SQLmediumCtes~16m

A hedge fund tracks daily portfolio performance across multiple trading...

Problem

A hedge fund tracks daily portfolio performance across multiple trading strategies. They want to identify which portfolios had consecutive days of losses (negative daily returns) of 3 or more days, and for those portfolios, calculate the total loss amount during their longest consecutive losing streak. Include the portfolio details, streak start/end dates, streak length, and total loss amount. Only include portfolios that actually experienced a streak of 3+ consecutive loss days.

Examples

Example 1

Example 2

Constraints

›Return columns: portfolio_name, strategy_type, fund_manager, streak_start_date, streak_end_date, streak_length_days, total_loss_amount
›Only include portfolios with 3+ consecutive loss days
›For each qualifying portfolio, show only their LONGEST consecutive losing streak
›Loss amount should be positive (absolute value of negative returns)
›Order by total_loss_amount DESC, then portfolio_name ASC

Reference solution

Reference solution available after you attempt the question.

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