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.
53 questions · page 2 of 2 · Clear filters
- A regularised linear model beats your tuned gradient-boosting ensemble out of sample.Machine learning · Advanced
- Two features are nearly identical, and a random forest reports low importance for both.Machine learning · Advanced
- 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
- Each tree’s prediction has variance 1 and any two trees’ predictions correlate at 0.3.Machine learning · Advanced
- Adam’s first-moment estimate starts at 0 with β₁ = 0.9.Machine learning · Advanced
- Bias and variance of nearest neighbours, part 3 of 3Machine learning · Advanced
- One step of gradient descent, part 3 of 4Machine learning · Advanced
- Cross-validating a return forecaster, part 3 of 3Machine learning · Advanced
- Scoring a tree split, part 3 of 3Machine learning · Advanced
- One step of gradient descent, part 4 of 4Machine learning · Expert