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Medium · time_series · Quant Researcher interview question · band_pass_filter, baxter_king, cycle_extraction, frequency_domain, time_series
Isolating cyclical components is fundamental to macro-trading strategies that exploit mean-reversion at business-cycle horizons. The Baxter-King (1999) band-pass filter uses a symmetric finite moving average to separate trend, cycle, and noise without introducing phase-shift artifacts. This makes it a robust tool for analyzing economic time series and building factor timing models. Task Implement the function baxter_king_filter(series: list, low_period: int, high_period: int, K: int) -> list to