Citadel–styleQuant Researcher InternQuantitative Researcher (Intern)Question #145

Given a list of stock prices for consecutive days, determine the optimal strategy to maximize profit from buying and selling stocks. You may complete as many transactions as you like (i.e., buy and sell multiple times), but you must sell the stock before you buy again.

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State the assumptions, try a simple case, then work toward a general solution. Check the result and explain how it changes if an assumption changes.

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