Rolling Realized Volatility - Quant Researcher Interview Question

Problem Description

Realized volatility is a fundamental metric in quantitative finance used to quantify the historical variability of asset returns over a specified horizon. By calculating the annualized rolling standard deviation of logarithmic returns, analysts can assess dynamic risk levels and calibrate volatility models for pricing and risk management. Task Calculate the annualized rolling realized volatility for a given list of asset prices. Given a list of prices and an integer window, compute the daily lo