A fair coin is tossed 100 times to create a sequence of heads and tails. A participant is allowed to ask 1 yes or no question (e.g. was the first coin flip heads?), then plays a game where he tries to guess all 100 coins. The participant is awarded $1 for every coin guessed correctly, and loses $1 for each incorrect guess. Find and prove an optimal strategy.
Go through your resume. Why do you choose Millward Brown?
Know basics about finance, stocks
Factor models, probability theory questions, whats 2**30
Lots of expectation values questions
Mostly questions on statistics. No advanced knowledge is required but you have to be able to use the basics very well and apply them to 'quant type' problems. Some very random questions as well, e.g. what happened to oil price in 2020 april (went negative) and explain why
Optimal betting question based on Kelly's criterion.
walk through your resume and behavioral questions
Is Brownian motion W_t a martingale? Is W_t^2 a martingale?
Experience with the Credit Default Model
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