Suppose you have two covariance matrices A and B. Is AB also a covariance matrix? Suppose that, by plain dumb luck, we also have that AB=BA. Is AB a covariance matrix under this additional condition?
Quant Research Interview Questions
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Suppose you have 100 GB of data that you want to sort, but you only have 1 GB of memory. How would you sort this data?
Given a thirty sided dice A and a twenty sided diced B, I win (a) dollars if a > b, and i lose (b) dollars if b >= a, what's they expected pay off
find a subset of {1,2,3,...,30} so that numbers in that subset is coprime to each other.
Given {1,2,3,..,30}, find the subset that maximizes the sum given that each element of the subset must be coprime with each other.
Q: Integrate xlogx. Q: Put the numbers 1~1000 around a circle in order. Start at 1, you delete the number 1, 3, 5, ... and carry on this pattern of deleting numbers alternatively until there's only one number left. Determine that number.
what is the influence to R square when more independent variables are added to the regression model
How do you check if your regression parameters are significant? Given a number's prime number decomposition, how many ways are there of factorizing it into two different factors?
Try to make a probability 1/3 event, by a stable coin.
There are 25 horses. Each time you can race 5 horses together. Now you need to pick the top three horses among them. How many races do you need to conduct?
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