500+ quant interview questions for Jane Street, Citadel, Two Sigma, DE Shaw, and other top quantitative finance firms.
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: Easy
Category: statistical_analysis
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: yang_zhang, ohlc_volatility, rogers_satchell, range_volatility, statistical_analysis
The Yang-Zhang (2000) estimator is a minimum-variance, unbiased method for calculating asset volatility from Open, High, Low, and Close (OHLC) data. It improves upon other range-based estimators by correcting for both overnight price gaps and intraday drift. This makes it a standard tool on volatility trading desks and in advanced GARCH models where only daily data is available. Task Implement the function yang_zhang_volatility(open_p: list, high: list, low: list, close: list) -> float to calcu
Practice this easy researcher interview question on Myntbit - the all-in-one quant learning platform with 650+ quant interview questions for Jane Street, Citadel, Two Sigma, and other top quantitative finance firms.