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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

easyIntraday VWAP BenchmarkeasyTwo-Sample Kolmogorov-Smirnov StatisticeasyParkinson Range-Based VolatilityeasySortino RatioeasyDurbin-Watson Autocorrelation StatisticeasyKendall's Tau Rank CorrelationeasyJarque-Bera Normality TesteasyRobustness of Correlation MetricseasyBootstrap Confidence Interval for Sharpe RatioeasyFama-MacBeth RegressioneasyAmihud Illiquidity RatioeasyRoll's Implicit Bid-Ask SpreadeasyRolling Sharpe RatioeasyYang-Zhang OHLC Volatility EstimatoreasyEWMA Volatility (RiskMetrics)easyRogers-Satchell Volatility EstimatoreasyDiebold-Mariano Forecast Comparison TesteasyWeighted Pearson CorrelationeasyInformation Coefficient (Spearman)mediumKernel Density Estimation of ReturnsmediumVariance Inflation FactormediumGARCH(1,1) Variance ForecastmediumCointegration Hedge RatiomediumAnderson-Darling TestmediumChow Test for Structural BreakmediumKyle's Lambda EstimationmediumManual OLS Regression via Matrix AlgebramediumLinear Quantile RegressionmediumEWMA Kurtosis EstimatormediumGranger Causality TestmediumExponentially Weighted QuantilemediumRobust Outlier Detection with MADmediumGerber StatisticmediumGARCH(1,1) Log-LikelihoodmediumKPSS Stationarity TestmediumTheil-Sen Robust Slope EstimatormediumEWMA Skewness EstimatormediumGarman-Klass-Yang-Zhang VolatilitymediumMultiple Testing Correction (Bonferroni)mediumBayesian Drift UpdatemediumCochrane-Orcutt GLS RegressionmediumLjung-Box Serial Autocorrelation TestmediumRolling Beta CalculationmediumVariance Ratio TestmediumWald-Wolfowitz Runs TestmediumSpearman Rank CorrelationmediumClark-West Forecast Comparison TestmediumCramer-von Mises Normality TesthardCircular Block Bootstrap Confidence IntervalhardBootstrap Confidence Intervals for Sharpe RatiohardAugmented Dickey-Fuller Test StatistichardKDE Value-at-Risk EstimatehardCointegration Test (Engle-Granger)hardAugmented Dickey-Fuller TesthardProbabilistic Sharpe RatiohardHuber Robust Regression (IRLS)hardBreusch-Pagan Heteroskedasticity TesthardPCA Factor DecompositionhardHMM Regime Detection from ScratchhardMLE Fit for Student-t DistributionhardNewey-West HAC Standard ErrorshardRolling Jarque-Bera Normality TesthardRealized Kernel Variance with Bartlett Correction
View all 63 statistical analysis questions