Coastal Quant @coastal_quant

Seasoned quant researcher. New York, NY Joined July 2015

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Coastal Quant @coastal_quant

2 weeks ago

If anyone else was wondering why some of their features for predicting fair price of a sports market derived from Polymarket data were utterly useless…

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Gappy (Giuseppe Paleologo) @__paleologo

11 months ago

The screenshot from the book are below. Remember that you can still download the draft at linktr.ee/paleologo. Pls repost so that all can rejoice in the pleasures of diversification. (6/n=6)

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Coastal Quant @coastal_quant

12 months ago

One more thing to file under “hedge funds don’t hedge”

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Restarting my quant interview questions series, this time with a more stats focus than prob brainteasers. I have a univariate linear regression y ~ X*beta with 100 observations. I accidentally load my data twice so now I have 200 observations. How does the beta estimate change?

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Coastal Quant @coastal_quant

2 years ago

Hanguk's content is STELLAR. Excited to try this course and highly recommend to both novices and experienced traders.

HangukQuant @HangukQuant

2 years ago

Hanguk's content is STELLAR. Excited to try this course and highly recommend to both novices and experienced traders.

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Coastal Quant @coastal_quant

2 years ago

How many trailing zeros are there at the end of 100! (100 factorial)

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Coastal Quant @coastal_quant

2 years ago

Two random variables X and Y have correlation 0. Are X and Y necessarily independent?

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Coastal Quant @coastal_quant

2 years ago

What is the expected number of cards you need to draw to see an Ace in a normal 52-card deck?

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Coastal Quant @coastal_quant

2 years ago

This gets an A+

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Coastal Quant @coastal_quant

2 years ago

Given the a fair coin, what is the expected number of coin flips needed to get three heads in a row?

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Coastal Quant @coastal_quant

2 years ago

A group of people wants to find their average salary on the condition that no individual would be able to find out anyone else's salary. They have no way to communicate except by speaking to each other. Can they do this?

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Coastal Quant @coastal_quant

2 years ago

I have two envelopes. Inside one I put some amount of cash (say $X) and in the other I placed twice that amount ($2X). You can pick one envelope to keep. After you look inside, I give you the opportunity to switch envelopes if you’d like. Are you better off switching?

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Coastal Quant @coastal_quant

2 years ago

67% (!) of people chose 1/2, which is wrong ☠️ Intution would say knowing one of the children is a girl doesn't impact the odds of the other child's gender. This is wrong. We can see it by enumerating all the possibilities of the genders of the two children. G - G B - G G - B…

Coastal Quant @coastal_quant

2 years ago

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Coastal Quant @coastal_quant

2 years ago

A woman has two children. I tell you one of them is a girl. What is the probabily the other child is a boy?

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Coastal Quant @coastal_quant

2 years ago

A lot of great responses here and some did get the correct answer: Player B has a 50% chance of winning this game. Didn't see a lot of great explanations, so here's an elegant one via symmetry. If A only flips 20 times while B flips 21 times, B must end up with either more…

Coastal Quant @coastal_quant

2 years ago

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Coastal Quant @coastal_quant

2 years ago

Player A and Player B play a coin tossing game where the person who flips more heads wins. Player A gets to flip a fair coin 20 times while Player B gets to flip 21 times. What is the probability Player B wins the game?

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Coastal Quant @coastal_quant

2 years ago

Going to start sharing questions commonly asked in quant finance interviews. If anyone has topics they'd particularly like to see covered, let me know. I'm a current quant with many years of experience in the industry.