Suppose you have two covariance matrices A and B. Is AB also a covariance matrix? Suppose that, by plain dumb luck, we also have that AB=BA. Is AB a covariance matrix under this additional condition?
Quant Research Interview Questions
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Suppose you have 100 GB of data that you want to sort, but you only have 1 GB of memory. How would you sort this data?
Q: Integrate xlogx. Q: Put the numbers 1~1000 around a circle in order. Start at 1, you delete the number 1, 3, 5, ... and carry on this pattern of deleting numbers alternatively until there's only one number left. Determine that number.
what is the influence to R square when more independent variables are added to the regression model
Over what time horizon would you expect to see an option appreciate due to vega alone?
If X,Y~N(0,1), what's the probability that both X and X+Y are positive?
a/b within 0.48 0.52 a,b are both integers . What could a and b be
How to bet optimally?
introduce yourself, math, coding questions
write algorithm to generate random points in a polygon
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