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    Quant Research Preparation

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    Sudeep Raja
    The document provides guidance for candidates preparing for an interview with G-Research, a quantitative research firm. It suggests brushing up on basic financial concepts, probability, statistics, and coding. Specifically, it recommends reviewing materials on portfolio optimization, time series analysis, and Monte Carlo methods. For stats, undergraduate level probability and statistics is sufficient preparation. Sample coding exercises include solving Project Euler problems, implementing statistical methods on datasets, and solving problems like the 8 queens puzzle or creating a basic matrix class.

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    Quant Research Preparation

    Uploaded by

    Sudeep Raja
    26 views2 pages
    The document provides guidance for candidates preparing for an interview with G-Research, a quantitative research firm. It suggests brushing up on basic financial concepts, probability, statistics, and coding. Specifically, it recommends reviewing materials on portfolio optimization, time series analysis, and Monte Carlo methods. For stats, undergraduate level probability and statistics is sufficient preparation. Sample coding exercises include solving Project Euler problems, implementing statistical methods on datasets, and solving problems like the 8 queens puzzle or creating a basic matrix class.

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    The document provides guidance for candidates preparing for an interview with G-Research, a quantitative research firm. It suggests brushing up on basic financial concepts, probability, statistics, and coding. Specifically, it recommends reviewing materials on portfolio optimization, time series analysis, and Monte Carlo methods. For stats, undergraduate level probability and statistics is sufficient preparation. Sample coding exercises include solving Project Euler problems, implementing statistical methods on datasets, and solving problems like the 8 queens puzzle or creating a basic matrix class.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    26 views2 pages

    Quant Research Preparation

    Uploaded by

    Sudeep Raja
    The document provides guidance for candidates preparing for an interview with G-Research, a quantitative research firm. It suggests brushing up on basic financial concepts, probability, statistics, and coding. Specifically, it recommends reviewing materials on portfolio optimization, time series analysis, and Monte Carlo methods. For stats, undergraduate level probability and statistics is sufficient preparation. Sample coding exercises include solving Project Euler problems, implementing statistical methods on datasets, and solving problems like the 8 queens puzzle or creating a basic matrix class.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 2

    Quantitative Researcher Assessment Process Guidance

    Imagine beating the efficient market hypothesis with the full big data toolset.

    Congratulations on being invited to interview with G-Research! Our assessment process has been designed to require
    little preparation. However we often get asked by candidates where they should “brush-up” before meeting us so
    we’ve put together a few suggestions. We advise preparing for a maximum of two weeks for our first round as we’ll
    provide feedback for future rounds if required.

    Quant Finance

    It would be helpful to be familiar with some basic financial concepts such as: The Black Scholes equation, Sharpe ratio,
    portfolio optimisation, CAPM, time series analysis, PDEs, convex optimisation, securities markets 101, pairs trading
    strategies, trend following and mean reversion strategies, market microstructure, & Monte Carlo methods.

    If you would like to explore further, the first 3-4 chapters of the textbook Active Portfolio Managmement by Grinold
    & Kahn is a good starting point:

    Grinold and Kahn, Active Portfolio Management : A quantitative approach for producing superior returns and selecting
    superior money managers http://www.amazon.co.uk/dp/0070248826

    We'd generally advise - once you have a grounding in the theory - maybe thinking about an example trading strategy
    and what kinds of data could be interesting to develop this.

    Stats & probabilities

    For the purposes of our early interview process, 1st and 2nd year undergraduate probability and statistics is sufficient.
    Please see below the course synopsis for these at University of Oxford and MIT, which contain a good overview. There
    also might also be useful exercise sheets and lecture notes on these pages.

    1st year:
    Probability: https://courses.maths.ox.ac.uk/node/5610
    Statistics: https://courses.maths.ox.ac.uk/node/5623

    2nd year:
    Probability: https://courses.maths.ox.ac.uk/node/5443
    Statistics: https://courses.maths.ox.ac.uk/node/5449

    Introduction to probability & statistics:

    https://ocw.mit.edu/courses/mathematics/18-05-introduction-to-probability-and-statistics-spring-2014/

    Maths of Data Science:

    https://ocw.mit.edu/courses/mathematics/18-s096-topics-in-mathematics-of-data-science-fall-2015/
    Coding

    From our perspective, practice is preferable to theory. There's a site called ProjectEuler.net, which provides some
    bite-size maths problems that often require a computational solution; this might be a nice place to start. There are
    also Codility, Kaggle & TopCoder that have similar projects. Once you have some practice under your belt, Kaggle gives
    you the opportunity to work with real data sets in a way that is closer to what we do.

    Another thing you could try is implementing a "simple" statistical method of your choice. Find a dataset of your choice
    (any dataset, really), and try to compute some statistics on it using an OO language. Again, this will allow you to use
    your developing skills in the ways that we use them.

    Below are a couple of examples of something that might be asked at the interview stage. Have a go at these and maybe
    find some similar problems and this will put you in a good position when you come in to meet us.

    The 8 Queens Problem:

    You have to put 8 queens on a chess board where they can't take each other.
    Then generalise by using any type of piece or by having n pieces on and n x n board.
    How many solutions exist? Print them out.

    Matrix:

    Write a simple matrix class that can do multiplication. Override some operators for + and *.

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