Standard reasonable questions about c++, stochastic calculus, probability, volatility.
Quantitative Research Interview Questions
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Numerical Assessment
What is a martingale ?
Toss a fair coin for n times, expected number of consecutive patterns and expected length of a consecutive pattern.
Previous working experiences and related project
Question was to create an investment strategy
What is deep copy in Python?
How to make the return distribution a symmetry centered at 0 return
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Do you know how trees gain mass? Do you know how engine works? Do you know galvanomagnetic effect?
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