Virtual function, two consecutive 6 of dice, linear regression, data structure.
Quantitative Research Interview Questions
3,502 quantitative research interview questions shared by candidates
Virtual function and pure virtual function.
1) 100 ants are uniformly placed on a [0,1] line, and they randomly travel toward either 0 or 1. When one collides with the other, they exchange directions. Assuming that each ant travels at the speed of 1 per hour, how long would it take for the last ant to reach the either end? 2) What is E(exp(Wt)), E((Wt)^4),... where Wt is a standard Brownian? 3) What is a martingale? Is E(Wt^2-t) a martingale? why? 4) How would you simulate a covariance matrix of 1,000 stocks where each pair has nonzero correlation? 5) Write down a black-scholes equations. What is delta, and how does it change when it approaches the maturity?
what's your career path? what's your weakness?
Q: what is function decorators
What is Quadratic Variation?
questions from brainteasers to stochastic calculus.
Given more time, how could you improve your algo
1) Integrate e^(-x^2) from -inf to +inf 2) Solve differential equation d2x/dt2 + ω2x = 0, 3) Expected number of Hamiltonian paths in a random graph 4) Expected number of tosses to get 3 consecutive heads
Explain your project some stats, coding, math, machine learning
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