Typical phone interview questions are like the ones in green book. Also some question on sharpe ratio of different hypothetical strategies, and dynamic programming for coding (LC medium - hard). Final interview has a mix of technical and behavioural questions
a dynamic programming leetcode problem
Question about covariance of linear combination of random variables. Leetcode medium level coding.
conditional probability questions and data forecasting
talk about your experiences simple brain teasers coding tests are easy to medium ones
1 dp online coding 20min (medium) + 10 min CV + 30 min probability question on expectation (difficult)
Compare and contrast ridge / lasso regression, etc.
They asked a dice rolling question.
1) dynamic programming: cansum(int a, list [b,c,d]), return whether a can be a sum of elements in the list; 2) option pricing: explain ito's lemma 3) two players, one bid a k from U(0,1), expectation of draws to bid the opponent
Q: what is your signal
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