500+ quant interview questions for Jane Street, Citadel, Two Sigma, DE Shaw, and other top quantitative finance firms.
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Difficulty: Medium
Category: Code Analysis
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: python, generators, iterators, code-analysis
You are backtesting a trading strategy using a Python generator to simulate streaming market data. The generator market_data() yields price updates. You need to analyze the first 1000 price updates twice for different risk models. Why does the second for loop not produce any output?
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