第 14 / 31 页
非代码面试题
显示 20 / 612 道匹配题目
答题状态：未尝试未正确已正确
ID题目领域难度题型进度权限
2674Precision of a Rare Alpha Event DetectorOnly 2% of days contain a true dislocation worth trading. A classifier catches 65% of those days but fires falsely on 4% of normal days. What is the precision of a positive alert?机器学习中等derivation未尝试面试订阅2676A Tiny Tail Probability Can Dominate Average PnLA strategy makes +0.04% on 98% of days and loses -2.5% on the remaining 2% of days. What is the unconditional average daily return?机器学习简单数值题未尝试免费2679Why Hundreds of Stocks Do Not Mean Hundreds of Independent LabelsWhy does a daily cross-sectional equity sample with hundreds of names still provide much less information than its row count suggests?机器学习中等essay未尝试面试订阅2685Why Crisis Prediction Suffers From Tiny Relevant Sample SizeWhy does a century of daily data still leave very little effective evidence for training a model about true crisis behavior?机器学习困难essay未尝试面试订阅2687Why Benchmark Stability Does Not Guarantee Label StabilityWhy can a model's benchmark-relative performance appear stable even while the mapping from features to returns is drifting underneath?机器学习中等essay未尝试面试订阅2691Why More Panels Do Not Solve Regime DriftWhy does adding more securities or more firms not automatically solve the problem of regime drift over time?机器学习简单essay未尝试免费2692Why Negative Skew Strategies Can Look Comfortingly StableWhy can a strategy with severe crash risk still look reassuring in ordinary validation windows?机器学习简单essay未尝试免费2695Why Two Similar-Looking Features Can Swap Usefulness Across RegimesWhy might one liquidity feature dominate in calm markets while another dominates in stressed markets, even though they looked redundant in a pooled sample?机器学习困难essay未尝试面试订阅2696False Strategy Surviving Two Independent Research GatesA desk tries 80 genuinely null strategy ideas. A strategy is kept only if it passes an in-sample screen at 10% and then a fresh out-of-sample confirmation at 5%, with the two tests treated as independent under the null. What is the probability at least one null idea survives both gates?机器学习简单derivation未尝试面试订阅2697False Winner Probability After Clustering 240 Variants into 24 FamiliesA researcher generates 240 heavily correlated strategy variants but argues they amount to only 24 effectively independent families. If the desk still flags any family with p-value below 8%, what is the approximate probability of at least one false family-level winner under the null?机器学习简单数值题未尝试面试订阅2698Single-Test Significance Needed to Cap Familywise False Discovery at 10%A desk plans to try 60 effectively independent strategy ideas. What single-test significance level alpha keeps the probability of at least one false winner at exactly 10% under the independence approximation?机器学习中等数值题未尝试面试订阅2699Null Survival Through Two Independent ScreensA null strategy must first pass an exploratory screen at level 10% and then pass a final untouched holdout at level 5%. If the two tests are independent under the null, what is the probability that a null strategy survives both?机器学习中等derivation未尝试面试订阅2702Chance the Best Null t-Statistic Exceeds 2.4 Across 50 VariantsSuppose 50 genuinely null standardized t-statistics are approximately independent N(0,1). What is the probability the largest of them exceeds 2.4?机器学习中等数值题未尝试面试订阅2703Probability That a Null Sharpe Sweep Produces a Big WinnerSuppose 25 independent null strategies each produce an in-sample Sharpe that is approximately standard normal. What is the probability that the best observed Sharpe exceeds 1.5?机器学习中等derivation未尝试面试订阅2704Expected Null Strategies Surviving a Screening FunnelA research platform runs 200 null strategies. Only strategies with in-sample p-value below 15% are promoted, and each promoted strategy must then pass a fresh 5% confirmation test. Assuming independence under the null, what is the expected number of false strategies that survive both stages?机器学习中等数值题未尝试面试订阅2706Why an Untouched Holdout Stops Being UntouchedWhy does a final holdout lose its evidential value once researchers repeatedly inspect it during idea iteration?机器学习简单essay未尝试面试订阅2709Why Ranking by In-Sample Sharpe Prefers Noise PeaksWhy does selecting the strategy with the highest in-sample Sharpe systematically bias the chosen strategy upward even when all candidates are mediocre?机器学习困难essay未尝试面试订阅2711Why Paper Trading Can Be More Informative Than One More BacktestWhy can a period of forward paper trading add more evidence than squeezing one more clever slice out of the historical sample?机器学习简单essay未尝试面试订阅2717Why Relaunching a Retired Strategy Can Reuse the Same LuckWhy is it dangerous to retire a strategy after disappointment and later relaunch a close cousin because a refreshed backtest looks strong again on overlapping history?机器学习简单essay未尝试免费2720Why Live Degradation Should Be the Default ExpectationWhy should a PM expect live performance to come in below the very best backtest rather than treat any shortfall as an implementation surprise?机器学习困难essay未尝试面试订阅