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.
57 questions · page 2 of 2 · Clear filters
- Is the Sharpe ratio real?, part 2 of 3Statistics and inference · Applied
- A hundred candidate signals, part 2 of 3Statistics and inference · Applied
- You have screened 5,000 candidate features and want to hand a shortlist to a…Statistics and inference · Advanced
- Twenty independent tests are run at the 5% level, all nulls true.Statistics and inference · Advanced
- A two-sided test at α = 5% compares two arms of 64 with a true standardised effect of 0.5.Statistics and inference · Advanced
- For which statistic does the ordinary bootstrap fail?Statistics and inference · Advanced
- An A/B test has 10,000 users per arm and a 5% baseline conversion rate.Statistics and inference · Advanced
- You average n independent standard Cauchy random variables.Statistics and inference · Advanced
- Nineteen independent draws come from a uniform distribution on [0,θ], and the…Statistics and inference · Advanced
- 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