You run a linear regression y = ax + b and later you found that x should be dependent and y should independent. i.e x = cy + d. Without rerun the regression, you compute c and d as c = 1/a and d = -b/a. Will you prediction overestimate, underestimate or neither
Why not Jane Street but DRW
They gave 4 math problems to be done in 30 min. Probability, linear algebra, statistics were involved.
Not disclosing. General probability questions, however.
Price a simple option where underlying takes one of two values
What is a put option?
what would you like to focus on in this role?
How does a regression tree fit values?
nda
Programming task, Python. Then, general CV questions.
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