Quantitative Developer Interview Questions

10,227 quantitative developer interview questions shared by candidates

What are p values. What would happen if you double the points in the dataset and its effect on p values and other metrics. Some brainteasers. Some probability questions P(x>0|x+y>0)... X and Y are iid from standard normal
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Quantitative Strategist

Interviewed at Virtu Financial

4
May 4, 2022

What are p values. What would happen if you double the points in the dataset and its effect on p values and other metrics. Some brainteasers. Some probability questions P(x>0|x+y>0)... X and Y are iid from standard normal

1. How to find rows that contains missing values for a matrix using matlab? 2. How to calculate simple moving average with moving window n for a vector X (for example, 100*1) using matlab (cannot use any build in function such as tsmovavg)? 3. Are you familiar with different optimization function in Matlab? 4. Are you familiar with GARCH model, why use ARCH/GARCH model? What kind of stochastic process you have learned? Do you use any numerical methods to solve PDE? 5. You have a coin, you don't know whether it is a fair coin or a biased one. The probability to get a head follows a uniform distribution with (0,1). Given the first toss is a head, what is the probability that the second toss is also a head?
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Quantitative Analyst

Interviewed at State Street

3.4
Jul 7, 2015

1. How to find rows that contains missing values for a matrix using matlab? 2. How to calculate simple moving average with moving window n for a vector X (for example, 100*1) using matlab (cannot use any build in function such as tsmovavg)? 3. Are you familiar with different optimization function in Matlab? 4. Are you familiar with GARCH model, why use ARCH/GARCH model? What kind of stochastic process you have learned? Do you use any numerical methods to solve PDE? 5. You have a coin, you don't know whether it is a fair coin or a biased one. The probability to get a head follows a uniform distribution with (0,1). Given the first toss is a head, what is the probability that the second toss is also a head?

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