Statistics Interview Questions for Quant Analysts
Quant Analysts get asked statistics differently from other quant roles - the emphasis shifts with what the job actually does. This is that slice.
54 questions, 38 of them free to practise right now. The split is 23 easy, 31 medium.
- A two-sigma tail probabilityEasyRandom VariablesStatisticsView →
- Average after dropping a subgroupEasyStatisticsView →
- Backing out the correlation from portfolio riskEasyRandom VariablesStatisticsView →
- Chi-square test for a varianceEasyStatisticsView →
- Coin count past two sigmaEasyRandom VariablesStatisticsView →
- Correlation from a summed varianceEasyRandom VariablesStatisticsView →
- Correlation of X with X plus YEasyStatisticsView →
- Correlation under rescalingEasyRandom VariablesStatisticsView →
- Covariance of a chi-square and a ratioEasyRandom VariablesStatisticsView →
- How many new hires to lift the averageEasyStatisticsView →
- Largest possible covarianceEasyRandom VariablesStatisticsView →
- Matching a uniform and an exponentialEasyRandom VariablesStatisticsView →
- R-squared from the sums of squaresEasyStatisticsView →
- R-squared when you duplicate every pointEasyStatisticsView →
- Regressing with zero covarianceEasyRandom VariablesStatisticsView →
- Sample SD with Bessel's correctionEasyStatisticsView →
- Second moment from varianceEasyRandom VariablesStatisticsView →
- Sharpe of two combined uncorrelated strategiesEasyStatisticsFinance & DerivativesView →
- Shrinking the standard errorEasyStatisticsView →
- Skewness of a Laplace variableEasyRandom VariablesStatisticsView →
- Spread of a two-card sumEasyRandom VariablesStatisticsView →
- Standard deviation of a correlated sumEasyRandom VariablesStatisticsView →
- Sum of the OLS coefficientsEasyStatisticsView →
- A difference of three normalsMediumRandom VariablesStatisticsView →
- Average salary, kept privateMediumBrainteasersStatisticsView →
- Bayes: did it rain?MediumConditional Probability & ExpectationStatisticsView →
- Correlation of two face-countsMediumProbabilityStatisticsView →
- Covariance from a triangular densityMediumRandom VariablesStatisticsView →
- Disease test (Bayes)MediumConditional Probability & ExpectationStatisticsView →
- Maximum variance on an intervalMediumRandom VariablesStatisticsView →
- OLS slope from four pointsMediumStatisticsView →
- Sum and difference of perfectly correlated variablesMediumRandom VariablesStatisticsView →
- Swapping the regression variablesMediumStatisticsView →
- The German tank problemMediumExpected ValueStatisticsView →
- Uncorrelated but dependentMediumRandom VariablesStatisticsView →
- Variance of hearts in eight cardsMediumCombinatoricsStatisticsView →
- Variance of the larger of two diceMediumRandom VariablesStatisticsView →
- Why divide by n−1?MediumStatisticsView →
- A CLT tail probabilityMediumStatistics Premium
- Back out the market premium, then price a stockMediumStatisticsFinance & Derivatives Premium
- Confidence interval with the right pivotMediumStatistics Premium
- Diversified VaR of two positionsMediumStatisticsFinance & Derivatives Premium
- Empirical rule between two scoresMediumStatistics Premium
- How many trials to poll a proportionMediumRandom VariablesStatistics Premium
- Minimum-variance portfolio weightMediumStatisticsFinance & Derivatives Premium
- Reading an R²MediumStatistics Premium
- Regression to the meanMediumBrainteasersStatistics Premium
- Sizing an index-futures hedge in contractsMediumStatisticsFinance & Derivatives Premium
- Two-sided p-value of a mean testMediumStatistics Premium
- Variance of a two-regime returnMediumRandom VariablesStatistics Premium
- Variance of coins-per-die headsMediumRandom VariablesStatistics Premium
- When a biased estimator winsMediumRandom VariablesStatistics Premium
- Which machine made the defect?MediumConditional Probability & ExpectationStatistics Premium
- Why covariance matrices are PSDMediumStatisticsLinear Algebra Premium
Widen the search
This set is a slice of two larger ones. If it is too narrow, start here instead:
Practise these free
Create a free account to check your answers, track what you have solved, and run the timed simulators. Premium unlocks a full worked solution for every question.