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.
52 questions · page 2 of 2 · Clear filters
- A signal has an information coefficient of 0.05 against returns, both approximately normal.Alpha and signal research · Advanced
- You hold 50 names at active weights of ±2%, each with 30% idiosyncratic…Alpha and signal research · Advanced
- Why did regulators move from value at risk to expected shortfall?Alpha and signal research · Advanced
- Two standardised signals are uncorrelated with each other and have ICs 0.04 and 0.03.Alpha and signal research · Advanced
- Positions are proportional to a standardised signal.Alpha and signal research · Advanced
- For normally distributed P&L with zero mean and standard deviation σ, the 97.5%…Alpha and signal research · Advanced
- A strategy earns 10 bp gross per trade.Alpha and signal research · Advanced
- The best of a hundred backtests, part 3 of 3Alpha and signal research · Advanced
- Hedging out the market, part 3 of 3Alpha and signal research · Advanced
- A signal that trades too much, part 3 of 3Alpha and signal research · Advanced
- What does the probability of backtest overfitting measure?Alpha and signal research · Expert
- Skill, breadth and the information ratio, part 3 of 3Alpha and signal research · Expert