Point72 Interview Questions

In a dice game, you roll a fair six-sided die once. After seeing the result, you may choose to either accept the result or roll the die a second time. What is the expected value of the result if you play optimally?

What is the difference between deep Q-learning and Q-learning?

You roll a 100-sided die and bet on a number; if you guess correctly, you win an amount equal to the number you bet on. What is your optimal betting strategy?

How would you calculate a covariance matrix when the underlying data is too large to fit into memory?

In the secretary problem, given n independent and identically distributed random variables drawn from a uniform distribution, what is the optimal strategy to maximize the expected return when you can only select the first variable that meets your criteria? Describe the method for finding this strategy.

What is the time and space complexity of finding the most profitable buy and sell dates given stock price data, if you are allowed only one buying and one selling transaction?