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backup upon finish simulateModels() and saved 3 years dataset.
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‎README.html

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‎README.md

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![](www/binary-logo.jpg)
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# Interview Sample Question
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# Job Application - Quantitative Analyst
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## Interview Sample Question
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The sample question for Interview a job in Binary options. Here I created a shiny app for the job application.
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## Reference
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### Question 1
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01. [Stock Market Forecasting Using LASSO Linear Regression Model](https://github.com/englianhu/binary.com-interview-question/blob/master/reference/Stock%20Market%20Forecasting%20Using%20LASSO%20Linear%20Regression%20Model.pdf)<img src='www/hot.jpg' width='20'>
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02. [Using LASSO from lars (or glmnet) package in R for variable selection](http://stats.stackexchange.com/questions/58531/using-lasso-from-lars-or-glmnet-package-in-r-for-variable-selection?answertab=votes#tab-top)
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03. [Difference between glmnet() and cv.glmnet() in R?](Difference between glmnet() and cv.glmnet() in R?)
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14. [Lecture 6 – Stochastic Processes and Monte Carlo](http://zorro-trader.com/manual/en/Lecture%206.htm)
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15. [The `caret` Package](http://topepo.github.io/caret/index.html) <img src='www/hot.jpg' width='20'>
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16. [Time Series Cross Validation](https://rpubs.com/crossxwill/time-series-cv) <img src='www/hot.jpg' width='20'>
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17. [Unicode Math Symbols ∑∞∫π∈ℝ²](http://xahlee.info/comp/unicode_math_operators.html)
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17. [Character-Code.com](http://character-code.com/)
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18. [Size Matters – Kelly Optimization](https://alphaism.wordpress.com/2012/03/26/size-matters-kelly-optimization/) <img src='www/hot.jpg' width='20'>
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### Question 2
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1.
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2.
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### Question 3
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01. [Data APIs/feeds available as packages in R](http://stats.stackexchange.com/questions/12670/data-apis-feeds-available-as-packages-in-r)
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02.
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‎data/LAD.rds

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‎data/LAD_full.rds

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‎function/simulateModels.R

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@@ -37,15 +37,15 @@ LADDT <- LAD %>% data.frame %>% data.frame(Date = rownames(.), .) %>%
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# LAD.Volume, 0, format = 'd', big.mark = ','))
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dateID0 <- ymd('2015-01-01')
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LADDT %<>% filter(Date >= (dateID0 - years(1)))
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LADDT %<>% filter(Date >= (dateID0 - years(1))) #dateID == ymd('2016-02-29') has error and will need to review the coding.
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dateID <- unique(LADDT$Date)
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dateID <- dateID[dateID >= dateID0]
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#'@ dir.create(paste0('./data/', str_replace_all(dateID, '-', '')))
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## list the cv.glmnet models.
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families <- c('gaussian', 'binomial', 'poisson', 'multinomial', 'cox', 'mgaussian', 'all')
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gsfit <- llply(dateID, function(dt) {
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bsGSfit <- llply(dateID, function(dt) {
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## create a folder to save all models.
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pth = paste0('./data/', str_replace_all(dt, '-', ''))
@@ -57,19 +57,23 @@ gsfit <- llply(dateID, function(dt) {
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yv = c('open1', 'open2', 'high1', 'high2', 'low1', 'low2', 'close1', 'close2', 'daily.mean1', 'daily.mean2', 'daily.mean3', 'mixed1', 'mixed2', 'mixed3'),
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pred.type = 'class', .print = TRUE, .save = TRUE, pth = pth)
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## basic model weight is FALSE
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weight.date = FALSE
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weight.volume = FALSE
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## save basic or weight models.
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if(weight.date != FALSE | weight.volume != FALSE) {
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wtfitgaum = gsfit; rm(gsfit)
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nam = 'wtfitgaum'
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## generates 224 models
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saveRDS(wtfitgaum, file = paste0(pth, '/wtfitgaum.rds'))
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## saved best mean-squared error comparison.
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mse1 = ldply(wtfitgaum$fit, function(x) x$mse) %>% tbl_df %>% filter(mse == min(mse))
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wtfitgaum.mse1 = ldply(wtfitgaum$fit, function(x) x$mse) %>% tbl_df %>% filter(mse == min(mse))
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saveRDS(wtfitgaum.mse1, file = paste0(pth, '/wtfitgaum.mse1.rds'))
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## saved summary of all best models. (if more than 1)
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name514gs = unique(mse1$.id)
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name514gs = unique(wtfitgaum.mse1$.id)
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wtfitgaum.sum = ldply(wtfitgaum$fit[name514gs], function(x) x$mse) %>% tbl_df
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saveRDS(wtfitgaum.sum, file = paste0(pth, '/wtfitgaum.sum.rds'))
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saveRDS(wtfitgaum.best, file = paste0(pth, '/wtfitgaum.best.rds'))
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## saved best model's formula.
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wtfitgaum.form = wtfitgaum$formula1[str_replace_all(name514gs, nam, '') %>% as.numeric]
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wtfitgaum.form = wtfitgaum$formula1[str_replace_all(name514gs, 'wtfitgaum', '') %>% as.numeric]
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saveRDS(wtfitgaum.form, file = paste0(pth, '/wtfitgaum.form.rds'))
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} else {
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fitgaum = gsfit; rm(gsfit)
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nam = 'fitgaum'
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## generates 224 models
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saveRDS(fitgaum, file = paste0(pth, '/fitgaum'))
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saveRDS(fitgaum, file = paste0(pth, '/fitgaum.rds'))
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## saved best mean-squared error comparison.
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mse1 = ldply(wtfitgaum$fit, function(x) x$mse) %>% tbl_df %>% filter(mse == min(mse))
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fitgaum.mse1 = ldply(fitgaum$fit, function(x) x$mse) %>% tbl_df %>% filter(mse == min(mse))
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saveRDS(fitgaum.mse1, file = paste0(pth, '/fitgaum.mse1.rds'))
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## saved summary of all best models. (if more than 1)
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name514gs = unique(mse1$.id)
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name514gs = unique(fitgaum.mse1$.id)
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fitgaum.sum = ldply(fitgaum$fit[name514gs], function(x) x$mse) %>% tbl_df
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saveRDS(fitgaum.sum, file = paste0(pth, '/fitgaum.sum.rds'))
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saveRDS(fitgaum.best, file = paste0(pth, '/fitgaum.best.rds'))
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## saved best model's formula.
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fitgaum.form = fitgaum$formula1[str_replace_all(name514gs, nam, '') %>% as.numeric]
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fitgaum.form = fitgaum$formula1[str_replace_all(name514gs, 'fitgaum', '') %>% as.numeric]
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saveRDS(fitgaum.form, file = paste0(pth, '/fitgaum.form.rds'))
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}
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})

‎ui.R

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@@ -44,6 +44,8 @@ ui <- shinyUI(fluidPage(
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navbarPage('Shiny App',
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tabPanel('Job Discription', h4('Quantitative Analyst at Binary.com'),
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p('In Progress...'),
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br(),
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tags$iframe(src='https://angel.co/binary-com-1/jobs/145277-quantitative-analyst',
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height = 800, width = '100%', frameborder = 0)),
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#, seamless = 'seamless')), #seamless will hide the scroller.
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tabsetPanel(
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tabPanel('Questions',
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h4('Question Paper'),
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p('You are feel free to read the questions below.'),
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br(),
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p('I used to work in sportsbook industry since couple years ago and tried ,',
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'to apply to join binary last year after I resigned from Scott Garden as ',
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'a daily trader but due to qualification not yet meet the minimum requirement. ',
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'Today I am trying to submit the application with my cv attached with few ',
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'technical research and fortunately get reply from the HR which has shortlisted ',
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'but request me to answer few questions to test my technical skills on actuarial ',
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'and financial trading market modelling. ',
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strong('I do appreciate if hired as one among the quantitative analysts and ',
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'learning from all experts whom might hold with MSc or phD major in ',
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'statistical and couple years experience in hedge fund industry.')),
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p('I am just a newbie with couple years working experience in sportsbook industry ',
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'and self learning to join the hedge fund indutry from previous baker as a punter. ',
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'I like George Soros since year 1998 and used to be clients of ',
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tags$a(href='http://www.starlizard.com', target='_blank',
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tags$img(height = '20px', alt = 'hot', #align='right',
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src = 'sl.jpg')), ' in my first job in sportsbook industry ',
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'which was Telebiz AS3388/BetCitics/BetWorks who ',
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'accepted billion pounds trading volume as VIP. Besides, I am analysing the bets of ',
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tags$a(href='http://www.smartodds.co.uk/', target='_blank',
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tags$img(height = '20px', alt = 'hot', #align='right',
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src = 'so.jpg')), ' as well.'),
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p('I roughly browse over the official website and get to know the binary awarded the ',
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'licenses from Japan, UK and Malta. Binary.com is not Scicom otherwise the dummy think of ',
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'all business groups are under him will eventually death because there all no any ',
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'relationship in real life. If not hired due to ability we can accept and learning but ',
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'due to wizard or dummy who think all organizations are under his business will die.'),
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tags$a(href='https://www.binary.com/ja/group-history.html', target='_blank',
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tags$img(height = '100px', alt = 'hot', #align='right',
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src = 'hist02.jpg')),
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tags$a(href='https://www.binary.com/ja/group-history.html', target='_blank',
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tags$img(height = '100px', alt = 'hot', #align='right',
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src = 'hist01.jpg')),
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p('You are feel free to read the questions below and answer tabs with an application.'),
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br(),
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HTML('<iframe src=\"https://raw.githubusercontent.com/englianhu/binary.com-interview-question/ff20ee95aa60ef5cca3cf797066089103eb62acf/reference/quant-analyst-skills-test.pdf" width=\"900\" height=\"600\"></iframe>'),
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imageOutput('imp_pdf', width = '100%')),#, height = '500px')),
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imageOutput('imp_pdf', width = '100%')), #, height = '500px')),
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tabPanel('Q1',
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tabsetPanel(
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tabPanel('Question',
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#'@ choices = c('optKelly', 'optimalF')),
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sliderInput('stakes', value = 10000, label = 'Stakes Leverage',
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min = 100, max = 1000000, step = 10,
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pre = '\¥', animate = TRUE),
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pre = 'RMB', animate = TRUE),
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actionButton('updatePred', label = 'Update'),
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actionButton('tabBut', 'View Table'), style = 'primary'),
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bsCollapsePanel('Chart Option',
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tags$a(href='http://www.bwinpartypartners.com/index.do?masterben=ryusukekenji', target='_blank',
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tags$img(height = '80px', alt='hot', #align='right',
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src='BW_Aff_Dashboard_Sample.jpg'))),
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tags$li(tags$a(href='https://portal.ladbrokespartners.com/portal/#/login?authfailed=true', target='_blank',
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tags$li(tags$a(href='https://portal.ladbrokespartners.com/portal/#/registration?referrer=ryusukekenji', target='_blank',
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tags$img(height = '20px', alt='hot', #align='right',
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src='LB_Aff.jpg')),
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HTML("<a href='https://portal.ladbrokespartners.com/portal/#/login?authfailed=true'>Ladbrokes Partners</a>"),
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tags$a(href='http://www.bwinpartypartners.com/index.do?masterben=ryusukekenji', target='_blank',
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HTML("<a href='https://portal.ladbrokespartners.com/portal/#/registration?referrer=ryusukekenji'>Ladbrokes Partners</a>"),
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tags$a(href='https://portal.ladbrokespartners.com/portal/#/registration?referrer=ryusukekenji', target='_blank',
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tags$img(height = '80px', alt='hot', #align='right',
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src='LB_Aff_Dashboard_Sample.jpg'))),
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tags$li(tags$a(href='http://account.affiliates.williamhill.com/signup.html?a=1598928', target='_blank',
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tags$img(height = '20px', alt='hot', #align='right',
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src='WH_Aff.jpg')),
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HTML("<a href='http://account.affiliates.williamhill.com/signup.html?a=1598928'>Affiliates William Hill</a>"),
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tags$a(href='http://www.bwinpartypartners.com/index.do?masterben=ryusukekenji', target='_blank',
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tags$a(href='http://account.affiliates.williamhill.com/signup.html?a=1598928', target='_blank',
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tags$img(height = '80px', alt='hot', #align='right',
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src='WH_Aff_Dashboard_Sample.jpg'))))),
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p('I have conducting few research and development in sportsbook betting and learning Western since year 2007 I resigned from ',
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br(),
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br(),
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h4('4. Profit & Loss'),
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p(''),
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p('In progress...'),
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br(),
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br(),
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hr('5. MCMC'),
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'Above articles brief the formula of RSI 14 days and SMA 50, 100, 200 days. ',
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'Again, I don\'t pretend to know the true data size and the weighted parameters, ',
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'here I try to apply the MCMC (Markov Chain Monte Carlo) to get the optimal return from investment.'),
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p(),
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p('In progress...'),
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br(),
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br(),
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hr('6. Future Works'),
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must walk away with zero, and you must do so having placed a non-zero bet on every game. How do you
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place your bets?')),
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tabPanel('Answer',
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p('')))))),
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p('In progress...')))))),
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tabPanel('Appendix',
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tabsetPanel(
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tags$a(href='https://github.com/scibrokes/owner', target='_blank',
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tags$img(height = '20px', alt='hot', #align='right',
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src='hot.jpg'))),
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p('17. ', HTML("<a href='http://xahlee.info/comp/unicode_math_operators.html'>Unicode Math Symbols ∑∞∫π∈ℝ²</a>")),
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p('18. ', HTML("<a href='https://alphaism.wordpress.com/2012/03/26/size-matters-kelly-optimization/'>Size Matters – Kelly Optimization</a>"),
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tags$a(href='https://github.com/scibrokes/owner', target='_blank',
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p('17. ', HTML("<a href='http://character-code.com/'>Character-Code.com</a>")),
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p('18. ', HTML("<a href='https://alphaism.wordpress.com/2012/03/26/size-matters-kelly-optimization/'>Size Matters - Kelly Optimization</a>"),
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tags$a(href='https://github.com/scibrokes/owner', target='_blank',
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tags$img(height = '20px', alt='hot', #align='right',
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src='hot.jpg')))),
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‎www/LB_Aff_Dashboard_Sample.jpg

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‎www/hist01.jpg

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‎www/hist02.jpg

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‎www/sl.jpg

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‎www/so.jpg

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