Quantitative Researcher Interview Questions

2,686 quantitative researcher interview questions shared by candidates

There are three random variables, $X,Y,Z$. The three correlations between the three variables are the same. That is, $$\rho = \Corr(X,Y) = \Corr(Y,Z) = \Corr (Z,X)$$ What is the tightest bound you can give for $\rho$? How about the general case for $n$ random variables?
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Quantitative Researcher

Interviewed at Citadel

3.9
Aug 28, 2025

There are three random variables, $X,Y,Z$. The three correlations between the three variables are the same. That is, $$\rho = \Corr(X,Y) = \Corr(Y,Z) = \Corr (Z,X)$$ What is the tightest bound you can give for $\rho$? How about the general case for $n$ random variables?

You are holding two eggs in a 100-story building. If an egg is thrown out of the window, it will not break if the floor number is less than X, and it will always break if the floor number is equal to or greater than X. What strategy would you use to determine X with the minimum number of drops in a worst case scenario?
avatar

Quantitative Researcher

Interviewed at Citadel

3.9
Oct 31, 2016

You are holding two eggs in a 100-story building. If an egg is thrown out of the window, it will not break if the floor number is less than X, and it will always break if the floor number is equal to or greater than X. What strategy would you use to determine X with the minimum number of drops in a worst case scenario?

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