A blind auction for the outcome of a rolls, from 1-100. How should you bid? How should you bid if you have to bid first? What would be your strategy?
Quant Research Interview Questions
296 quant research interview questions shared by candidates
Something along the lines of given two events describe the probability of them happening together. You do not know if they are independent or not
Q: Market Sizing questions to see your thought process.
market microstructure in a limit order book
write a string class in C++
Not difficult but very broad set of questions covering probability, stats, linear algebra, calculus, and ML concepts. E.g., Bayes, Poisson distribution, integrating functions, L1 vs. L2 regression, etc.
Algorithms (coding), probability, and statistics
Brain teaser about light in dark room
Three coding problems like questions in leetcode.
Sample points randomly from a unit sphere. How do you get uniform variables? sample random standard normal variables X1, X2, X3 for the 3 coordinates of the point in the sphere. Then (X1,X2,X3)/sqrt(X1+X2+X3) = (X1,X2,X3) is uniform. What is the variance of each of these uniform variables?
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