3. Use R or Python, download last 1 year of daily equity prices in Dow Jones Industrial Average Index from any online data source, and calculate each stock’s beta using all 1-year daily prices. Output to c:\temp stock betas in a text file dow_betas.txt.
Quantitative Strategy Interview Questions
36 quantitative strategy interview questions shared by candidates
Question on covariance of a brownian process, fair play using dice, PCA VS linear regression.....
Why would you like to work for OTPP?
Why did you apply to veterans united?
Tell me about yourself. What is a stock/bond? Indicators of economy.
What is Gamma trading?
Behavior : How do you debug?
Questions like how to replicate S&P 500 with limited stocks, how to select factors in predictive models. Brainteaser also very hard. A coin toss probability question.
Interestingly, there was no small talk of why Macquarie, all the interviewers cut straight to the chase.
Why are you a good choice for this role
Viewing 11 - 20 interview questions