QuantForcesquant interview practice

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18 / 689 problems

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Difficulty: 800 – 2200

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	#	Name	Tags	Difficulty	Solved by
✓	qip_q008	Sample mean and variance distribution An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews	statistics sampling-distribution chi-squared	1700	x0
✓	qip_q014	Linear regression assumptions and tests An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews	statistics regression ols	1400	x0
✓	qip_q028	Significance tests in logistic vs linear An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews	statistics logistic-regression hypothesis-testing	1500	x0
✓	qip_q029	Two wood pieces — minimize variance with 2 measurements An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews	statistics design variance-reduction	1800	x0
✓	qip_q031	Linear regression assumptions and multicollinearity An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews	statistics regression multicollinearity	1400	x0
✓	qip_q032	Non-linear models An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews	statistics non-linear-models	1100	x0
✓	qip_q035	Linear vs logistic regression assumptions & significance tests An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 1 · Interviews	statistics regression logistic-regression	1500	x0
✓	qip_q044	Linear regression derivation An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 3 · Regression theory	statistics ols derivation	1500	x0
✓	qip_q045	Simple linear regression — derive beta_hat An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 3 · Regression theory	statistics simple-regression ols	1300	x0
✓	qip_q046	Logistic regression — log-likelihood and MLE An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 3 · Regression theory	statistics logistic-regression mle iterative	1700	x0
✓	rb_ch01_q036	Minimize variance aX+bY Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions	statistics optimization variance	1600	x0
✓	rb_ch03_q012	GARCH(1,1) model qualitative Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions	statistics garch time-series	1700	x0
✓	rb_ch04_q005	Correlation X+5 with Y and 5X with Y Red Book (Heard on the Street) · Ch 4 · Statistics Questions	statistics correlation linear-transformation	1100	x0
✓	rb_ch04_q020	Standard deviation of (1,2,3,4,5) Red Book (Heard on the Street) · Ch 4 · Statistics Questions	statistics standard-deviation	1000	x0
✓	rb_ch04_q025	Coin machine probability P uniform 1000 flips 750 Red Book (Heard on the Street) · Ch 4 · Statistics Questions	statistics bayesian beta-distribution	1200	x0
✓	rb_ch04_q026	Expected value e^X X normal Red Book (Heard on the Street) · Ch 4 · Statistics Questions	statistics log-normal MGF	1300	x0
✓	rb_ch04_q029	1000 people 60% A 40% B margin of error Red Book (Heard on the Street) · Ch 4 · Statistics Questions	statistics margin-of-error binomial	1300	x0
✓	rb_ch04_q030	Disease 0.5% population test 7% false positive Red Book (Heard on the Street) · Ch 4 · Statistics Questions	statistics bayes-theorem diagnostic-test	1500	x0