Given a backtest for a trading strategy with very strong performance, how would you check whether the strategy is overfitting and whether the results are likely to generalize out of sample?
Quant Researcher Interview Questions
1,203 quant researcher interview questions shared by candidates
what is the brownian bridge
One question about a deck of cards related to probability of drawing an ace. The other question was a straightforward implementation of Bayes rule.
A very complicated one. Something about a black box having some amount of money and in the other room people are biding the box.
What coding language are you comfortable with?
What is the probability that it rains in the weekend?
Standard probability questions and Markov chain.
Some probability questions and games involving probability and expectations
Easy prob / stat question
Describe what you did during your last job experience.
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