Suppose that you have a fair coin. You start with $0. You win 1$ each time you get a head and loose $1 each time you get tails. Calculate the probability of getting $2 without getting below $0 at any time.
Quantitative Strategy Interview Questions
35 quantitative strategy interview questions shared by candidates
Let B and C be two r.v. uniformly distributed in [0,1]. What is the probability of the event that x^2 + B x +C =0 has real roots.
o What is the full form of SABR (Volatility calibration model)? Why is it so popular?
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A bag of 4 balls, two red, one black, and one blue. You take two balls out at the same time, what's the probability that your second ball is red given the first ball is also red.
What is singleton?
1. SQL: there are three tables, Table Students with fields (StudentID, LastName, FirstName, …), table Subjects with fields (SubjectID, SubjectName, Credit), and table Grades with fields (StudentID, SubjectID, Grade). Write a query to calculate GPA for each student.
3. Use R or Python, download last 1 year of daily equity prices in Dow Jones Industrial Average Index from any online data source, and calculate each stock’s beta using all 1-year daily prices. Output to c:\temp stock betas in a text file dow_betas.txt.
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Typical probability questions, playing with expectation correlation, etc.
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