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Quantitative Research Intern Interview Questions
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Optimal betting question based on Kelly's criterion.
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A fair coin is tossed 100 times to create a sequence of heads and tails. A participant is allowed to ask 1 yes or no question (e.g. was the first coin flip heads?), then plays a game where he tries to guess all 100 coins. The participant is awarded $1 for every coin guessed correctly, and loses $1 for each incorrect guess. Find and prove an optimal strategy.
Is Brownian motion W_t a martingale? Is W_t^2 a martingale?
How many additional hours would you be willing to work per week for a 100% increase in salary? (behavioral)
Given a collection of boxes, find the biggest group of them that can be nested one inside the next.
Tell me three of your strengths.
C++ OOP
How many fish species in the world
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