Tag: one-pass

Interview Questions

• Compute maximum run-up in one pass
• Longest time underwater
• Maximum drawdown from a return series
• Maximum drawdown, and report when it happened
• Compute maximum drawdown in one pass
• Largest peak-to-trough drawdown
• Best contiguous run of daily P&L
• Single trade with a holding period
• Max profit from a single trade
• Longest run of one character
• Collapse adjacent duplicate characters