how would you combine predictors with very different predictive power and timescales?
Quantitative Programmer Interview Questions
10,227 quantitative programmer interview questions shared by candidates
What did you learn from the projects listed in your CV?
•Black scholes equation related questions. •root finding questions
How to measure the performance and risk of the portfolio.
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
Solve stochastic equations. dS=?Sdt+?SdW
What do you know about UBS? Definition of VAR. How can you calculate VAR?
some probability questions and the difficulty increased step by step
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asked about dynamic sql, rank functions- All were asked at an application level. I was asked on how to combine two files in sql, remove duplicates and sort it. Basically about UNION,JOIN statements e.t.c
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