Quant Janitor Intern Interview Questions
TC 400k
Friday quant fund janitor intern interview question (London based, TC £400k, housing with air con provided 💨):
— quantymacro (@quantymacro) July 26, 2024
if you fit a Decision Tree to learn the function, how many splits do you need for the training error to be zero? what do you notice about the tree structure? pic.twitter.com/t1KY9ok6h4
Friday quant fund janitor intern interview q:
— quantymacro (@quantymacro) July 19, 2024
your boss asks you to predict returns Y~N(mu, sigma^2)
you have a feature X, which in truth is uncorrelated to Y
you run an OLS
if you use the model's prediction as position, what's your expected PnL? what did you learn? pic.twitter.com/dtCOyPvNsW
Friday ML janitor quant intern interview question (interns will be allowed to import XGBoost if they get it right):
— quantymacro (@quantymacro) June 21, 2024
in gradient boosting we train subsequent models on the residual vector of the prev model. what happens if we train them on the *sign* of the residual vector? pic.twitter.com/fp4dtpTXWL
janitor intern interview question for the soon-to-be-launched Generalised Ridge Quant Fund: Linear Regression 101
— quantymacro (@quantymacro) May 16, 2024
what are the differences between the 3 statements? (v easy)
for each of the statement, what are the assumptions needed for the statement to be true? (medium) pic.twitter.com/YFnJAa33R5
Friday quant-fund janitor intern interview questions:
— quantymacro (@quantymacro) May 24, 2024
1) find the eigenvalues of the covariance matrix
2) describe the behaviour of the ratio of the larger to the smaller eigenvalue as rho varies
3) what insights do you get from this? pic.twitter.com/JAaywVEZsj
Friday quant fund janitor intern interview question - Helping IRL Friends edition:
— quantymacro (@quantymacro) July 5, 2024
bonus points for *specific* examples/applications :). one liner answers are acceptable but better be damn good pic.twitter.com/dUDYDB1o6o
Friday quant fund janitor intern interview question - Linear Regression department (£300k base, 2 days wfh, protected nap time after lunch):
— quantymacro (@quantymacro) June 7, 2024
what’s the solution for OLS, if you enforce constraints where all coefficients are the same? pic.twitter.com/r9mAoCujJK
quant fund janitor intern interview question:
— quantymacro (@quantymacro) June 2, 2024
how is random forest affected by multicollinearity? pic.twitter.com/PFZOz4Mq8J