500+ quant interview questions for Jane Street, Citadel, Two Sigma, DE Shaw, and other top quantitative finance firms.
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Difficulty: Medium
Category: time_series
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: time-series, realised-volatility, high-frequency, har-rv, annualisation
Realized volatility (RV) is a non-parametric estimator of daily volatility calculated from the sum of squared intraday returns. It provides a more accurate measure than traditional close-to-close estimators by using the full intraday price path. This makes RV essential for risk management and volatility forecasting in high-frequency trading environments. Task Implement the function solution(returns_5min: listfloat) -> float to calculate the annualised realised volatility from a series of intrad
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