500+ quant interview questions for Jane Street, Citadel, Two Sigma, DE Shaw, and other top quantitative finance firms.
Statistical analysis and quantitative modeling problems
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Difficulty: Medium
Category: statistical_analysis
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Topics: statistical-analysis, normality-test, anderson-darling, hypothesis-testing, scipy
Testing return distributions for normality is a prerequisite for many parametric risk models, such as those involving VaR or Sharpe ratio confidence intervals. The Anderson-Darling test is a powerful statistical tool for this purpose, favored by quants because it emphasizes deviations in the distribution's tails. This makes it particularly effective for analyzing financial data, which often exhibits fat-tailed behavior. Task Implement the function solution(series: listfloat) to perform an Ander
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