Quant interview prep guides

Alternative Data Cleaning Interview Guide

Alternative data cleaning interview guide covering identifiers, duplicates, missingness, revisions, outliers, units, and validation.

Candidates handling messy, vendor-supplied, or unstructured research data.

Cleaning starts with identity

Alternative data often needs entity mapping across tickers, stores, brands, geographies, devices, documents, or vendor-specific identifiers.

Missingness can be informative

Missing data may reflect coverage limits, vendor outages, reporting changes, or real-world behavior, so it should not be blindly filled.

Concrete example

A store-traffic feed with missing locations may bias a retail signal if high-performing or low-performing regions are absent.

Validate transformations

Check duplicates, units, outliers, timestamp consistency, revisions, coverage drift, and whether cleaning rules use future information.

Common mistakes

Candidates often jump to model features. A strong answer explains how raw vendor data becomes trustworthy research input.

Practice the pattern

Use the LeetQuidity curriculum and calibration to turn this topic into a focused practice plan.