I have a dataset in QuestDB with daily returns for a stock, starting at $100. I want to calculate the cumulative product of the returns to simulate the stock’s price path (random walk). The daily returns are stored in a table called daily_returns.

I am trying to apply inter-quartile range filtering to ignore outliers from a noisy time series, and I thought I could do a rolling median/percentile/standard dev for a series. I tried using the same window function structure I can use for a rolling average, but this doesn’t seem to be implemented.