Since this is an experienced hire, there are relatively fewer coding questions. There's a lot more talk about your resume and the methodology behind your past factors — and they go into it in real depth, the kind that gives you chills and makes your heart pound. If you don't actually have results to back it up and you're just talking up your own effect, it's basically very hard to get through.
Live coding: the problem itself isn't too hard, but you have to do it live — compute the rolling mean over a given window in O(1) complexity.
Suppose they let you take over a brand new market from scratch, say crypto — what would your roadmap look like for the next three months?
They gave me an orderbook factor idea, had me construct a factor around it, and then we brainstormed together about what transformations and approaches might be worth trying. There was a follow-up question too — like, in a certain market, the interviewer said this factor performed differently than it did in other markets, and asked me to guess what the possible reasons might be.
Discussion
Loading comments…