Robust Outlier Detection with MAD - Quant Researcher Interview Question

Problem Description

Financial time series data frequently contain noise and anomalies that skew standard deviation calculations, rendering traditional Z-scores unreliable for outlier detection. To address this, the Median Absolute Deviation (MAD) provides a robust statistical measure of variability that is resilient to extreme outliers. This technique is essential for cleaning asset price data and signal processing in quantitative trading strategies. Task Implement a function solution(prices, threshold) that detec