Quant interview questions

57 questions · page 1 of 2 · Clear filters

• You have 100 observations and a standard error of 0.4.Statistics and inference · Foundation · Free solution
• A sample of 36 observations has mean 0.8 and standard deviation 3.Statistics and inference · Foundation
• You observe 8 successes in 20 trials.Statistics and inference · Foundation
• A quantity has standard deviation 15.Statistics and inference · Foundation
• A strategy averaged 0.05% a day with a daily standard deviation of 1% over 252 days.Statistics and inference · Foundation
• You test 50 signals and want the family-wise error rate at 5%.Statistics and inference · Foundation
• A hit rate with a prior, part 1 of 3Statistics and inference · Foundation
• Ten p-values in a row, part 1 of 3Statistics and inference · Foundation
• Twenty signals at five per cent, part 1 of 3Statistics and inference · Foundation
• Is the Sharpe ratio real?, part 1 of 3Statistics and inference · Foundation
• A hundred candidate signals, part 1 of 3Statistics and inference · Foundation
• Which statement about the central limit theorem is correct?Statistics and inference · Applied · Free solution
• A strategy has a true Sharpe ratio of 0.5.Statistics and inference · Applied
• You compute a 95% confidence interval of (2,8) for a mean. Which reading is correct?Statistics and inference · Applied
• You want to estimate a coin’s bias to within one percentage point at 95% confidence.Statistics and inference · Applied
• You test 200 signals with no edge at the 5% level.Statistics and inference · Applied
• A test returns p = 0.03. What does that mean?Statistics and inference · Applied
• The maximum likelihood estimator of a normal variance divides by n rather than n−1.Statistics and inference · Applied
• An estimator has a bias of 0.2 and a standard deviation of 0.3.Statistics and inference · Applied
• You lower your significance level from 5% to 1% without changing the sample. What happens?Statistics and inference · Applied
• You draw 1,000 bootstrap resamples and sort the statistics.Statistics and inference · Applied
• Your prior on a coin is Beta(2,2) and you observe 7 heads in 10 flips.Statistics and inference · Applied
• What does a 95% credible interval say that a 95% confidence interval does not?Statistics and inference · Applied
• A fair die is rolled 100 times.Statistics and inference · Applied
• A sample mean estimates μ = 2 with standard error 0.1.Statistics and inference · Applied
• One hundred waiting times are modelled as exponential with rate λ; their sample mean is 4.Statistics and inference · Applied
• A strategy won 220 of 400 trades.Statistics and inference · Applied
• Ten observations have sample standard deviation 2.Statistics and inference · Applied
• You compare two execution algorithms on the same 200 orders, measuring slippage…Statistics and inference · Applied
• A die is rolled 60 times, giving counts 5,8,9,8,10,20 for faces one to six.Statistics and inference · Applied
• Five tests give p-values 0.001,0.008,0.012,0.04,0.2.Statistics and inference · Applied
• You backtest 100 independent strategies, none with any edge, and call one a…Statistics and inference · Applied
• A bootstrap sample draws 100 observations with replacement from 100.Statistics and inference · Applied
• Your prior on a strategy’s alpha is normal with mean 0 and standard deviation 0.5%.Statistics and inference · Applied
• Your prior on an event rate is Gamma with shape 2 and rate 1 (mean 2 per period).Statistics and inference · Applied
• An analyst checks an A/B test every day and stops the first time p < 0.05.Statistics and inference · Applied
• An A/B test compares a 10% baseline conversion with a hoped-for 11%.Statistics and inference · Applied
• A hit rate with a prior, part 2 of 3Statistics and inference · Applied
• Ten p-values in a row, part 2 of 3Statistics and inference · Applied
• Twenty signals at five per cent, part 2 of 3Statistics and inference · Applied