About this question
Medium · time_series · Quant Researcher interview question · volatility, finance, technical-indicators, numpy, pandas
The Parkinson Volatility estimator is a high-low volatility measure that incorporates intraday price ranges to provide a theoretically more efficient variance estimate than close-to-close calculations. By utilizing the extreme values of an asset's price over a specific period, this metric offers deeper insight into market dynamics and risk assessment for quantitative trading strategies. Task Implement a function solution(highs, lows, window) that calculates the rolling Parkinson volatility for