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.
1,322 questions · page 20 of 34
- The true model is y = x₁+2x₂+ε.Regression and econometrics · Applied
- The true slope is 2. The regressor is measured with independent noise of…Regression and econometrics · Applied
- In a panel of firms over many years, what does adding firm fixed effects to a…Regression and econometrics · Applied
- You accidentally duplicate every row of your data set and rerun OLS.Regression and econometrics · Applied
- With orthonormal regressors, the lasso minimising…Regression and econometrics · Applied
- With highly collinear regressors, ridge regression often predicts better out of…Regression and econometrics · Applied
- Regressing both ways, part 2 of 3Regression and econometrics · Applied
- Reading a logistic regression, part 2 of 3Regression and econometrics · Applied
- 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
- Which of these is closest to being a stationary series?Time series · Foundation
- For white noise, sample autocorrelations have standard error about 1/√T.Time series · Foundation
- When is the AR(1) process xₜ = φxₜ₋₁+εₜ covariance stationary?Time series · Foundation
- A HAR model forecasts tomorrow’s realised volatility as 0.1+0.4 RV_d+0.3 RV_w+0.2 RVₘ.Time series · Foundation
- Your labels are each asset’s return over the next 10 trading days.Time series · Foundation
- Volatility that clusters, part 1 of 4Time series · Foundation
- Scoring a forecast out of sample, part 1 of 3Time series · Foundation
- Two prices that wander together, part 1 of 3Time series · Foundation
- A mean-reverting spread, part 1 of 4Time series · Foundation
- You regress one stock’s price on another’s and get R² = 0.95 with a t-statistic of 40.Time series · Applied · Free solution
- A spread follows Δsₜ = −0.05 sₜ₋₁+εₜ on daily data.Time series · Applied · Free solution
- An AR(1) has φ = 0.8 and innovation variance 1. What is its stationary variance?Time series · Applied
- Daily equity returns show almost no autocorrelation, but their squares show a lot.Time series · Applied
- An augmented Dickey–Fuller test fails to reject its null. What have you learned?Time series · Applied
- For xₜ = εₜ+0.5εₜ₋₁, what is the lag-one autocorrelation?Time series · Applied
- For xₜ = 2+0.6xₜ₋₁+0.3xₜ₋₂+εₜ, what is the unconditional mean?Time series · Applied
- Your prior on a state is 10 with variance 4, and you observe 13 with…Time series · Applied