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AQR Capital Interview Questions
Problems
9
Topics
2
Hard
0
Below are 9 quant interview questions of the kind asked at AQR Capital, spanning Portfolio & Risk, Statistics. Each comes with a full worked solution — sign in to check your answers and track your progress.
123Easy124Medium126Medium127Medium131Medium132Easy133Medium136Easy140Medium
Sharpe Ratio
Portfolio & RiskGoldman SachsAQR Capital
Two-Asset Portfolio Volatility
Portfolio & RiskGoldman SachsAQR Capital
CVaR / Expected Shortfall
Portfolio & RiskAQR CapitalTwo Sigma
Diversification & Sharpe
Portfolio & RiskAQR CapitalCitadel
Minimum-Variance Weight
Portfolio & RiskAQR CapitalBlackRock
Portfolio Beta
Portfolio & RiskGoldman SachsAQR Capital
Annualizing Sharpe
Portfolio & RiskTwo SigmaAQR Capital
OLS Slope
StatisticsTwo SigmaAQR Capital
Covariance of a Linear Transform
StatisticsGoldman SachsAQR Capital
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