Arcesium SDE-1 OA November 2024 | Portfolio Volatility Bound Window & Settlement Pipeline Critical Path Acceleration

Problem 1 - Portfolio Volatility Bound Window Problem Statement An institutional portfolio engine logs the daily performance yield returns of a high-growth asset class across N sequential trading days into an integer array returns. To establish a low-volatility baseline for an index fund, risk analysts want to find the longest continuous block of trading days that remains range-bound. A contiguous block of days is considered range-bound if and only if: max(returns[l...r]) - min(returns[l...r]) <= V Find the maximum length of ...