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.
54 questions · page 2 of 2 · Clear filters
- You compute twelve-month returns every month over ten years and test whether…Time series · Advanced
- What does the Wold decomposition guarantee about a covariance-stationary process?Time series · Advanced
- In what sense is the Kalman filter optimal?Time series · Advanced
- Under a normal distribution, roughly how many trading days pass between moves…Time series · Advanced
- You have five price series and suspect more than one cointegrating relationship.Time series · Advanced
- In the Engle–Granger test you regress one price on another and run a unit-root…Time series · Advanced
- Volatility that clusters, part 3 of 4Time series · Advanced
- Scoring a forecast out of sample, part 2 of 3Time series · Advanced
- Scoring a forecast out of sample, part 3 of 3Time series · Advanced
- Two prices that wander together, part 3 of 3Time series · Advanced
- A mean-reverting spread, part 3 of 4Time series · Advanced
- A hidden level follows a random walk with innovation variance 1 and is observed…Time series · Expert
- Volatility that clusters, part 4 of 4Time series · Expert
- A mean-reverting spread, part 4 of 4Time series · Expert