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Statistical Analysis

63 statistical analysis problems ranked by difficulty, drawn from Jane Street, Optiver, and SIG quant interview rounds.

Overview

About statistical analysis questions in quant interviews

Statistical Analysis is one of the highest-frequency categories in quant interviews. Jane Street, Optiver, and SIG lean on this material because it filters candidates fast: if your reasoning under uncertainty is shaky, the rest of the interview rarely recovers. The 63 statistical analysis questions on this page are sequenced from easy to hard so you can build pattern recognition before facing problems with deliberate ambiguity. Most interviewers reuse the same handful of setups, so the goal is to identify the structure within seconds, not to invent a solution from scratch.

How to study this topic

A path that works

  1. 1

    Start with the easy set

    Warm up with the 19 easy statistical analysis questions. Quick wins build pattern recognition before complexity ramps.

  2. 2

    Drill the medium tier next

    29 medium questions sit in the sweet spot where most interview questions cluster. Time yourself, then redo any you missed two days later.

  3. 3

    Stress-test on hard problems

    15 hard questions simulate the on-site round. Skip looking at solutions for at least 20 minutes, then write up your approach.

The library

All 63 statistical analysis questions

easyDiebold-Mariano Forecast Comparison TesteasyInformation Coefficient (Spearman)easyRogers-Satchell Volatility EstimatoreasyFama-MacBeth RegressioneasySortino RatioeasyJarque-Bera Normality TesteasyRobustness of Correlation MetricseasyDurbin-Watson Autocorrelation StatisticeasyRoll's Implicit Bid-Ask SpreadeasyAmihud Illiquidity RatioeasyEWMA Volatility (RiskMetrics)easyBootstrap Confidence Interval for Sharpe RatioeasyKendall's Tau Rank CorrelationeasyParkinson Range-Based VolatilityeasyIntraday VWAP BenchmarkeasyWeighted Pearson CorrelationeasyTwo-Sample Kolmogorov-Smirnov StatisticeasyRolling Sharpe RatioeasyYang-Zhang OHLC Volatility EstimatormediumGarman-Klass-Yang-Zhang VolatilitymediumEWMA Kurtosis EstimatormediumGARCH(1,1) Log-LikelihoodmediumGARCH(1,1) Variance ForecastmediumGerber StatisticmediumChow Test for Structural BreakmediumCointegration Hedge RatiomediumAnderson-Darling TestmediumKyle's Lambda EstimationmediumRobust Outlier Detection with MADmediumLinear Quantile RegressionmediumGranger Causality TestmediumExponentially Weighted QuantilemediumKPSS Stationarity TestmediumTheil-Sen Robust Slope EstimatormediumEWMA Skewness EstimatormediumBayesian Drift UpdatemediumVariance Inflation FactormediumMultiple Testing Correction (Bonferroni)mediumCochrane-Orcutt GLS RegressionmediumLjung-Box Serial Autocorrelation TestmediumManual OLS Regression via Matrix AlgebramediumRolling Beta CalculationmediumVariance Ratio TestmediumWald-Wolfowitz Runs TestmediumSpearman Rank CorrelationmediumClark-West Forecast Comparison TestmediumCramer-von Mises Normality TestmediumKernel Density Estimation of ReturnshardCircular Block Bootstrap Confidence IntervalhardCointegration Test (Engle-Granger)hardBootstrap Confidence Intervals for Sharpe RatiohardHuber Robust Regression (IRLS)hardAugmented Dickey-Fuller Test StatistichardProbabilistic Sharpe RatiohardBreusch-Pagan Heteroskedasticity TesthardAugmented Dickey-Fuller TesthardMLE Fit for Student-t DistributionhardHMM Regime Detection from ScratchhardPCA Factor DecompositionhardNewey-West HAC Standard ErrorshardRealized Kernel Variance with Bartlett CorrectionhardRolling Jarque-Bera Normality TesthardKDE Value-at-Risk Estimate
View all 63 statistical analysis questions