Quadratic Form of a Skew-Symmetric Matrix - Quant Trader Interview Question
Difficulty: Medium
Category: Data Science
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: linear-algebra, matrix-algebra, skew-symmetric, quadratic-form
Problem Description
You are building a volatility model and need to understand the properties of skew-symmetric matrices. Suppose you have a real skew-symmetric matrix $A$ (meaning $A^T = -A$ ).
What is the value of the quadratic form $x^T A x$ for any real vector $x$ ?
Practice this medium trader interview question on MyntBit - the all-in-one quant learning platform with 200+ quant interview questions for Jane Street, Citadel, Two Sigma, and other top quantitative finance firms.