What does "A data analysis question that can be done in MATLAB" look like?

[ccfenix]

hi,
Recently I applied a position in an algo trading fund, one of the writeup interview is about solving a data analysis problem with MATLAB.

This is the first time I take this kind of exam, can anyone here give me a clue how it will look like.

For instance, does it look like "Given the closing price of BAC in 2009, calculate the volatility of this stock", does it look like this?

Thanks a lot in advance!

 

[DominiConnor]

I would expect it to be more demanding than that, though it would not be a bad idea to start with a vol calc.

If I were starting off a test at this level, I might ask you to find the coefficient in a mean reversion process, see how you coped with spots of "bad" data, then chuck a regime chance at you with a new mean.

But I'm an evil headhunter.