Statistics Questions for Prop Trading Interviews
A prop trading round does not test statistics the way a textbook does. This set is the overlap - the statistics questions that actually turn up in this format.
16 questions, all free to practise. The split is 7 easy, 9 medium.
- A two-sigma tail probabilityEasyRandom VariablesStatisticsView →
- Chi-square test for a varianceEasyStatisticsView →
- Correlation of two event indicatorsEasyProbabilityStatisticsView →
- Paid a dollar or the drawEasyExpected ValueStatisticsView →
- R-squared when you duplicate every pointEasyStatisticsView →
- Regressing with zero covarianceEasyRandom VariablesStatisticsView →
- Sharpe of two combined uncorrelated strategiesEasyStatisticsFinance & DerivativesView →
- Backing out a correlationMediumRandom VariablesStatisticsView →
- Covariance of sum and differenceMediumRandom VariablesStatisticsView →
- Diversified VaR of two positionsMediumStatisticsFinance & DerivativesView →
- Fair outcome from a biased coinMediumProbabilityStatisticsView →
- OLS slope from four pointsMediumStatisticsView →
- Order statistics of two uniformsMediumRandom VariablesStatisticsView →
- Two-sided p-value of a mean testMediumStatisticsView →
- Variance of coins-per-die headsMediumRandom VariablesStatisticsView →
- What a p-value isMediumStatisticsView →
Widen the search
This set is a slice of two larger ones. If it is too narrow, start here instead:
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