Suppose you have two covariance matrices A and B. Is AB also a covariance matrix? Suppose that, by plain dumb luck, we also have that AB=BA. Is AB a covariance matrix under this additional condition?
Quant Research Interview Questions
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Suppose you have 100 GB of data that you want to sort, but you only have 1 GB of memory. How would you sort this data?
Q: Integrate xlogx. Q: Put the numbers 1~1000 around a circle in order. Start at 1, you delete the number 1, 3, 5, ... and carry on this pattern of deleting numbers alternatively until there's only one number left. Determine that number.
what is the influence to R square when more independent variables are added to the regression model
Over what time horizon would you expect to see an option appreciate due to vega alone?
a/b within 0.48 0.52 a,b are both integers . What could a and b be
How to bet optimally?
On the second call, I was asked this. You roll a 100-side dice and get paid the number it shows. However, you can roll again for the price of 1 pound (you get paid once only on the last roll). What is your strategy to maximize profit?
Estimate how many people are currently in aeroplanes. "Blotto" game with two players, castles worth points 1,23,4,5. Ice cream sellers on the beach
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