1 questions reported in Renaissance interviews, organised by the group that asks them. Every question carries a model answer and graded feedback on your own attempt.
Questions
1
Easy · Medium
0 · 1
Hard
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Model builds
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Built in the spreadsheet grid
Quantitative Research
Multiple testing, out-of-sample discipline, capacity and decay. 1 question
Correlation, Causation and Spurious Signals
Medium
Quant research interviews probe statistical judgement over formula recall.
A researcher backtests 200 signals and finds one with a t-statistic of 2.5 predicting next-day returns. Should you trade it? Explain what's wrong and what you'd require instead.