Quant interview questions
1,322 questions in the style trading and research firms ask, from probability and brainteasers to options, statistics and coding. Every question is open to read; the 50 in the free sample show their worked solutions here.
55 questions · page 2 of 2 · Clear filters
- The variable you left out, part 2 of 3Regression and econometrics · Applied
- Two nearly identical factors, part 2 of 3Regression and econometrics · Applied
- One influential observation, part 3 of 3Regression and econometrics · Advanced
- You add independent noise to a regressor x. What happens to its coefficient?Regression and econometrics · Advanced
- By the Frisch–Waugh–Lovell theorem, what does the coefficient on x₁ in a…Regression and econometrics · Advanced
- An instrument Z has Cov(Z,Y) = 0.6 and Cov(Z,X) = 0.4.Regression and econometrics · Advanced
- Your first-stage F-statistic is 4. What does that tell you about the IV estimate?Regression and econometrics · Advanced
- You model trade counts per venue where exposure times differ. What belongs in the model?Regression and econometrics · Advanced
- Two models are fitted on 100 observations.Regression and econometrics · Advanced
- You average 1,000 observations from an AR(1) process with autocorrelation 0.5.Regression and econometrics · Advanced
- A design matrix has squared singular values 9, 4 and 1.Regression and econometrics · Advanced
- Regressing both ways, part 3 of 3Regression and econometrics · Advanced
- Reading a logistic regression, part 3 of 3Regression and econometrics · Advanced
- Two nearly identical factors, part 3 of 3Regression and econometrics · Advanced
- The variable you left out, part 3 of 3Regression and econometrics · Expert