Tag Archives: interviews

Linked list for interviews in a Python job. Or try R code walkthrough?

ome will always say how interviewer will test your coding capabilities. This is one popular question for any job in this field. Anyone have any other popular questions for their potential job? How about a an R code walkthrough?

https://codereview.stackexchange.com/questions/117668/linked-list-for-interviews

I just posted this old legacy R course if you are interested. This include R code walkthrough. I have many posted on this language here 

Purchase here if interested

http://quantlabs.net/academy/buy-all-of-our-r-courses/

To be quite honest, I am quite surprised on how popular this seems to be among my site visitors.

Note that this is older version of R using version 2.15!

Here are the details with a video at this location

R Course with Technical Analysis

R Course with Technical Analysis

 

Module 1

Technical Analysis in R

 

Technical Analysis in R

Unit 1

30 day moving average function

Unit 2

2 sided moving average for mean rolling window

Unit 3

R Code Walkthrough Improved Moving Average using intra day for Forex data

Unit 4

The improved moving average

Unit 5

R Code Wakthrough Simple Moving Averag Strategy with Volatility Filter

Unit 6

Love level Improved Moving Average functions with testing code

Unit 7

R source code for trading script with update portfolio, position size, MA, cross over, SMA, optimize parameters pt 2

Unit 8

R source code for trading script including MACD, Omega performance, RSI, and Bollinger Band measuring strategy and portfolio performance with plots Pt 3

R Course with Quant including GARCH

 

Module 1

Quant trading in R

 

Quant trading in R

Unit 1

Walthrough Parallel R Model Prediction Building and Analytics

Unit 2

Intro to GARCH forecasting with various R packages

Unit 3

How to use GARCH for predict market movements

Unit 4

How to use GARCH to predict distributions

Unit 5

GARCH trading R script walkthrough with a rolling window

R Course with Quant

R Course with Quant

 

Module 1

Intro

 

Intro

Unit 2

An ARMA model R code walkthrough

Unit 3

Checklist of forecasting with ARIMA: is time series stationary, differentiate, ARIMA(p,d,q), and which AMRA model to use?

Unit 4

R code walkthrough: Detrend to use Auto ARIMA modelling and forecast with statistical data and Ljung BoxTest

Unit 5

My first version of ARIMA R script with Forex data and Equity 1 and 5 min frequency

Unit 6

Bayesian analysis to Compare algorithms with Gibbs

Unit 7

Markov Chain R source code walkthrough

Unit 8

Monte Carlo R Walkthrough Demo

Unit 9

An alternative to running a Monte Carlo simulation

Unit 10

R code walkthrough Mean Absolute Deviation with Efficiency Frontiers Demo

R Course with Mean Reversion and Pair Trading

 

Module 1

Mean Reversion in R

 

Mean Reversion in R

Unit 1

Backtesting a Strategy with Mean Reversion

Unit 2

Mean Reversion Euler with Ornstein Uhlenbeck process

Unit 3

Pairs trading R source code walkthrough with mean reverting logic, spread and beta calculation

Module 2

Pair Trading in R

 

Pair Trading in R

Unit 1

Poor mans Pair Trading with Cointegration R Walkthrough

Unit 2

Pair trading with S&P 500 companies

Unit 3

Pairs trading with testing cointegration

Unit 4

Seasonal pair trading

Unit 5

 

Unit 6

Pairs Trading R Code Walkthrough

Unit 7

Pairs trading with a Hedge Ratio Demo

Unit 8

R Code Walkthrough Back testing with trading pair with CAPM

Unit 9

Gold versus Fear in Cointegration test

R Course with Arbitrage and Volatility

Arbitrage and Volatility

 

Module 1

Arbitrage in R

 

Arbitrage in R

Unit 1

Beating a random walk with arbitrage

Unit 2

Beating a random walk with arbitrage

Unit 3

Time Based Arbitrage Opportunities in Tick Data: Why low latency is needed in HFT?

Unit 4

Building a currency graph with arbitrage

Unit 5

Arbitrage: Modelling returns with CAPM APT aka Abritrage Pricing Theory

Unit 6

Indian equity market index NIFTY anaysis with CAPM vs APT aribitrage pricing theory using PCA and moment analysis

Module 2

Volatility in R

 

Volatility in R

Unit 1

R Code Walkthrough Adding a volatility filter with VIX

Unit 2

R Code Wakthrough Simple Moving Averag Strategy with Volatility Filter

Unit 3

Mean Reverting with Volatility Spike

Unit 4

Trading with GARCH volatility R script walkthrough demo

Unit 5

Jeff Augen volatility spike code

 

Reminder from yesterday. This closes out TONIGHT as well:

 

 

 

This is the your chance to learn about behind the scenes of these trading patterns I presented on Monday night. I have made this replay video now private which means it is only available to my Quant Elite Members. This is a very limited and exclusive offering to access it! I even revealed the source of how the Python code was created to generate them, This will never be seen again after this Friday! It is way too valuable that I don’t need the world to know how these work.

 

This posting will be removed this Friday night Eastern Standard Time (same as NYC)!

 

I Want To Learn Trading Patterns Now

Get your access to this via my 3 month Quant Elite Membership if interested!

 

Please find the upcoming new items I will be adding the next few months for this membership:

 

1. Live Q&A workshop bootcamp for the Python 3 Infrastructure Course for a Primitive Algo/Automtated Trading System

2. Packaged up course of using Dukascopy JForex API for automated forex and CFD trading. (this is partially done now with access for this membership)

3. Daily charting within the Quant Analytics service.

 

Here are the details with benefits of this trial membership

http://quantlabs.net/academy/introduction-quant-elite-membership/

 

REMEMBER: My patterns talk will be removed forever as of Friday!!!

 

Always remember I just created the online store for all other product and services.

I Want to Learn Trading Patterns Now

Please find the upcoming new items I will be adding the next few months for this membership:

 

1. Live Q&A workshop bootcamp for the Python 3 Infrastructure Course for a Primitive Algo/Automtated Trading System

2. Packaged up course of using Dukascopy JForex API for automated forex and CFD trading. (this is partially done now with access for this membership)

3. Daily charting within the Quant Analytics service.

 

Here are the details with benefits of this trial membership

http://quantlabs.net/academy/introduction-quant-elite-membership/

 

RMEMEBER: My patterns talk will be removed forever as of Friday!!!

 

Always remember I just created the online store for all other product and services.

P.S. Let me know if you are interested in an annual term as well.

Buy all of our R courses with R code walkthrough

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Quandl interviews a senior quant from hedge fund about designing trading strategy

Quandl interviews a senior quant from hedge fund about designing trading strategy

From our friends who never respond to our queries

 

Join my FREE newsletter to learn more about these type of interviews 

https://www.quandl.com/blog/interview-with-a-quant-part-one

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Download this eBook to Check out the latest keynote speaker interviews from the London Trading Show

Download this eBook to  Check out the latest keynote speaker interviews from the London Trading Show

People find these articles really good so download this to learn more about real trading

http://blogs.terrapinn.com/total-trading/2014/10/29/download-ebook-keynote-speaker-interviews/?utm_campaign=Total%20Trading%2006112014.html&utm_medium=email&utm_source=Eloqua

Join my FREE newsletter to see other interviews of profitable traders

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
quant members choose well

Interviews with Daniel Duffy and getting a quant job with Dominic Connor

Interviews with Daniel Duffy and getting a quant job with Dominic Connor

There are some influential souls in the biz

Thanks to the NYC contact for these

https://www.quantnet.com/threads/interview-with-daniel-duffy.2699/

https://www.quantnet.com/threads/interview-with-dominic-connor.1421/

How will they guys influence us? Join our FREE newsletter to find out how

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

On Forbes: Data to Decisions using Quant Analytics// Jon Bruner interviews

On Forbes: Data to Decisions using Quant Analytics// Jon Bruner interviews http://www.forbes.com/sites/jonbruner/2012/04/20/five-steps-for-making-data-driven-decisions/
==what does “triangulated” mean and how is it done? Thanks! 🙂
==Your work with the Winery was impressive, just read through that white paper. Solid methodology. Very interesting to read, thanks for sharing it on your site.

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I am documenting Steve Jobs TRUE bio after Bloomberg interviews with Steve Wozniak, Ron Wayne, and ex CEO John Sculley

I am documenting Steve Jobs TRUE bio after Bloomberg interviews with Steve Wozniak, Ron Wayne, and ex CEO John Sculley

Go here for the live update as the the Bloomberg interviews happen!

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

What you need to know Bloomberg interviews for pointers to get that C++

What you need to know Bloomberg interviews for pointers to get that C++ job
Pointers
SomeClass *ptr=new SomeClass();
SomeClass *ptr=new SomeClass;
These are the same.
Using pointers causes an additional level of indirection to access data. Makes access slow.
It is relatively harder to debug pointer arithmatic code and write access to data involving multiple pointers.
On a better side, it is impossible to write memory efficient programs without pointers.
Be careful about dangling pointers case. If u dnt set the pointer to NULL after mem_free then later in p != NULL check will not be useful and later on the same pointer can cause memory corruption which is very hard to debug.
1. functors are class objects which overload operator(),
2. function pointers are pointer to function, eg: vtbl is a array of function pointers…
3. callback functions are function pointers passed as parameters of function, which can be called back when an event occurs…eg: when a thread is created,we send a callback function to be called when thread starts…
unsigned long int ** a , **b; a=&b; b=&a;
Above would be a problem having 2 pointers point to each other as to hold the address of the pointer A , Pointer B should be pointer-to-a-pointer and vice versa.
int *c,*d; c = &(*d); d = &(*c);
Above code you have just made ‘c’ & ‘d’ point to the same memory location.They don’t point to each others addresses.
#include
using namespace std;
int main() {
{ int *p,*q; p=&(*q); cout<<"p"<set_i(10); // access derived object using base pointer
dynamic_cast: You can convert base class pointer to derived class pointer using dynamic_cast only if base class is polymorphic.
class A { public : virtual fun() { } };
class B : public A { };
void main() {
B *b = new B() ; A *a = new A();
B* nb = dynamic_cast (a); // it is ok because A is polymorphic
Auto pointers have ownership. If you assing an auto pointer to another, the assigned auto_ptr loses ownership. Point to note is that RHS is modified.
Shared pointers are reference counted. Assignment or copying increases the count and out of scope or delete reduces the count. When the count goes to 0, actual object is destroyed. All you go to do in a simple case is to maintain a counter which is incremented in constructors and decremented in destructors. If count goes to 0, delete the actual object. If a robust solution is needed Boost::shared_ptr is available.
What is a dangling pointer?
A dangling pointer arises when you use the address of an object after its lifetime is over. This may occur in situations like returning addresses of the automatic variables from a function or using the address of the memory block after it is freed.
When you’ll use intursive_ptr rather than shared_ptr?
****You must know pointers well to clear the Bloomberg interview****

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How does Bloomberg do interviews and phone interview

The first phase is an online multiple choice test covering basic programming skills and questions on analytical thinking (of the type you’ll normally see in a GRE or GMAT test). There were about 30-35 questions and I was given a maximum of 3 minutes for each question.
The second phase is a phone interview. They questioned me in detail about my resume, all my projects, and asked me to choose one from the different projects listed in my resume. They then went into quite some detail about the project, asking me to describe what I did, the major challenges, how I planned the development, and how I tested the code. After that were some basic technical questions. They will definitely ask you which programming languages among the ones listed on your resume you are most comfortable with and quiz you in detail about it. Since this round is on the phone, they normally will not ask you to write any code, nor will they give you any code. Apart from programming language concepts for one or two languages, there will be some questions on sorting and searching algorithms and data structures, like hash tables, BSTs and their complexities, their advantages, disadvantages etc.
The final phase consists of two or three in-house interviews.
There will be a round of HR interview which is usually 1:1. Be aware that I was asked in very minute details about everything on my resume. I did expect to be quizzed about these things, but not in such minute details. There are the usual HR questions like why do you want to join Bloomberg, where do you see yourself in 5 years, why should we hire you (asked in a very curt manner to really catch you off guard) etc. so be well prepared for those.
Then comes a technical interview round, which is usually conducted by two of their engineers. They will ask you which is the language or languages you are most proficient with, and then quiz you on that. Be aware that you should only say you are proficient in a certain language if you really are proficient in that. There are no bonus points for claiming to know more languages and then not being able to prove your proficiency, and if you can’t you will most likely not be hired. The logic is that they want to know how good you really are in things you claim to be really good at. They will usually ask you to write code for two or three problems. They may start with a simple coding question, before moving on the more complicated programs (usually involving recursion or use of a data structure). The emphasis is on being able to write clean and efficient code, along with the use of an efficient algorithm for solving the problem. They will definitely ask you the reasoning behind writing the code (sometimes line by line). There is also emphasis on low level concepts (like how the stack, heap, data segment works, what’s stored in there, how the Stack Pointer behaves in different situations etc). Along with writing code, they may write down some code snippets, and ask you if it will compile, if there are any errors, what those errors are, why they come out etc. My preferred languages were C and C++ so they asked me some seemingly odd code snippets to test my understanding of the mechanisms involved in inheritance, polymorphism, templates, operator overloading. There may also be a few questions on the STL. Also related to both containers and memory management will be questions about the ownership of pointers or objects placed in containers, what delete and new do etc. There will be questions related to algorithms and data structures as well. These could either be by themselves or they could be as a part of a programming problem. Be sure about the complexities of all the basic sorting and searching algorithms and data struct operations too since these may be useful is such situations. Finally, they will ask a few puzzles (usually just one or two) to test your problem solving capability. The entire interview will last about 1-1.5 hours (depending on how well you’re doing). Most likely, the interviewers are going be really skeptical about your answers (regardless of whether you’re screwing up or you’re near perfect) – they want to know how confident you are about your answers. Don’t panic, this is normal. Just be sure of what you’re doing, and cross check your code before you tell them that it’s final.
If you manage to survive through this technical round there will be an interview conducted by a Sr. Manager. This one is comparatively low stress. Not too technical. Mostly they want to know how well you fit into the team, where you will fit in, your attitude etc. I would suggest that you talk about things like how you planned your projects, how you worked in a team during your project work etc. He/she may also ask you a puzzle/brain teaser, but I wasn’t asked any. You are encouraged to ask questions about the position, the company, the work culture, the management etc.

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Killer first day job hunting. PREPPING interviews with Bloomberg C++ and Morgan Stanley Java!

Killer first day job hunting. PREPPING interviews with Bloomberg C++ and Morgan Stanley Java!

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!