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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

easyInformation Coefficient (Spearman)easyTwo-Sample Kolmogorov-Smirnov StatisticeasyAmihud Illiquidity RatioeasySortino RatioeasyDiebold-Mariano Forecast Comparison TesteasyDurbin-Watson Autocorrelation StatisticeasyEWMA Volatility (RiskMetrics)easyRobustness of Correlation MetricseasyYang-Zhang OHLC Volatility EstimatoreasyBootstrap Confidence Interval for Sharpe RatioeasyKendall's Tau Rank CorrelationeasyParkinson Range-Based VolatilityeasyRoll's Implicit Bid-Ask SpreadeasyIntraday VWAP BenchmarkeasyRogers-Satchell Volatility EstimatoreasyFama-MacBeth RegressioneasyRolling Sharpe RatioeasyJarque-Bera Normality TesteasyWeighted Pearson CorrelationmediumGerber StatisticmediumGARCH(1,1) Log-LikelihoodmediumSpearman Rank CorrelationmediumCramer-von Mises Normality TestmediumKPSS Stationarity TestmediumGARCH(1,1) Variance ForecastmediumVariance Inflation FactormediumCointegration Hedge RatiomediumManual OLS Regression via Matrix AlgebramediumKernel Density Estimation of ReturnsmediumTheil-Sen Robust Slope EstimatormediumAnderson-Darling TestmediumChow Test for Structural BreakmediumKyle's Lambda EstimationmediumBayesian Drift UpdatemediumLinear Quantile RegressionmediumEWMA Kurtosis EstimatormediumGranger Causality TestmediumEWMA Skewness EstimatormediumGarman-Klass-Yang-Zhang VolatilitymediumExponentially Weighted QuantilemediumRobust Outlier Detection with MADmediumMultiple Testing Correction (Bonferroni)mediumRolling Beta CalculationmediumCochrane-Orcutt GLS RegressionmediumLjung-Box Serial Autocorrelation TestmediumVariance Ratio TestmediumWald-Wolfowitz Runs TestmediumClark-West Forecast Comparison TesthardKDE Value-at-Risk EstimatehardHMM Regime Detection from ScratchhardRolling Jarque-Bera Normality TesthardNewey-West HAC Standard ErrorshardMLE Fit for Student-t DistributionhardCircular Block Bootstrap Confidence IntervalhardProbabilistic Sharpe RatiohardAugmented Dickey-Fuller Test StatistichardCointegration Test (Engle-Granger)hardAugmented Dickey-Fuller TesthardPCA Factor DecompositionhardRealized Kernel Variance with Bartlett CorrectionhardHuber Robust Regression (IRLS)hardBootstrap Confidence Intervals for Sharpe RatiohardBreusch-Pagan Heteroskedasticity Test
View all 63 statistical analysis questions