Statistics Interview Questions for Traders
Traders get asked statistics differently from other quant roles - the emphasis shifts with what the job actually does. This is that slice.
18 questions, all free to practise. The split is 8 easy, 10 medium.
- A one-sided percentile cutoffEasyRandom VariablesStatisticsView →
- A tail of a sum of normalsEasyRandom VariablesStatisticsView →
- Coin count past two sigmaEasyRandom VariablesStatisticsView →
- Spread of a coin-flip payoffEasyRandom VariablesStatisticsView →
- Variance of a reciprocal uniformEasyRandom VariablesStatisticsView →
- Variance of a union indicatorEasyRandom VariablesStatisticsView →
- Variance of a weighted dice combinationEasyRandom VariablesStatisticsView →
- Where the maximum landsEasyRandom VariablesStatisticsView →
- Backing out a correlationMediumRandom VariablesStatisticsView →
- Correlation of overlapping sumsMediumRandom VariablesStatisticsView →
- MLE at a boundaryMediumStatisticsCalculusView →
- Sharpe ratio in a marble gameMediumExpected ValueStatisticsView →
- Two-sided p-value of a mean testMediumStatisticsView →
- Variance of a coin-gated payoffMediumRandom VariablesStatisticsView →
- Volatility smile meaningMediumStatisticsFinance & DerivativesView →
- Waiting to see both facesMediumRandom VariablesStatisticsView →
- Which desk books the larger dayMediumRandom VariablesStatisticsView →
- Width of a market under uncertaintyMediumMarket Making & Betting GamesStatisticsView →
Widen the search
This set is a slice of two larger ones. If it is too narrow, start here instead:
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