Tag: optimization
Concepts
Interview Questions
- 25 horses, 5 tracks, find the top 3
- Bridge and torch night crossing
- The camel and the bananas
- The biggest pen you can build against a wall
- Five hikers, one lantern, one narrow bridge
- Crossing a bridge three abreast at night
- Two eggs and a 100-floor building
- Allocate a fixed budget across strategies
- The minimum-variance portfolio of two assets
- Optimal spread when fill rate falls off linearly
- Optimal spread with a bell-shaped fill curve
- Optimal spread under power-law flow
- How wide should you quote to maximize profit?
- Biased ants on a triangle