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Identify Statistical Anomalies in Market Events

HardStatistics & Probability00:00
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Your question is Identify Statistical Anomalies in Market Events. Take a moment with it on the right.

Talk me through your thinking if you like. When you're confident, submit your answer and I'll grade it like a real screen (7/10 or better passes).

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Problem

Given a sequence of financial market events, identify underlying statistical anomalies and propose a programmatic detection method.

Assume each event has a timestamp, event type, and observed return move. You should determine which events are anomalous relative to the baseline distribution and describe how to detect them in code.

Output

Provide the anomaly rule, the statistical test or threshold, and the events flagged as anomalous.