500+ quant interview questions for Jane Street, Citadel, Two Sigma, DE Shaw, and other top quantitative finance firms.
C++ and Python coding challenges for quant developer interviews
Statistical analysis and quantitative modeling problems
Trading MCQs, probability brainteasers, and market scenarios
Practice quant interview questions on MyntBit - the all-in-one quant learning platform. Free questions available for C++ coding, Python problems, probability brainteasers, and trading MCQs.
Difficulty: Easy
Category: portfolio_optimization
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: herfindahl_index, portfolio_concentration, effective_positions, diversification, portfolio_optimization
The Herfindahl-Hirschman Index (HHI) is a standard measure of concentration used by portfolio risk managers to quantify diversification. Calculated as the sum of squared portfolio weights, its reciprocal provides the "effective number of positions" (N_eff), an intuitive metric for assessing how many equally-sized bets a portfolio represents. Task Implement the function herfindahl_concentration(weights: list) -> list to calculate portfolio concentration metrics. Given a list of portfolio weights
Practice this easy researcher interview question on Myntbit - the all-in-one quant learning platform with 650+ quant interview questions for Jane Street, Citadel, Two Sigma, and other top quantitative finance firms.