Quant Researcher Interview Questions

431 quant researcher interview questions shared by candidates

You run a linear regression y = ax + b and later you found that x should be dependent and y should independent. i.e x = cy + d. Without rerun the regression, you compute c and d as c = 1/a and d = -b/a. Will you prediction overestimate, underestimate or neither
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Quant Researcher

Interviewed at DRW

4.3
Jan 30, 2021

You run a linear regression y = ax + b and later you found that x should be dependent and y should independent. i.e x = cy + d. Without rerun the regression, you compute c and d as c = 1/a and d = -b/a. Will you prediction overestimate, underestimate or neither

Some linear algebra, probability, and algorithm questions; e.g. 1. Properties of a covariance matrix. 2. Given events A, B, C, if A is independent of B, and A is independent of C, is A independent of the intersection of B and C? 3. How to efficiently generate a random permutation of (1,…,n), etc.
avatar

Quant Researcher

Interviewed at Susquehanna International Group

3.8
May 23, 2022

Some linear algebra, probability, and algorithm questions; e.g. 1. Properties of a covariance matrix. 2. Given events A, B, C, if A is independent of B, and A is independent of C, is A independent of the intersection of B and C? 3. How to efficiently generate a random permutation of (1,…,n), etc.

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