What is the time complexity of QR, and what to do if n is too big?
Quantitative Research Interview Questions
3,502 quantitative research interview questions shared by candidates
Q: How do you evaluate the stock trends?
Questions involved familiarity with Linear Regression (it helps to be topically familiar with either iterative LR, PCA, or orthogonal matching pursuit), Minimal Mean Squared Error, probability theory (binomial random variables, gaussian distributions, markov chains, properties of expected value/variance, hypothesis testing), and basic coding (a very trivial programming question when compared to SWE interviews).
Ridge regularization.
Binomial pricing, random walks and linear algebra.
Do you know in-sample error and out-sample error ?
All probability and statistics. Mostly fundamentals but some advanced topics.
What do Citadel do?
State and prove the central limit theorem.
algorithm complexity
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