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Junior Quantitative Research Analyst Interview Questions

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Suppose you have 100 predictors on the price of a product. After running 100 univariate regressions, you found five significant predictors (type I less than 5%). Would you use these to make your trade decisions? Why or why not? Assuming all the predictors are not correlated in any way, how is it different from the multivariate model with 100 predictors? What is the number of significant predictors you will get in this model? Is it five?
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Quantitative Research and Trading Intern

Interviewed at Quantedge

4.5★
Apr 22, 2022

Suppose you have 100 predictors on the price of a product. After running 100 univariate regressions, you found five significant predictors (type I less than 5%). Would you use these to make your trade decisions? Why or why not? Assuming all the predictors are not correlated in any way, how is it different from the multivariate model with 100 predictors? What is the number of significant predictors you will get in this model? Is it five?

1 A binomial tree question. Find the leave with maximized number of different integers. 2 A monkey goes across a river by jumping on stones which appear as time goes by. Calculate the time cost. 3 find the maximum number of odd numbers that sums up to a given number
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Quantitative Analyst Intern

Interviewed at Volant Trading

3★
Jun 7, 2016

1 A binomial tree question. Find the leave with maximized number of different integers. 2 A monkey goes across a river by jumping on stones which appear as time goes by. Calculate the time cost. 3 find the maximum number of odd numbers that sums up to a given number

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