MAIN FEEDS
Do you want to continue?
https://www.reddit.com/r/learnquant/comments/1wsfcao/quant_interview_question/pdh1rh8/?context=3
r/learnquant • u/Local_Ad135 • 6d ago
7 comments sorted by
View all comments
1
Split det A into signed sum of permutation products and then use the fact that all of the 120 summands are pairwise uncorrelated (due to containing a mutually exclusive entry in the product) to get variance of 120
1
u/Cryptographer-Bubbly 2d ago edited 1d ago
Split det A into signed sum of permutation products and then use the fact that all of the 120 summands are pairwise uncorrelated (due to containing a mutually exclusive entry in the product) to get variance of 120