Explain in detail a market impact model
Quantitative Researcher Interview Questions
4,829 quantitative researcher interview questions shared by candidates
Statistics questions on random walks.
linear regression, normality of (daily vs monthly) real stock returns, sorting algorithms.
A lot of statistics and probability puzzles, minimal coding.
Deleveop an investment strategy starting from a multitude of data.
Details about specific statistical and machine learning models on CV HackerRank style coding
statistics, math, and programming. not hard but wide.
The probability of two people meet each other in the same time range
How do you think about trading alt data where there is limited information on day T but lots on day T+1
resume walk through. stats question: assume you want to predict y, you have vectors with your predictors, you know their accuracy, variance, and sample length. how do you combine them to minimize RSE?
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