Quant interview questions
1,322 questions in the style trading and research firms ask, from probability and brainteasers to options, statistics and coding. Every question is open to read; the 50 in the free sample show their worked solutions here.
90 questions · page 3 of 3 · Clear filters
- Gradient descent with momentum uses a learning rate of 0.01 and β = 0.9.Machine learning · Applied
- A batch normalisation layer follows a fully connected layer of 128 units.Machine learning · Applied
- A classifier flags 500 cases, of which 40 are true positives, and misses 60 positives.Machine learning · Applied
- What does the kernel trick actually buy you?Machine learning · Advanced
- You increase the batch size from 32 to 512 without changing anything else. What happens?Machine learning · Advanced
- Why did rectified linear units largely replace sigmoids in deep networks?Machine learning · Advanced
- You cluster a universe of assets from their correlation matrix.Machine learning · Advanced
- A colleague reports a daily information coefficient of 0.35 on a liquid equity universe.Alpha and signal research · Applied
- You estimate a covariance matrix for 500 assets from 250 days of returns. What is wrong?Alpha and signal research · Advanced
- You need x = A⁻¹b. Why does production code not compute the inverse?Numerical methods · Advanced