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1896First Tradable Session 1A signal becomes public at Tuesday 4:15pm ET. A daily strategy may only trade after all input data are known. What is the earliest tradable session?统计简单essay未尝试免费1897First Tradable Session 2A signal becomes public at Wednesday 8:10am ET. A daily strategy may only trade after all input data are known. What is the earliest tradable session?统计简单essay未尝试免费1898First Tradable Session 3A signal becomes public at Thursday 6:00pm ET. A daily strategy may only trade after all input data are known. What is the earliest tradable session?统计中等数值题未尝试免费1899First Tradable Session 4A signal becomes public at Friday 3:55pm ET. A daily strategy may only trade after all input data are known. What is the earliest tradable session?统计中等数值题未尝试免费1901Vendor Lag Alignment 1A vendor distributes a dataset with a fixed 2-business-day lag. If your model key is the Tuesday signal and you trade at the close, what is the first valid trading session that may use that observation?统计简单essay未尝试免费1902Vendor Lag Alignment 2A vendor distributes a dataset with a fixed 3-business-day lag. If your model key is the Monday file and you trade at the open, what is the first valid trading session that may use that observation?统计中等derivation未尝试免费1903Vendor Lag Alignment 3A vendor distributes a dataset with a fixed 1-business-day lag. If your model key is the Wednesday signal and you trade at the open, what is the first valid trading session that may use that observation?统计中等数值题未尝试面试订阅1904Vendor Lag Alignment 4A vendor distributes a dataset with a fixed 5-business-day lag. If your model key is the Friday accounting snapshot and you trade at the close, what is the first valid trading session that may use that observation?统计中等数值题未尝试面试订阅1905Vendor Lag Alignment 5A vendor distributes a dataset with a fixed 2-business-day lag. If your model key is the Thursday borrow-fee file and you trade at the open, what is the first valid trading session that may use that observation?统计困难essay未尝试面试订阅1906Minimum Embargo Length 1A label is defined as the forward return over the next 5 trading days. If you split train and test windows by time, what is the minimum embargo gap needed to avoid leaking label information across the boundary?统计简单essay未尝试免费1911False Launch Probability 1You test 40 independent noise strategies. A strategy is launched only if it passes an in-sample screen at level 1/20 and then passes a second independent validation at level 1/10. Under the global null, what is the probability that at least one noise strategy still gets launched?统计简单essay未尝试免费1916Look-Ahead Audit Scenario 1A daily factor is z-scored using the full-sample mean and standard deviation before the backtest is run. What is the main problem?统计简单essay未尝试免费1917Look-Ahead Audit Scenario 2A backtest ranks stocks each month using the latest fully restated accounting data available today, even for years long ago. What is wrong with that setup?统计简单essay未尝试免费1918Look-Ahead Audit Scenario 3A research notebook chooses the top decile each day using today's close and then records the same day's close-to-close return as PnL. What is the leak?统计中等essay未尝试面试订阅1919Look-Ahead Audit Scenario 4A training set includes observations whose labels use returns that overlap with the future test window. What should be added to the split procedure?统计中等数值题未尝试面试订阅1920Look-Ahead Audit Scenario 5A PM wants to backfill today's index membership list into the whole historical universe before evaluating a factor. Why is that unsafe?统计困难essay未尝试面试订阅