CitadelQuant ResearcherQuantitative Research AnalystQuestion #119
Suppose you have three random variables. The correlation between A and B is 0.6, and the correlation between A and C is 0.8. What is the possible range of the correlation between B and C?
Unlock the Full Solution
Enter your email to get the detailed step-by-step solution to this Citadel interview question, plus access to free interview prep resources.
We'll also send you a free HFT mock interview video.
More Citadel Quant Researcher Questions
Explain the difference between Lasso and Ridge regression.Given three variables x, y, and z, where x is distributed as N(0,1), z is distributed as N(0, sigma^2), and y = x + z, with x independent of z: For a given observed value of y, what is the conditional distribution of x given y, i.e., p(x|y)?What is an O(n log n) sorting algorithm? Give an example and briefly explain how it works.Suppose you want to predict y and you have predictor vectors, each with known accuracy, variance, and sample length. How do you combine these predictors to minimize the residual standard error (RSE)?There are three random variables, X, Y, Z. The correlations between each pair of variables are the same, i.e., ρ = Corr(X,Y) = Corr(Y,Z) = Corr(Z,X). What is the tightest bound you can give for ρ? How about the general case for n random variables?
Get All 141+ Citadel Questions with Solutions
Plus 16+ hours of video lectures, resume tailoring, and 1:1 mentorship from quants.
Schedule a Call