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Mock Test Question Part II

1.  Assume you have a matrix L whose rows are different stock values.

a.  Write a function in R that calculates the return for each row

b.  Apply this function to each row in the matrix

c.   How can you modify this function so that will act on columns rather than rows?

2.  Write a function that will generate return series when you have buy sell signals at various points of time and stock returns on a daily basis.

3.  What is the CAPM?

a.  As a high frequency trader is there a strategy how will you use the CAPM to test your strategy against the benchmark?

b.  Do you think testing against the benchmark is necessary at all?

4.  What are the things you will concentrate on to implement a high frequency strategy? Give a short paragraph stating your own opinion on these steps.  Note: This might not need to agree with my opinion.

5.  Describe the working principle behind BTC.

6.  What is the role of miners and validators in the BTC eco-system?

7.  Describe the basic principles behind PKC