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Some linear algebra, probability, and algorithm questions; e.g. 1. Properties of a covariance matrix. 2. Given events A, B, C, if A is independent of B, and A is independent of C, is A independent of the intersection of B and C? 3. How to efficiently generate a random permutation of (1,…,n), etc.
avatar

Quant Researcher

Interviewed at Susquehanna International Group

3.8★
May 23, 2022

Some linear algebra, probability, and algorithm questions; e.g. 1. Properties of a covariance matrix. 2. Given events A, B, C, if A is independent of B, and A is independent of C, is A independent of the intersection of B and C? 3. How to efficiently generate a random permutation of (1,…,n), etc.

You play a game where you get 100$ to split between you and a random person. You decide the split and he/her decides either to accept (thus keeping you split) or to refuse (you both get 0$) and the game ends. What split do you propose? What if you got 1M$ to split?
avatar

Graduate Quant Trader

Interviewed at Susquehanna International Group

3.8★
Jan 5, 2024

You play a game where you get 100$ to split between you and a random person. You decide the split and he/her decides either to accept (thus keeping you split) or to refuse (you both get 0$) and the game ends. What split do you propose? What if you got 1M$ to split?

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