If you have a skewed data distribution with only 10 true positives and 190 true negatives, how would you measure your predictive model's performance.
Quant Analyst Interview Questions
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Four cards face down on a table - earth, wind, fire, water. You win if you turn over earth and water before turning over fire.
calculate Trace of e to the A , where A is a matrix
Lagrange Multiplier, LU decomposition
For the math test you can expect 10 straightforward question like Bayes theorem, markov chains, total probabilities etc. a) would you bet on a 2 or 3 games matches in a tennis game? b) proba to see shooting star in 1h is x, find proba to see in 30m c) amoeba rephrased green book d) start in one corner of the cube, expected number of steps to reach the opposite
For the interviewer test I got one medium question: a) painting with true price x between 0 and 1000, you place a bid b, if you're below you get nothing/lose nothing, if you're above you pay b to buy it a you sell it to a friend for 1.5x, what's your bid b? For the second question I got a question I found on Jane Street's glassdoor, maybe it's a classic but I didn't prepare for it: You begin with $100. You flip a fair coin. Heads, you get 1$. Tails, your money gets inversed (i.e. first tails, your money is now 1/100). What is the expected value after 10 flips?
what to buy among two stocks with same expected return?
Given there are separate interviews with more than 10 people, questions are quite broad, including bahavioural questions, technical questions and also some maths and coding questions as well
There was a knights/knaves question in there
Coins and conditional probability (Bayes)
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