Monthly Archives: February 2008

Interview Question: Tale of Two Concepts in Regression

Sample Question #272 (statistics / econometrics)   My junior quant just told me that when I run a regression like y=bx+e, where y is the dependent variable and x the independent variable, the coefficient estimate on b is just the … Continue reading

Posted in Sample Qs | 3 Comments

Get My Book for Under $11

OK, a bit of self-promotion here. I just came across this and got excited, so I wanted to share it with my blog visitors who hadn’t read my book yet. carries my book, "Starting Your Career as a Wall … Continue reading

Posted in Books | 2 Comments

Where to Find Internship Opportunities

One question I often hear is "where can I find internship positions?" My book devotes an entire section of the job hunting chapter to internships. But if you’re desperate to find such opportunities, you need to be a little creative. … Continue reading

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Amazon Special: Quantitative Equity Portfolio Management Book has a special pricing (71% off cover) on an otherwise pricey book on quantitative equity portfolio management. Here’s the link:   I haven’t read the book yet but it seems a practical and relevant guide to quantitative modeling … Continue reading

Posted in Books | 2 Comments

Interview Question: Average Pay

Sample Question #271 (brainteaser)   I was having lunch with my financial engineering coworkers the other day when someone came up with this question:   We have just had our reviews and received our 2007 bonuses. Everyone in the lunchroom … Continue reading

Posted in Sample Qs | 5 Comments

Gloomy State of Financial Job Market

Over the long weekend I took a trip back to New York where I met some Wall Street buddies. Everyone was feeling depressed — even though many of these guys took home some fat bonus checks in late January. Everyone … Continue reading

Posted in Uncategorized | 2 Comments

Interview Question: Influential Factors

Sample Question #270 (finance – portfolio theory)   Describe the Fama-French factor model. What’s wrong with it as an investment tool?

Posted in Sample Qs | 1 Comment