500+ quant interview questions for Jane Street, Citadel, Two Sigma, DE Shaw, and other top quantitative finance firms.
C++ and Python coding challenges for quant developer interviews
Statistical analysis and quantitative modeling problems
Trading MCQs, probability brainteasers, and market scenarios
Practice quant interview questions on MyntBit - the all-in-one quant learning platform. Free questions available for C++ coding, Python problems, probability brainteasers, and trading MCQs.
Difficulty: Hard
Category: Regression Analysis
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: hypothesis-testing, statistics, false-discovery-rate, multiple-comparisons
You are backtesting 100 different algorithmic trading strategies on historical data. You decide to test each strategy for statistical significance at a significance level of $α = 0.05$. Assume that, in reality, none of the 100 strategies are actually profitable; their apparent profitability is purely due to random chance. On average, how many strategies would you expect to incorrectly show up as statistically significant? Which multiple hypothesis testing correction procedure directly contr
Practice this hard trader interview question on MyntBit - the all-in-one quant learning platform with 500+ quant interview questions for Jane Street, Citadel, Two Sigma, and other top quantitative finance firms.