Monthly Archives: October 2008

Interview Question: Goodness of Fit

Sample Question #304 (statistics)   Explain the difference between R2 and adjusted-R2. When is R2 (or adjusted-R2) not useful?  

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Interview Question: Optimal Hedge Ratio

Sample Question #303 (finance)   You just bought one (1) share of stock A and want to hedge it by shorting stock B. How many shares of B should you short to minimize the variance of the hedged position?   … Continue reading

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Interview Question: Keeping Up With News

Sample Question #302 (case question)   Ok, so you read the Wall Street Journal every day. Tell me what’s been happening in the financial market recently,  what caused the event or events, and what do you think of the government … Continue reading

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Interview Question: Matlab Command

Sample Question #301 (programming – Matlab)   Dude, I see you’re skilled at Matlab. Now tell me quickly: does the log function in Matlab return the natural logarithm or the common logarithm?   (Common log = base 10)   [Remembering … Continue reading

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Interview Question (#300!): Black and White

Sample Question #300 (probability brainteaser)   There are x white balls and y black balls in an opaque bag. (Obvisouly, you can’t peek into the bag.) There’re also a lot of white and black balls on the side. Each time you take a … Continue reading

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Interview Question: Inline or Define

Sample Question #299 (programming – C++)   Explain the differences between inline functions and #define in C++.

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Interview Question: Itsy Bitsy Spider

Sample Question #298 (probability theory)   A spider must eat three flies a day to survive. (It doesn’t need to eat more than three.) The spider has a 50% chance of catching any fly that comes near its web. What … Continue reading

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