I am not talking about P quant or Q quant here. If you are interested, see this page. I am talking about Quant in China(中国特色的量化研究员). Generally, there are two types of Quant job - developer, and research analyst. On the one hand, quant developer are very similar to programmer. So the interview questions programming-orientated, that is to say, you don’t need to have Finance knowledge. While for Quant research analyst, the interview questions are testing for research ability. Most of the firms will assign a mini case to you and ask you how to research/analyze on that. And this blog are mainly concentrate on the interview for Quant Researcher.

I. Quant Investing Background 量化投资背景

Quant is the abbreviation of Quantitative, meaning relating to, measuring, or measured by the quantity of something rather than its quality, according to its definition. Quantitative Investing, or Quant Investing is an investment method that applies mathematics, statistics and computer science to Finance fields.

An Introduction to Statistical Learning with Applications in R, namely ISLR, is the “bible” of machine learning(statistical learning). This book is one of my favorite textbook at LSE, where one of my professor have got involved in the writing process. You can download this book online for completely free at http://www-bcf.usc.edu/~gareth/ISL/.

Simple Moving Average, SMA, is a very simple but extremely powerful strategy that traders have used for a long time.