Quant interview questions

1,322 questions · page 19 of 34

• You estimate the expected returns of 50 assets from their sample means.Statistics and inference · Advanced
• You test whether a signal predicts next-day returns by shuffling the signal…Statistics and inference · Advanced
• You adjust an experiment’s outcome using each user’s pre-experiment value of…Statistics and inference · Advanced
• A hit rate with a prior, part 3 of 3Statistics and inference · Advanced
• Ten p-values in a row, part 3 of 3Statistics and inference · Advanced
• Twenty signals at five per cent, part 3 of 3Statistics and inference · Advanced
• Is the Sharpe ratio real?, part 3 of 3Statistics and inference · Advanced
• A hundred candidate signals, part 3 of 3Statistics and inference · Advanced
• One influential observation, part 1 of 3Regression and econometrics · Foundation
• A stock has 30% volatility, the index 15%, and their correlation is 0.6.Regression and econometrics · Foundation · Free solution
• A simple regression has a correlation of 0.6 between the two variables.Regression and econometrics · Foundation · Free solution
• A regression has a total sum of squares of 200 and a residual sum of squares of 50.Regression and econometrics · Foundation
• For two variables, Cov(x,y) = 6, Var(x) = 4, x = 2 and y = 10.Regression and econometrics · Foundation
• In an OLS regression with an intercept, which statement about the residuals…Regression and econometrics · Foundation
• Regression residuals have a first-order autocorrelation of 0.4.Regression and econometrics · Foundation
• A treated group’s average outcome goes from 10 to 15 after a policy; a control…Regression and econometrics · Foundation
• A regression coefficient is 3.Regression and econometrics · Foundation
• In a logistic regression a coefficient is 0.7.Regression and econometrics · Foundation
• In a Poisson regression of trade counts, a regressor has coefficient 0.1.Regression and econometrics · Foundation
• Regressing both ways, part 1 of 3Regression and econometrics · Foundation
• Reading a logistic regression, part 1 of 3Regression and econometrics · Foundation
• The variable you left out, part 1 of 3Regression and econometrics · Foundation
• Two nearly identical factors, part 1 of 3Regression and econometrics · Foundation
• One influential observation, part 2 of 3Regression and econometrics · Applied
• You regress y on x and get a slope of 2.Regression and econometrics · Applied
• The tallest fathers tend to have sons shorter than themselves. What does this show?Regression and econometrics · Applied
• You regress fund returns on manager tenure and get a positive coefficient.Regression and econometrics · Applied
• You add a regressor of pure noise to a model. What happens to R² and to adjusted R²?Regression and econometrics · Applied
• A regression on 100 observations with 5 regressors has R² = 0.30.Regression and econometrics · Applied
• Your errors are heteroskedastic. What is still true of the OLS coefficients?Regression and econometrics · Applied
• Regressing x₁ on the other regressors gives R² = 0.9.Regression and econometrics · Applied
• Your regression residuals on a time series are strongly positively autocorrelated.Regression and econometrics · Applied
• With orthonormal regressors, the OLS coefficient is 2 and the ridge penalty is λ = 3.Regression and econometrics · Applied
• A logistic regression has intercept −2 and slope 0.5.Regression and econometrics · Applied
• A regression on 100 observations has an intercept and 5 other regressors.Regression and econometrics · Applied
• A regression has XᵀX = [[2, 1], [1, 2]] and Xᵀy = [4, 5].Regression and econometrics · Applied
• Which assumption is essential for the OLS coefficients to be unbiased?Regression and econometrics · Applied
• In a simple regression the error standard deviation is 2 and Σᵢ(xᵢ−x)² = 25.Regression and econometrics · Applied
• A regression with 4 regressors plus an intercept, fitted on 105 observations, has R² = 0.2.Regression and econometrics · Applied
• In a simple regression on 20 points with Σ(xᵢ−x)² = 18, one point has xᵢ−x = 3.Regression and econometrics · Applied