WorldQuant interview question

Maximizing Sharpe ratio related question

Interview Answers

Anonymous

29 June 2016

Using first order derivative to find the maximum value.

Anonymous

20 July 2016

All problems had a solution, just gotta think in terms of lim or expecteation

Anonymous

20 July 2016

I'm not sure if those questions had answers, actually. If there were, there's no way people can solve these problems within 5 minutes. I'd like to see some of the answers.