Published in quantixed

A colleague sent me a coding challenge. This is a short post to describe how I tackled it. Edit: a follow-up post is here. This is the challenge: With an eye on b, and since I code fastest in Igor, I went with Igor over python or R. I knew this would lose me major points for c since Igor code is not very compact. It took me 22 minutes to write a solution, slowed down a bit by helping a small person with their homework.