Citadel Quantitative Research Intern Interview Question
One of the classic interview questions you may encounter is implementing a moving average algorithm in Python. Understanding this concept and its implementation not only demonstrates your programming skills but also your grasp of essential quantitative techniques used in finance and data analysis.
A moving average is a statistical technique widely used in time series analysis, signal processing, and finance. It smooths out short-term fluctuations and highlights longer-term trends or cycles by averaging data points within a fixed-size window as it progresses through the data series.
For the purpose of this article, we focus on the Simple Moving Average (SMA), as it is the most common form encountered in quantitative interviews and the Citadel Quantitative Research Intern interview.
