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: I've got a system that does an EXPENSIVE calculation
: and right now I'm using an algorithm with O(N * logN)
: asymptotic behavior. I hope somebody can offer a
: suggestion on how to reduce this to O(N), or better
: yet, O(logN).
:
: Problem: for each day in the dataset, look back at
: the N most recent trading days and return the
: K'th largest Open price among those N bars.
How about a simple binary search with 3 way comparision? That's O(log N).
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