2 questions reported in XTX interviews, organised by the group that asks them. Every question carries a model answer and graded feedback on your own attempt.
Questions
2
Easy · Medium
0 · 0
Hard
2
Model builds
0
Built in the spreadsheet grid
Quantitative Research
Multiple testing, out-of-sample discipline, capacity and decay. 1 question
From Win Rate to Sharpe Ratio
Hard
Systematic trading interviews use this to test whether you can reason about strategy economics.
A strategy makes 250 trades a year, wins 55% of the time, and wins and losses are the same size (1 unit). Estimate the annual Sharpe ratio. What does this tell you about how much edge a systematic…