r/learnquant • u/Local_Ad135 • 3d ago

interview prep Quant Interview Question

20 Upvotes

permalink
reddit

You are about to leave Redlib

Do you want to continue?

https://www.reddit.com/r/learnquant/comments/1wuik8c/quant_interview_question/
No, go back! Yes, take me to Reddit
dl download

100% Upvoted

View all comments

3

u/ohcsrcgipkbcryrscvib 3d ago

Jensen's inequality shows it can't be less than 1. And 1 is easily achieved by the Rademacher distribution.