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Quantitative Strategy Interview Questions
36 quantitative strategy interview questions shared by candidates
What is the difference between a class and a struct?
1. Two containers with volumes of 3 and 5 liters. How you could measure 4 liters of water? 2. Stock A, B with volatility 5% and 10%. They are independent. How you relocate them?
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See above about the CodeSignal OA
What is a martingale? Describe Black-Scholes.
Who was your favorite teacher and Why?
What is the meaning of determinant? Write out a program for finding the nth Fib number. What is ridge and lasso and their differences?
Electrical Engineering background, was told to explain Quantum Optics..
expected tosses to find 4 heads in a row? expected tosses for THHH ? which of these will take lesser tosses? If you sample in a random series, then, there’s equal probability of finding THHH and HHHH but THHH takes lesser time to come, how do you explain this discrepancy?
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