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Quant版 - Jane Street interview question
相关主题
JaneStreet交易员面试必看[合集] 请问Jane Street的phone interview会问些什么问题?
Jane Street 的一个问题有人面过JANE STREET CAPITAL吗(面经)
Hull的书有个错有人面过JANE STREET CAPITAL吗(面经
[求助]stocks with downward jump一个统计学的问题,请大家指教
[Option Pricing]股票有jump,option的价格变化。what is min/max VaR?
brownian motion, got an answer but do not feel confident. H郁闷jane street第一轮
[合集] 大家自学的东西怎么放在简历上Jane Street Interview Questions
[合集] 有谁面过Jane Street Capital?Jane Street现在还是面5轮么
相关话题的讨论汇总
话题: 数漏话题: 741话题: 内所话题: 有偶话题: 数点
进入Quant版参与讨论
1 (共1页)
b*****w
发帖数: 79
1
During the third interview : imagine an infinite chess board. If the horse
from 1 case, in how many cases can he possibly ends after 10 moves. You
actually don't have to give a number but a 95% confidence interval. pen and
paper allowed.
想了很久也没想出来。有人会吗?
谢谢
H*****l
发帖数: 445
2
pi*(21^2+11^2) ?
w*******x
发帖数: 489
3
想不清。。。
要很快猜个95%range的话, 估算最多 1600 = 20*20*4 (最大能跑到的区间,每个方
向最多20)
然后最小的话我会猜个400,猜测基本4个点能占一个。
[qi-lius-macbook-2:practice/]>>./hourse.x
8
33
76
129
196
277
372
481
604
741

and

【在 b*****w 的大作中提到】
: During the third interview : imagine an infinite chess board. If the horse
: from 1 case, in how many cases can he possibly ends after 10 moves. You
: actually don't have to give a number but a 95% confidence interval. pen and
: paper allowed.
: 想了很久也没想出来。有人会吗?
: 谢谢

x**********2
发帖数: 169
4
After 10 jumps, the horse could cover an octagon shaped area. The vertices
of this octagon is located at (+/-10, +/-20), (+/-20, +/-10).This is twelve
10by10 squares and four half squares. So, the area is 1400.However, every
time the horse jumps, the color where it lands alternate, the horse
therefore could only lands on the same color as it starts after even number
of jumps. This havles the number of squares where it could land. ~700 should
be the answer.
C***m
发帖数: 120
5
Love this method. Plus a missing cross with size 4*20+1. Xiaoxiao's method
is incredibly accurate 700+81/2=740.5 AMAZING!!!

twelve
number
should

【在 x**********2 的大作中提到】
: After 10 jumps, the horse could cover an octagon shaped area. The vertices
: of this octagon is located at (+/-10, +/-20), (+/-20, +/-10).This is twelve
: 10by10 squares and four half squares. So, the area is 1400.However, every
: time the horse jumps, the color where it lands alternate, the horse
: therefore could only lands on the same color as it starts after even number
: of jumps. This havles the number of squares where it could land. ~700 should
: be the answer.

P****d
发帖数: 369
6
I really don't like Jane Street's interview.
w*******x
发帖数: 489
7
数漏了半个。
确实能到范围内所有偶数点都可以到,这个好像不显然?只能说上限是741
481
604
741
x x x x x x x x x x o x o x o x o x o x o x o x o x o x o x o x x x x x x x
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x x x
x x x x x x x x x x o x o x o x o x o x o x o x o x o x o x o x x x x x x x
x x x

【在 C***m 的大作中提到】
: Love this method. Plus a missing cross with size 4*20+1. Xiaoxiao's method
: is incredibly accurate 700+81/2=740.5 AMAZING!!!
:
: twelve
: number
: should

L*****k
发帖数: 327
8
JSC感觉部分题还有些意思,但不少实在是太无聊了
感觉他们不是想要招最好的人,而是招他们喜欢的,比如ivy的小本

【在 P****d 的大作中提到】
: I really don't like Jane Street's interview.
k*****y
发帖数: 744
9
Great answer.
Also need to prepare for the question: what is your truely 95% confidence
interval?

【在 C***m 的大作中提到】
: Love this method. Plus a missing cross with size 4*20+1. Xiaoxiao's method
: is incredibly accurate 700+81/2=740.5 AMAZING!!!
:
: twelve
: number
: should

P****d
发帖数: 369
10
答案和推理过程都没有什么随机性..不用问confidence了吧。。。
相关主题
brownian motion, got an answer but do not feel confident. H[合集] 请问Jane Street的phone interview会问些什么问题?
[合集] 大家自学的东西怎么放在简历上有人面过JANE STREET CAPITAL吗(面经)
[合集] 有谁面过Jane Street Capital?有人面过JANE STREET CAPITAL吗(面经
进入Quant版参与讨论
k*****y
发帖数: 744
11
Well, I think they might probably ask:
Would you like to bet 20:1 on your answer 741 is correct?
Are you truely 95% confident that 741 is correct?
I think if you are only 95% confident, you should not make the bet; though
if you are more than 96% confident, then you should.
I don't know how to answer this kind of questions. But to be safe, I think I
might find a rigorous lowerbound A and upperbound B, so hopefully [A, B] is
my almost 100% confidence interval, and take 95% percent middle part(or
whatever part) of [A,B] as my 95% confidence interval. However the question
is how confident you are on your calculation on A and B, especially under
pressure.

【在 P****d 的大作中提到】
: 答案和推理过程都没有什么随机性..不用问confidence了吧。。。
C***m
发帖数: 120
12
Base on my experience, if they ask this question, it means I am wrong......

【在 P****d 的大作中提到】
: 答案和推理过程都没有什么随机性..不用问confidence了吧。。。
P****d
发帖数: 369
13
Then want bid/ask machine.

【在 L*****k 的大作中提到】
: JSC感觉部分题还有些意思,但不少实在是太无聊了
: 感觉他们不是想要招最好的人,而是招他们喜欢的,比如ivy的小本

b*****w
发帖数: 79
14
During the third interview : imagine an infinite chess board. If the horse
from 1 case, in how many cases can he possibly ends after 10 moves. You
actually don't have to give a number but a 95% confidence interval. pen and
paper allowed.
想了很久也没想出来。有人会吗?
谢谢
H*****l
发帖数: 445
15
pi*(21^2+11^2) ?
w*******x
发帖数: 489
16
想不清。。。
要很快猜个95%range的话, 估算最多 1600 = 20*20*4 (最大能跑到的区间,每个方
向最多20)
然后最小的话我会猜个400,猜测基本4个点能占一个。
[qi-lius-macbook-2:practice/]>>./hourse.x
8
33
76
129
196
277
372
481
604
741

and

【在 b*****w 的大作中提到】
: During the third interview : imagine an infinite chess board. If the horse
: from 1 case, in how many cases can he possibly ends after 10 moves. You
: actually don't have to give a number but a 95% confidence interval. pen and
: paper allowed.
: 想了很久也没想出来。有人会吗?
: 谢谢

x**********2
发帖数: 169
17
After 10 jumps, the horse could cover an octagon shaped area. The vertices
of this octagon is located at (+/-10, +/-20), (+/-20, +/-10).This is twelve
10by10 squares and four half squares. So, the area is 1400.However, every
time the horse jumps, the color where it lands alternate, the horse
therefore could only lands on the same color as it starts after even number
of jumps. This havles the number of squares where it could land. ~700 should
be the answer.
C***m
发帖数: 120
18
Love this method. Plus a missing cross with size 4*20+1. Xiaoxiao's method
is incredibly accurate 700+81/2=740.5 AMAZING!!!

twelve
number
should

【在 x**********2 的大作中提到】
: After 10 jumps, the horse could cover an octagon shaped area. The vertices
: of this octagon is located at (+/-10, +/-20), (+/-20, +/-10).This is twelve
: 10by10 squares and four half squares. So, the area is 1400.However, every
: time the horse jumps, the color where it lands alternate, the horse
: therefore could only lands on the same color as it starts after even number
: of jumps. This havles the number of squares where it could land. ~700 should
: be the answer.

w*******x
发帖数: 489
19
数漏了半个。
确实能到范围内所有偶数点都可以到,这个好像不显然?只能说上限是741
481
604
741
x x x x x x x x x x o x o x o x o x o x o x o x o x o x o x o x x x x x x x
x x x
x x x x x x x x x o x o x o x o x o x o x o x o x o x o x o x o x x x x x x
x x x
x x x x x x x x o x o x o x o x o x o x o x o x o x o x o x o x o x x x x x
x x x
x x x x x x x o x o x o x o x o x o x o x o x o x o x o x o x o x o x x x x
x x x
x x x x x x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x x x
x x x
x x x x x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x x
x x x
x x x x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x
x x x
x x x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o
x x x
x x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x
o x x
x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o
x o x
o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x
o x o
x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o
x o x
o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x
o x o
x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o
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o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x
o x o
x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o
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o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x
o x o
x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o
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o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x
o x o
x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o
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o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x
o x o
x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o
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o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x
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x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o
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o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x
o x o
x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o
x o x
o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x
o x o
x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o
x o x
o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x
o x o
x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o
x o x
o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x
o x o
x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o
x o x
x x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x
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x x x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o x o
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x x x
x x x x x x x x x o x o x o x o x o x o x o x o x o x o x o x o x x x x x x
x x x
x x x x x x x x x x o x o x o x o x o x o x o x o x o x o x o x x x x x x x
x x x

【在 C***m 的大作中提到】
: Love this method. Plus a missing cross with size 4*20+1. Xiaoxiao's method
: is incredibly accurate 700+81/2=740.5 AMAZING!!!
:
: twelve
: number
: should

L*****k
发帖数: 327
20
JSC感觉部分题还有些意思,但不少实在是太无聊了
感觉他们不是想要招最好的人,而是招他们喜欢的,比如ivy的小本

【在 P****d 的大作中提到】
: I really don't like Jane Street's interview.
相关主题
一个统计学的问题,请大家指教Jane Street Interview Questions
what is min/max VaR?Jane Street现在还是面5轮么
郁闷jane street第一轮今天jane street的面试,我挂在这一题上
进入Quant版参与讨论
k*****y
发帖数: 744
21
Great answer.
Also need to prepare for the question: what is your truely 95% confidence
interval?

【在 C***m 的大作中提到】
: Love this method. Plus a missing cross with size 4*20+1. Xiaoxiao's method
: is incredibly accurate 700+81/2=740.5 AMAZING!!!
:
: twelve
: number
: should

P****d
发帖数: 369
22
答案和推理过程都没有什么随机性..不用问confidence了吧。。。
k*****y
发帖数: 744
23
Well, I think they might probably ask:
Would you like to bet 20:1 on your answer 741 is correct?
Are you truely 95% confident that 741 is correct?
I think if you are only 95% confident, you should not make the bet; though
if you are more than 96% confident, then you should.
I don't know how to answer this kind of questions. But to be safe, I think I
might find a rigorous lowerbound A and upperbound B, so hopefully [A, B] is
my almost 100% confidence interval, and take 95% percent middle part(or
whatever part) of [A,B] as my 95% confidence interval. However the question
is how confident you are on your calculation on A and B, especially under
pressure.

【在 P****d 的大作中提到】
: 答案和推理过程都没有什么随机性..不用问confidence了吧。。。
C***m
发帖数: 120
24
Base on my experience, if they ask this question, it means I am wrong......

【在 P****d 的大作中提到】
: 答案和推理过程都没有什么随机性..不用问confidence了吧。。。
P****d
发帖数: 369
25
Then want bid/ask machine.

【在 L*****k 的大作中提到】
: JSC感觉部分题还有些意思,但不少实在是太无聊了
: 感觉他们不是想要招最好的人,而是招他们喜欢的,比如ivy的小本

EM
发帖数: 715
26
什么意思?展开讲讲

【在 P****d 的大作中提到】
: Then want bid/ask machine.
P****d
发帖数: 369
27
“好”有很多种解读,他们喜欢想机器一样精确的人,不是贬义,是说能够用人脑来完
成概率分析,有非常快的反应速度。来作market maker.
1 (共1页)
进入Quant版参与讨论
相关主题
Jane Street现在还是面5轮么[Option Pricing]股票有jump,option的价格变化。
今天jane street的面试,我挂在这一题上brownian motion, got an answer but do not feel confident. H
Phone interview from Jane street[合集] 大家自学的东西怎么放在简历上
Jane Street Capital失败面试经验[合集] 有谁面过Jane Street Capital?
JaneStreet交易员面试必看[合集] 请问Jane Street的phone interview会问些什么问题?
Jane Street 的一个问题有人面过JANE STREET CAPITAL吗(面经)
Hull的书有个错有人面过JANE STREET CAPITAL吗(面经
[求助]stocks with downward jump一个统计学的问题,请大家指教
相关话题的讨论汇总
话题: 数漏话题: 741话题: 内所话题: 有偶话题: 数点