< LABS
STATS
3 GAMES · REGRESSION · OMITTED-VARIABLE BIAS · DISTRIBUTIONS · SELECTION BIAS · TIMED · SCORED 3 GAMES · REGRESSION · OMITTED-VARIABLE BIAS · DISTRIBUTIONS · SELECTION BIAS · TIMED · SCORED
000
LAB 03 · STATISTICS
Statistics practice for quant research interviews
Regression significance, distribution ID and the multiple-comparisons trap - Citadel and Two Sigma staples.
TICKETS
0ACCURACY
--#
GAME
SKILL
RNDS
YOUR HI
LAST 8
01
Crack the BotReverse-engineer a rival's rule from the tape, then control for the confounders
REGRESSION
& OVB
& OVB
12
---
NOT PLAYED
02
Read the ShapeName what is generating the data, then prove it with the moments
DISTRIBUTIONS
& CLT
& CLT
10
---
NOT PLAYED
03
Twenty BacktestsOne beautiful equity curve - real edge, or the best of twenty coin flips?
SELECTION
BIAS
BIAS
20
---
NOT PLAYED
NO GRADED ANSWERS YET - PLAY A ROUND TO SEE WHERE YOU LEAK> PICK A GAME
What the Statistics Lab games train
Crack the Bot
Infer the hidden rule driving an algorithmic trader by running real regressions on its tape - and learn to say 'there is no rule' when the data says so. Read the Crack the Bot guide.
Twenty Backtests
Decide which of a book of backtested strategies - if any - deserves funding, once you account for how many were tried to find the winner. Read the Twenty Backtests guide.