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Honestly depends on the asset class/product you are going to be covering. I would say showing interest is huge (there should be no reason why you don't invest your own money), knowing what is going on in the macro environment and how is that impacting your specific asset class your interviewing for, and then nail the technicals. Fit is a big at some firms in AM -- one superday I had was pretty much all behavioral and another was strictly technical.
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