500+ quant interview questions for Jane Street, Citadel, Two Sigma, DE Shaw, and other top quantitative finance firms.
Statistical analysis and quantitative modeling problems
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Difficulty: Easy
Category: data_manipulation
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Topics: factor-construction, winsorization, z-score, cross-sectional, signal-processing
In quantitative finance, raw signal values are often transformed to ensure stability and comparability across assets. A common two-step process involves winsorization to cap extreme outliers, followed by z-scoring to standardize the resulting distribution. This technique is crucial in systematic factor investing to prevent data errors or market microstructure effects from skewing portfolio construction. Task Implement the function solution(values: list, lower_pct: float, upper_pct: float) -> li
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