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Upgrade to ProYou are a Quantitative Analyst at Robinhood. The trading analytics team needs engineered features from daily market data to feed into downstream pricing models. Two key features are required for every market data record: the intraday return (how much the price moved from open to close) and the spread as a percentage of the closing price.
You are a Quantitative Analyst at Robinhood. The trading analytics team needs engineered features from daily market data to feed into downstream pricing models. Two key features are required for every market data record: the intraday return (how much the price moved from open to close) and the spread as a percentage of the closing price.