Deployment Engineer Interview Questions

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Something about the Kelly Criterion (can't remember the exact question but I have no idea how knowledge of this was implied for a DS). Google "time series rates of return kelly criterion" and look at the first link. I was asked basically everything on that post and then some.
avatar

Deployment Strategist (Embedded Analyst)

Interviewed at Palantir Technologies

3.7
Mar 2, 2013

Something about the Kelly Criterion (can't remember the exact question but I have no idea how knowledge of this was implied for a DS). Google "time series rates of return kelly criterion" and look at the first link. I was asked basically everything on that post and then some.

After floundering on the above question for a couple of minutes because you can't answer questions about the Kelly Criterion if you don't know what the Kelly Criterion is, I got this gem: You have daily total spending data for each of the 50 states for the last 3 years. Ie I know how much money changed hands in Montana, Nebraska, Utah, etc for every single day since Jan 1 2009. Design a strategy to make money. What statistical techniques would you use? What if the data is just random noise - can you really extrapolate? And so on and so forth.
avatar

Deployment Strategist (Embedded Analyst)

Interviewed at Palantir Technologies

3.7
Mar 2, 2013

After floundering on the above question for a couple of minutes because you can't answer questions about the Kelly Criterion if you don't know what the Kelly Criterion is, I got this gem: You have daily total spending data for each of the 50 states for the last 3 years. Ie I know how much money changed hands in Montana, Nebraska, Utah, etc for every single day since Jan 1 2009. Design a strategy to make money. What statistical techniques would you use? What if the data is just random noise - can you really extrapolate? And so on and so forth.

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