QuantForcesquant interview practice

Green Book Contest 28

Duration
1h 0m
Problems
5
Total difficulty
7200
Participants
0

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#NameTagsDifficulty
AHandshakes
Green Book · Ch 2 · Brain Teasers
brain-teaserpigeonholegraph-theoryclassic
1100
BValue at risk (VaR)
Green Book · Ch 6 · Finance
financerisk-managementvalue-at-riskcoherent-risk-measure
1300
CPortfolio optimization (two stocks)
Green Book · Ch 6 · Finance
financeportfolio-optimizationmean-variancemarkowitz
1400
DN points on a circle
Green Book · Ch 4 · Probability Theory
probabilitygeometric-probabilitysymmetry
1700
ECoin sequence — expected tosses for n heads
Green Book · Ch 5 · Stochastic Process and Stochastic Calculus
martingaleinductionexpected-hitting-timecoin-toss
1700