Top Quant Interview Questions from Aquatic Capital and Other Elite Firms
Quantitative finance interviews are known for their challenging and diverse set of questions, covering probability, statistics, programming, and machine learning. In this article, we dive deep into real quant interview questions from elite firms like Aquatic Capital, Aqumon, and Five Rings.
Question: If two dice are thrown, what is the expected value of the ratio of the number on die 1 to that of die 2? That is, compute \( E\left[\frac{D_1}{D_2}\right] \), where \( D_1 \) and \( D_2 \) are the numbers appearing on the two dice.
The solution involves understanding joint probability and expectation computation for discrete random variables.
