We have about 7 thousand financial products, the closing prices of which should theoretically move up and down within a certain percentage range over a certain period of time (say, one weekly or monthly period).
I have access to an internal system that stores these historical prices (and not a relational database!). I would like to prepare a report that lists any products whose price has not changed at all or less than 10% over a period of time.
I can’t just compare the first value (day 1) with the value at the end (day n), because the price could return to what it was on the last day, which would lead to a false positive, while the price of the product could be there somewhere in between.
Are there any established algorithms for this in a reasonable calculation time?
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