Quant Interview Prep

The probability that quant and trading interviews actually test: expectation tricks, conditioning, random walks and gambler's ruin, martingales and optional stopping, and growth-optimal betting.

Topics on this path

1. Expected Value
2. Linearity of Expectation
3. Variance
4. Conditional Expectation
5. Markov Chains
6. Random Walks
7. Gambler's Ruin
8. Martingales
9. Optional Stopping Theorem
10. Expected Utility & Risk Aversion
11. Kelly Criterion