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Quantitative Researcher Intern Interview Questions
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Medium level probability questions - calculate probabilities, expectations, etc.
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An undergraduate-level combinatorial question. A probability one.
Basic question involving using Bayes theorem to update prior beliefs in the presence of new data
coding-based probability question was asked.
Random walk question: for a,b on the real line (with a<b), what is the probability of getting to b if you start at some point c between a and b? (I was given explicit values for a, b and c)
1. Effect of auto correlation on Sharpe 2. Ridge/lasso regression
Gave a written test with a variety of technical questions covering SDEs to linear algebra
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