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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

easyKendall's Tau Rank CorrelationeasyYang-Zhang OHLC Volatility EstimatoreasyBootstrap Confidence Interval for Sharpe RatioeasyInformation Coefficient (Spearman)easyEWMA Volatility (RiskMetrics)easyTwo-Sample Kolmogorov-Smirnov StatisticeasyRobustness of Correlation MetricseasyParkinson Range-Based VolatilityeasyRoll's Implicit Bid-Ask SpreadeasyDurbin-Watson Autocorrelation StatisticeasyRolling Sharpe RatioeasyWeighted Pearson CorrelationeasySortino RatioeasyAmihud Illiquidity RatioeasyFama-MacBeth RegressioneasyRogers-Satchell Volatility EstimatoreasyIntraday VWAP BenchmarkeasyJarque-Bera Normality TesteasyDiebold-Mariano Forecast Comparison TestmediumKPSS Stationarity TestmediumGARCH(1,1) Variance ForecastmediumEWMA Kurtosis EstimatormediumCochrane-Orcutt GLS RegressionmediumGarman-Klass-Yang-Zhang VolatilitymediumCointegration Hedge RatiomediumManual OLS Regression via Matrix AlgebramediumAnderson-Darling TestmediumChow Test for Structural BreakmediumVariance Ratio TestmediumExponentially Weighted QuantilemediumKyle's Lambda EstimationmediumBayesian Drift UpdatemediumLjung-Box Serial Autocorrelation TestmediumRobust Outlier Detection with MADmediumGerber StatisticmediumGARCH(1,1) Log-LikelihoodmediumTheil-Sen Robust Slope EstimatormediumRolling Beta CalculationmediumKernel Density Estimation of ReturnsmediumWald-Wolfowitz Runs TestmediumLinear Quantile RegressionmediumGranger Causality TestmediumSpearman Rank CorrelationmediumClark-West Forecast Comparison TestmediumEWMA Skewness EstimatormediumMultiple Testing Correction (Bonferroni)mediumCramer-von Mises Normality TestmediumVariance Inflation FactorhardNewey-West HAC Standard ErrorshardPCA Factor DecompositionhardCircular Block Bootstrap Confidence IntervalhardProbabilistic Sharpe RatiohardBreusch-Pagan Heteroskedasticity TesthardHuber Robust Regression (IRLS)hardAugmented Dickey-Fuller TesthardCointegration Test (Engle-Granger)hardMLE Fit for Student-t DistributionhardAugmented Dickey-Fuller Test StatistichardBootstrap Confidence Intervals for Sharpe RatiohardRealized Kernel Variance with Bartlett CorrectionhardKDE Value-at-Risk EstimatehardRolling Jarque-Bera Normality TesthardHMM Regime Detection from Scratch
View all 63 statistical analysis questions