Author: Anonymous

Consider two hedge funds.  Both of them have provided equivalent positive cumulative returns.  Which of the following might be a valid reason for choosing HF1 over HF2?

What is the output of the following Python code snippet? >>> import numpy as np >>> np.random.seed(5) >>> x = np.random.uniform(0, 4) >>> np.random.seed(5) >>> y = np.random.uniform(0, 4) >>> z = np.random.uniform(0, 4) >>> print(x == y, y == z)

Consider the following data: COL_1 COL_2 COL_3 100.00 0.00 0.00 101.00 0.01 0.01 102.00 0.02 0.01 100.00 0.00 -0.02 102.00 0.02 0.02 What might the data in each of the columns represent (from left to right)?

Which code snippet below would correctly calculate the Sharpe ratio for time series daily_rets that represents 224 days of daily returns? The risk free rate is represented by rfr

Which code snippet below would correctly calculate the Sharpe ratio for time series monthly_rets that represents 4 month of monthly returns? The risk free rate is represented by rfr

Consider the following valuation factors of a company: It owns 1000 cars valued at $50,000 each It holds real estate worth $15,000,000 It owes $5,000,000 in loans It pays $3.00 per year per share in dividends starting in one year The stock price is $40.00 per share There are 1,000,000 shares outstanding The discount rate is 5% Suppose you believe that over a period of a few weeks, the price of the stock will converge to book value + 10%.  What should you do to profit from this expectation?

Consider the following Python session and its output. >>> import numpy as np >>> a = np.random.uniform(size=(5, 9)) >>> b = a/a[3, :] >>> print(XXXX) 1.0 What should you replace XXXX with in order to get the following output?

Consider overfitting when using DTLearner and a polynomial KNN. When overfitting occurs with these two methods, in which “direction” does it occur?

Consider kNN, linear regression (LR), Decision tree (DT) learning (using correlation for splitting), and Random tree. Which model has the slowest in query time?

What is the output of the following Python code snippet? >>> import numpy as np >>> np.random.seed(5) >>> x = np.random.uniform(0, 4) >>> np.random.seed(5) >>> y = np.random.uniform(0, 4) >>> z = np.random.uniform(0, 4) >>> print(z == y, x == z)