Questions / Quant research, Data & feature research

Fill a missing value in time

Applied, about 6 minutes. Question R032.

January’s value 50 is published February 3; February’s value 52 is published March 3. What value is known on February 20?

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Answer: 50 index units

  1. On February 20 only the January release is public.
  2. Forward-carry it from its publication date.
  3. The known value is 50.

Interview shortcut. Only January’s release is public: 50.

Takeaway. Forward-fill from release times, not period dates.

In the app this has a follow-up where one thing about the setup changes. Try the follow-up.

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