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Medium · data_manipulation · Quant Researcher interview question · data-manipulation, factor-construction, z-score, quality-factor, numpy
Composite quality factor construction is a standard step in equity systematic strategies: high-quality firms exhibit both strong profitability (high ROE) and conservative capital structure (low leverage). Quant researchers z-score each metric independently using population standard deviation, then combine them into a single signal that is cross-sectionally neutral in both dimensions. Task Implement the function solution(roe: listfloat, debt_assets: listfloat) -> listfloat. This function should