Linear Algebra Questions for Hedge Fund Quant Interviews
A hedge fund quant round does not test linear algebra the way a textbook does. This set is the overlap - the linear algebra questions that actually turn up in this format.
29 questions, all free to practise. The split is 5 easy, 24 medium.
- Angle under an orthogonal mapEasyLinear AlgebraView →
- Determinant after antisymmetrizingEasyProbabilityLinear AlgebraView →
- Norm after imposing orthogonalityEasyLinear AlgebraView →
- Parameter values for a singular matrixEasyLinear AlgebraView →
- Sum of cubed eigenvaluesEasyLinear AlgebraView →
- A Gram–Schmidt R entryMediumLinear AlgebraView →
- A tenth power of a matrixMediumLinear AlgebraView →
- Condition numberMediumLinear AlgebraView →
- Determinant of a 3×3MediumLinear AlgebraView →
- Determinant of a compound expressionMediumLinear AlgebraView →
- Determinant of an orthogonal matrixMediumLinear AlgebraView →
- Eigenvalues of a rotationMediumLinear AlgebraView →
- Growth rate of a rank-one eigenvalueMediumLinear AlgebraView →
- How large can the off-diagonal be?MediumLinear AlgebraView →
- Largest eigenvalue of a rank-one updateMediumLinear AlgebraView →
- Maximize x + y on the unit circleMediumLinear AlgebraCalculusView →
- Maximum rate of increaseMediumLinear AlgebraCalculusView →
- Norm of a doubly-stochastic stationary vectorMediumLinear AlgebraStochastic ProcessesView →
- Nullity of a concrete matrixMediumLinear AlgebraView →
- Positive semidefinitenessMediumStatisticsLinear AlgebraView →
- Power iterationMediumLinear AlgebraProgramming & DSAView →
- Projecting onto a lineMediumLinear AlgebraView →
- Rank–nullity dimension countMediumLinear AlgebraView →
- Recovering an eigenvector from its eigenvalueMediumLinear AlgebraView →
- Singular values via AᵀAMediumLinear AlgebraView →
- Spectrum of a constant-diagonal matrixMediumLinear AlgebraView →
- Spectrum of a symmetric matrixMediumStatisticsLinear AlgebraView →
- Variance explained by a regressionMediumStatisticsLinear AlgebraView →
- Why covariance matrices are PSDMediumStatisticsLinear AlgebraView →
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