Tower Research Interview

Phone Interview

1. Detailed questions about research and internship.

2. How do you detect seasonality in the financial time series?

3. Given two stock time series, how do you find the leader and laggards? The leader is the time series which goes up or down fist. For example, you have stock price series of Microsoft and Apple. A good tech news comes out and Microsoft stock price goes up, what’s your strategy of buying or selling Apple’s stock?

4. Randomly obtain four samples, A, B, C, D from a uniform distribution ([0, 1]). You can have two intervals [A, B] and [C, D]. What’s probability that these two interval intersect?