How to measure the performance and risk of the portfolio.
Quantitative Associate Interview Questions
10,227 quantitative associate interview questions shared by candidates
What did you learn from the projects listed in your CV?
1. How you will forecast for ESG score/index without looking at each company's ESG score? 2. d/dx(1-ln(x)) 3. d/dx 1/(16-x) 4. Draw a graph for f(exp(x)) and f(ln(x)) 5. simple probability
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some probability questions and the difficulty increased step by step
how would you combine predictors with very different predictive power and timescales?
VaR calculation
- Introduce yourself - What is the effect of skewness in a portfolio? - What would you do if there exists only 10 observations? - How do you interpret a regression model for real estate?
Digitale Option Bewerten, wie kann Diese approximiert werden
the first question is the assumption of linear regression
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