<t>Thanks... ... congratulations, ericlambi, you got a good job! I also heard that BGI love PhD students, that is why I apply for interships with them. So they asked you some technical questions in the first-round phone interview? I also interviewed with Credit Suisse and JPMorgan for internship, ma...

yes, it is a quite stupid questions, however, I really have no idea how to write the code in Matlab. Any suggestions?

I got an invitation for interview with BGI. However, really have no idea which kind of questions to expect. General attitude questions? Finance questions? Or math questions? Does anyone like to share some experience? Thanks indeed.

A little stupid question: when we build up a portfolio, how can we impose the restriction that the weights lie within [0,1] (which means short stocks is not allowed), and the summation of the weights is equal to 1? How do we write the code? Any reference are highly appreciated. Thanks, jessie