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Rolling median across a sliding window

Asked at Citadel Securities

Given a series and a window size k, report the median of each consecutive window of k values as the window slides one step at a time. The median is more robust to outlier prints than the mean.

nums = [1, 3, -1, -3, 5, 3, 6, 7], k = 3
-> [1, -1, -1, 3, 5, 6]

Return the list of window medians.

Your answer

This one is open-ended. Work it through, then check your reasoning against the full solution.

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