街谈巷议
Heard on the street
Timothy Falcon Crack · 初版 2000 年
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“本书收录了从真实的投资银行、投资管理和期权交易求职面试中整理出的130多道量化面试题。面试官年复一年地使用着相同的题目，而它们全都在这里！这些题目出自各类面试（公司金融、销售与交易、量化研究等），但在量化资本市场求职面试中尤为高频。题目面向各层级的求职者（本科、MBA、博士），但如果您拥有或即将获得 MBA 学位，遇到它们的几率将格外高。题目涵盖了纯粹的量……
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……前台（还有后台！）的 developer。有三本标杆书，你可以把它们看作量化金融界的《Cracking the Coding Interview》（只要量化算是一个同质化的领域的话，虽然它并不是）：1. 《Heard on the Street》 2. 《Quant Job Interview Questions and Answers》 3. 《A Practical Guide to Quantitative Finance Interviews》。你也需要像准备 Google/Facebook 白板面试那样练习算法，但是……
…developer" in the front (and back!) office. There are three standards that you can think of as the Cracking the Coding Interview of quant finance (insofar as that is a homogenous field, which it isn't): 1. Heard on the Street 2. Quant Job Interview Questions and Answers 3. A Practical Guide to Quantitative Finance Interviews You want to also practice algorithms as you would for a Google/Facebook whiteboard interview, but…
……算法题或者概率估算。话虽如此，如果只谈主流对冲基金喜欢考量化候选人的数学和统计问题，去读读 Crack 的《Heard on the Street》、Joshi-Denson-Downes 的《Quant Job Interview Questions and Answers》，以及周（Zhou）的《A Practical Guide to Quantitative Finance Interviews》。
…algorithms question or probability estimation. That being said if you're just talking about mathematics and statistics problems the more mainstream hedge funds like to ask their quant candidates, read Crack's Heard on the Street, Joshi-Denson-Downes' Quant Job Interview Questions and Answers, and Zhou's A Practical Guide to Quantitative Finance Interviews.
……给其他读者补充点背景。我赞同 Wilmott 论坛至少是个极佳的起步点，虽然对于完全没接触过金融的新手来说会有点生僻晦涩。回 OP：去买本《Heard on the Street: Quantitative Questions From Wall Street Job Interviews》。它并不完美，但起步很合适。没有任何一本教材能带你走通算法交易的全程（从寻找 alpha，……
…color to it for other readers. I agree with Wilmott forums being a great starting point at the very least, though it's going to be a little esoteric for someone totally new to finance. To the OP: pick up Heard on the Street: Quantitative Questions From Wall Street Job Interviews. It's not perfect, but it's a good start. There aren't any textbooks that will take you all of the way in algorithmic trading (from finding alpha,…
……因此至关重要。一些不错的题目来源：Sanjoy Mahajan (2010)《Street Fighting Mathematics》、Xingfeng Zhou (2008)《A Practical Guide to Quantitative Finance Interviews》、Timothy Crack (2019)《Heard on The Street: Quantitative Questions from Wall Street Job Interviews》
…therefore critical. Some good sources of problems: Sanjoy Mahajan (2010) "Street Fighting Mathematics" Xingfeng Zhou (2008) "A Practical Guide to Quantitative Finance Interviews" Timothy Crack (2019) "Heard on The Street: Quantitative Questions from Wall Street Job Interviews"
那我猜这得看行业了……这些在量化金融里我们通常叫做 brainteasers，也就是上面推荐的《Heard on the street》书里的那种题型。
I suppose it depends on the industry then... These are what we tend to call brainteasers in quant finance, and they're the type of problems you'll find in the book "Heard on the street" recommended above.
Wilmott.com 是金融 quant 的好论坛。学好 C++ 和 Python（如果看中 Jane Street，还得学 OCaml）。还有像《Heard on The Street: Quantitative Questions from Wall Street Job Interviews》这样的书。
Wilmott.com is a good forum for financial quants. Learn C++ and Python (and OCaml if you have an eye on Jane Street). There are books such as "Heard on The Street: Quantitative Questions from Wall Street Job Interviews".