Statistics Questions for Systematic & Data-Driven Trading Interviews
A systematic & data-driven 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.
66 questions, all free to practise. The split is 16 easy, 40 medium, 10 hard.
- Correlation under rescalingEasyRandom VariablesStatisticsView →
- Covariance of a chi-square and a ratioEasyRandom VariablesStatisticsView →
- How many new hires to lift the averageEasyStatisticsView →
- Interquartile range of an exponentialEasyRandom VariablesStatisticsView →
- Largest possible covarianceEasyRandom VariablesStatisticsView →
- Pooling two independent estimatesEasyRandom VariablesStatisticsView →
- Posterior from a likelihood ratioEasyConditional Probability & ExpectationStatisticsView →
- 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 →
- Skewness of a Laplace variableEasyRandom VariablesStatisticsView →
- Standard deviation of a correlated sumEasyRandom VariablesStatisticsView →
- Sum of the OLS coefficientsEasyStatisticsView →
- A CLT tail probabilityMediumStatisticsView →
- A difference of three normalsMediumRandom VariablesStatisticsView →
- Average salary, kept privateMediumBrainteasersStatisticsView →
- Back out the market premium, then price a stockMediumStatisticsFinance & DerivativesView →
- Bayes: did it rain?MediumConditional Probability & ExpectationStatisticsView →
- Best linear blend of two estimatesMediumRandom VariablesStatisticsView →
- Confidence interval with the right pivotMediumStatisticsView →
- Correlation of two face-countsMediumProbabilityStatisticsView →
- Covariance from a triangular densityMediumRandom VariablesStatisticsView →
- Covariance of sum and differenceMediumRandom VariablesStatisticsView →
- Disease test (Bayes)MediumConditional Probability & ExpectationStatisticsView →
- E[X | X > 0] for a standard normalMediumStatisticsCalculusView →
- Fourth moment of a shifted normalMediumProbabilityRandom VariablesView →
- Gap between two uniformsMediumExpected ValueStatisticsView →
- How many trials to poll a proportionMediumRandom VariablesStatisticsView →
- Maximum variance on an intervalMediumRandom VariablesStatisticsView →
- Median of a list and its squaresMediumCombinatoricsStatisticsView →
- Minimum-variance portfolio weightMediumStatisticsFinance & DerivativesView →
- Minimum-variance weightsMediumStatisticsFinance & DerivativesView →
- Positive semidefinitenessMediumStatisticsLinear AlgebraView →
- Reading an R²MediumStatisticsView →
- Regression to the meanMediumBrainteasersStatisticsView →
- Screening a rare diseaseMediumConditional Probability & ExpectationStatisticsView →
- Sizing an index-futures hedge in contractsMediumStatisticsFinance & DerivativesView →
- Spectrum of a symmetric matrixMediumStatisticsLinear AlgebraView →
- Sum and difference of perfectly correlated variablesMediumRandom VariablesStatisticsView →
- Sum of squared standard normalsMediumRandom VariablesStatisticsView →
- Swapping the regression variablesMediumStatisticsView →
- The German tank problemMediumExpected ValueStatisticsView →
- Uncorrelated but dependentMediumRandom VariablesStatisticsView →
- Variance explained by a regressionMediumStatisticsLinear AlgebraView →
- Variance of a squared normalMediumRandom VariablesStatisticsView →
- Variance of a two-regime returnMediumRandom VariablesStatisticsView →
- Variance of hearts in eight cardsMediumCombinatoricsStatisticsView →
- Variance of the larger of two diceMediumRandom VariablesStatisticsView →
- Variance-minimizing hedgeMediumProbabilityStatisticsView →
- What 'unbiased' meansMediumStatisticsView →
- Which machine made the defect?MediumConditional Probability & ExpectationStatisticsView →
- Why covariance matrices are PSDMediumStatisticsLinear AlgebraView →
- k-th order statisticMediumExpected ValueStatisticsView →
- Correlation of min and maxHardProbabilityRandom VariablesView →
- Covariance of X with Y squaredHardRandom VariablesStatisticsView →
- Median of a streamHardStatisticsProgramming & DSAView →
- Order statistics are BetaHardRandom VariablesStatisticsView →
- Reservoir samplingHardStatisticsProgramming & DSAView →
- Smallest possible MGF valueHardRandom VariablesStatisticsView →
- Spread of a lognormal raised to the fourthHardRandom VariablesStatisticsView →
- Spread of a multinomial count gapHardRandom VariablesStatisticsView →
- Variance of the exponential of a gammaHardRandom VariablesStatisticsView →
- Variance under random parametersHardRandom VariablesStatisticsView →
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