
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Why are you interested in liquidity quant?
Most likely the stochastic question, Brownian motion, quadratic variation process, exponential martingale, semi martingale, compensator for semi martingale and some SDE.
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