The easy answer is “I run it in Multicharts”, I click Monte Carlo - but I decided to try to explain my Python code. They asked me about my optimization process - a layup compared to most - and I went through my process and ended with Monte Carlo Simulation, where their Head of Quant asked me How I run Monte Carlo Simulations, and what parameters I use. Things were going well, I had answered two out of three of those ridiculous questions that are only applicable in Subsaharan Africa or Finance interviews (Like how to get 5 gallons from a 6 and 4-gallon jug) I was feeling good. Years ago, I had made it to the final round in an interview for a Senior Delta One/Quantitative Futures position at an HFT firm (unnamed for privacy).
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