Calculate the volume of an area, enclosed by two regions given by: x^{2} + y^{2} <= 1, y^{2} + z^{2} <= 1
Quantitative Researcher Interview Questions
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Given the daily return for past year(approximately 250 trading days) of the 500 componential stocks from S&P 500, we have 500*499/2 = 124750 correlation coefficients, What is the distribution of these coefficients? 1. Is it symmetric? 2. Is it shifting to the right or changing its shape? 3. Does it have a fatter tail than Gaussian? Why? 4. How to estimate the correlations? 5. Give me an estimate of the expectation of the correlations.
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