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4131VWAP Schedule in a Liquidity-U-Shaped DayYou need to buy 6% of daily volume in a liquid index future by the close, and the PM is benchmarked strictly to day-long VWAP rather than arrival. Which schedule is the most natural starting point?金融与交易中等derivation未尝试面试订阅4132Alpha Decay and Front-LoadingA signal is expected to decay within the next 20 minutes, and waiting is more expensive than crossing a bit more spread now. Should the schedule become more or less front-loaded?金融与交易中等derivation未尝试面试订阅4133Low-Signal Passive LiquidationYou need to liquidate a medium-size position over several days with no urgent alpha and strong concern about footprint. Which scheduling style is the better default: high-POV aggression or a lower-participation passive schedule?金融与交易中等derivation未尝试面试订阅4134Closing Auction Use CaseA benchmarked portfolio must minimize tracking error to the official close, and the stock has deep closing-auction liquidity. Which venue or schedule component becomes especially attractive?金融与交易中等derivation未尝试面试订阅4135Participation Cap in Thin NamesIn a thin name, why might a trader impose a strict maximum participation rate even when the order is behind schedule?金融与交易中等derivation未尝试面试订阅4136Why Quoted Spread Understates True CostWhy can quoted spread be a poor summary of true execution cost for a real institutional order?金融与交易中等essay未尝试面试订阅4137Why Passive Orders Can Still Lose MoneyWhy is it wrong to think that passive orders are always cheap just because they do not cross the spread?金融与交易中等essay未尝试面试订阅4138Why Impact Models Need a Urgency TermWhy is an execution problem incomplete if it models market impact but ignores alpha decay or urgency?金融与交易中等essay未尝试面试订阅4139Why Dark Liquidity Is Not Free LiquidityWhy can dark-pool access reduce displayed footprint and still fail to lower true cost much?金融与交易中等essay未尝试面试订阅4991Infer Missing Daily Move From Realized Variance Target 1A variance swap uses RV = (252/n) * sum r t 2 with n=4 observations. Three simple returns are 0.01, -0.02, and 0.015. What absolute fourth return |r 4| would make RV exactly equal the strike 0.04725, so the running payout is zero?金融与交易中等数值题未尝试面试订阅4992Infer Missing Daily Move From Realized Variance Target 2A variance swap uses RV = (252/n) * sum r t 2 with n=4 observations. Three simple returns are 0.008, -0.012, and 0.006. What absolute fourth return |r 4| would make RV exactly equal the strike 0.021672?金融与交易中等数值题未尝试面试订阅4993Infer Missing Daily Move From Realized Variance Target 3A variance swap uses RV = (252/n) * sum r t 2 with n=4 observations. Three returns are 0.02, -0.015, and 0.005. What absolute fourth return |r 4| makes RV exactly 0.04725?金融与交易中等数值题未尝试面试订阅4994Infer Missing Daily Move From Realized Variance Target 4A variance swap uses RV = (252/n) * sum r t 2 with n=4 observations. Three returns are 0.012, 0.011, and -0.009. What absolute fourth return |r 4| makes RV exactly 0.024885?金融与交易中等数值题未尝试面试订阅4995Infer Missing Daily Move From Realized Variance Target 5A variance swap uses RV = (252/n) * sum r t 2 with n=4 observations. Three returns are 0.015, -0.005, and -0.012. What absolute fourth return |r 4| makes RV exactly 0.045234?金融与交易中等数值题未尝试面试订阅4996Infer Forward Variance From Live Fair Strike 6A 90-day variance swap has observed 30 trading days. Realized variance so far is 0.035, and the current fair full-life variance strike is 0.038333333. What forward variance for the remaining 60 days is implied?金融与交易中等数值题未尝试面试订阅4997Infer Forward Variance From Live Fair Strike 7A 60-day variance swap has observed 20 trading days. Realized variance so far is 0.028, and the current fair variance strike is 0.030666667. What forward variance for the remaining life is implied?金融与交易中等数值题未尝试面试订阅4998Infer Forward Variance From Live Fair Strike 8A 120-day variance swap has observed 45 days. Realized variance so far is 0.05, and the live fair full-life strike is 0.045. What forward variance for the remaining 75 days is implied?金融与交易中等数值题未尝试面试订阅5000Infer Forward Variance From Live Fair Strike 10A 100-day variance swap has observed 50 days. Realized variance so far is 0.041, and the live fair strike is 0.0395. What forward variance for the remaining life is implied?金融与交易中等数值题未尝试面试订阅5001Infer Volatility Strike From Matched Vega Notional 11Around the volatility strike K vol, a variance swap with variance notional N var is often locally matched to a vol swap with vega notional N vega via N vega = 2*K vol*N var. If N var=100000 and N vega=40000, what K vol is implied?金融与交易中等数值题未尝试面试订阅5002Infer Volatility Strike From Matched Vega Notional 12Using N vega = 2*K vol*N var, if N var=75000 and N vega=27000, what volatility strike K vol is implied?金融与交易中等数值题未尝试面试订阅