what is cointegration and its application what is assumptions of OLS
Quantitative Researcher Interview Questions
2,686 quantitative researcher interview questions shared by candidates
How do you profit if you have weather data?
Why are you interested in WorldQuant?
A number x^n, they gave the value for x and then a value for n. Asked for a range of where x^n will lie. i.e. between 1,000,000 to 2,000,000. Explain your logic and possibly do some basic maths to supplement your range.
How my mathematical skills can contribute to working in Worldquant?
Probability of Buffon’s needle
What is a pure virtual function (c++)?
Describe a predictive method you have previously used
what's the probability of throwing a coin
What is the role of stock covariance matrix in portfolio optimization? How to measure 1000 stocks’ covariance efficiently(using factor loadings)? What is stationarity?(weak and strong) What is cointegration? In pairs trading, what is the difference between cointegration and correlation? Why can’t we use correlation? Linear Regression assumptions? What is multicollinearity? What are the problems it cause? How to solve it? Explain L1 and L2 regularization. Why is L1 sparse? Which is differentiable? How to solve L1 using numerical methods? Coding: gradient descent to calculate minimum for x**2 - 2*x + 1 + 3 * np.sin(np.pi * x)
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