what machine learning models you know? how to preprocess the data for each one of them? how to model time series for trading? how to solve OLS?
Quant Researcher Interview Questions
1,176 quant researcher interview questions shared by candidates
First: OA with probability/game questions. Second: a zoom interview asking about career goals and behavioral questions. Third, a shared screen technical interview with a quant researcher. A problem solving DP problem/game. Then 3 coding challenge to code solutions for the same problem. [basically all questions about dynamic programming]
1. road planning related brain-teaser 2. solve ode/pde 3. prob questions
I don't remember the coding questions.
Probability Questions. Some are tricky.
Given a boolean numpy array, return a numpy array of the distance to the previous True value. Iteration is not considered efficient enough.
Q. Options Theory basic vol questions
What's the difference between R^2 and adjusted R^2
What is the expected area formed by a triangle by choosing three random points on a unit circle?
One time you overcame a challenge.
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