150 Most Frequently Asked Questions On Quant Interviews =link=

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25. What is a martingale?

21. Explain principal component analysis (PCA).

This is the heart of quant interviews. If you fail probability, you fail the interview. 150 Most Frequently Asked Questions On Quant Interviews

• Approach: single global minimum, no local traps; strong duality often holds.
• Tip: use convex relaxations for hard problems.

• Approach: Type I: false positive, Type II: false negative; power = 1 - Type II.
• Tip: explain trade-offs via significance level.

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127. Explain concept of liquidity and how to measure it.