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4076Edge Estimate Is NoisyYour estimated edge is highly uncertain and may be overstated. Which is usually more prudent: full Kelly or half Kelly?金融与交易中等derivation未尝试面试订阅4077Drawdown Constraint Is BindingA mandate cares heavily about avoiding large drawdowns even if that sacrifices some long-run growth. Does that point toward full Kelly or a fractional Kelly rule?金融与交易中等derivation未尝试面试订阅4078Very Stable Edge and Deep Capital BaseIf the edge estimate is unusually stable, the capital base is deep, and drawdown tolerance is high, which becomes easier to justify: full Kelly or quarter Kelly?金融与交易中等derivation未尝试面试订阅4079Same Edge but Higher VolatilityTwo strategies have the same estimated edge, but one has much higher realized volatility and fatter drawdowns. Which should be shrunk more aggressively from full Kelly?金融与交易中等derivation未尝试面试订阅4080Unknown Correlation Across BetsIf you suspect your supposedly independent bets may actually become correlated under stress, should that make you more comfortable with full Kelly or less?金融与交易中等derivation未尝试面试订阅4083Fractional Kelly Portfolio Leverage 3A strategy has full-Kelly expected log-growth 12% per year. Under 40% Kelly and the quadratic approximation, what expected log-growth remains?金融与交易简单derivation未尝试面试订阅4084Fractional Kelly Portfolio Leverage 4To retain 75% of full-Kelly growth under the quadratic approximation with lambda in [0,1], what Kelly fraction is needed?金融与交易简单derivation未尝试面试订阅4086Why Most Real Desks Use Fractional KellyWhy do real trading desks and portfolio managers so often use fractional Kelly instead of full Kelly?金融与交易中等essay未尝试面试订阅4087Why Half Kelly Keeps Most of the GrowthWhy does half Kelly often look like an attractive compromise in practice?金融与交易中等essay未尝试面试订阅4088Why Fractional Kelly Is Really About Model RiskWhy is fractional Kelly best interpreted as a response to model risk rather than a rejection of Kelly logic?金融与交易中等essay未尝试面试订阅4089Why Drawdown Pain Is Not Captured by Asymptotic Growth AloneWhy can full Kelly be mathematically optimal in the long run and still feel practically intolerable?金融与交易中等essay未尝试面试订阅4090How to Sanity-Check a Fractional-Kelly AnswerWhat is a fast sanity check after you answer a fractional-Kelly sizing question?金融与交易中等essay未尝试面试订阅4091Inverse-Vol Risk-Parity Weights 1Inverse-volatility risk parity across three sleeves targets weights (0.5, 0.25, 0.25). If the first two sleeve volatilities are 10% and 20%, what volatility must the third sleeve have?金融与交易简单数值题未尝试面试订阅4092Inverse-Vol Risk-Parity Weights 2A two-sleeve inverse-volatility book currently uses vols 12% and 18%. A third sleeve with volatility 36% is added. What are the new fully invested inverse-volatility weights?金融与交易简单数值题未尝试面试订阅4093Inverse-Vol Risk-Parity Weights 3An inverse-volatility risk-parity portfolio uses three uncorrelated sleeves with vols 10%, 15%, and 30%. What leverage would scale the fully invested portfolio to a target portfolio volatility of 12%?金融与交易简单数值题未尝试面试订阅4094Inverse-Vol Risk-Parity Weights 4Inverse-volatility risk parity wants weight proportions 4:2:1 across three sleeves. If the first sleeve volatility is 8%, what sleeve volatilities are implied for the second and third sleeves?金融与交易简单数值题未尝试面试订阅4095Inverse-Vol Risk-Parity Weights 5A two-sleeve inverse-volatility portfolio starts from vols 14% and 21%. If the second sleeve volatility falls to 14%, what are the new weights?金融与交易简单数值题未尝试面试订阅4096Two-Asset Equal Risk Contribution 1A two-asset equal-risk-contribution portfolio uses long-only weights that sum to 1. Asset A has vol 10.00\%, asset B has vol 25.00\%, and their correlation is 0.3. What weights equalize the two assets' variance contributions?金融与交易中等数值题未尝试面试订阅4097Two-Asset Equal Risk Contribution 2A two-asset equal-risk-contribution portfolio uses long-only weights that sum to 1. Asset A has vol 12.00\%, asset B has vol 18.00\%, and their correlation is -0.2. What weights equalize the two assets' variance contributions?金融与交易中等数值题未尝试面试订阅4099Two-Asset Equal Risk Contribution 4A two-asset equal-risk-contribution portfolio uses long-only weights that sum to 1. Asset A has vol 14.00\%, asset B has vol 28.00\%, and their correlation is 0. What weights equalize the two assets' variance contributions?金融与交易中等数值题未尝试面试订阅