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Easy · data_manipulation · Quant Researcher interview question · pandas, statistics, feature_engineering, z-score
The Z-score is a dimensionless statistical measure quantifying a value's distance from the mean in terms of standard deviations. In quantitative finance, rolling Z-scores are pivotal for mean-reversion strategies, identifying price extremes relative to recent history to generate buy or sell signals. Task Implement a function solution that calculates the rolling Z-score for a pandas Series of prices over a specified window size $N$. The function must compute the rolling mean and sample standard