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: data_structures
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: interval-tree, overlap-query, position-management, data_structures, risk-engine, sweep
Risk management systems in quantitative trading frequently perform interval overlap queries to identify active positions during a specific time window. This is essential for P&L attribution, margin calculations, and regulatory reporting. While specialized data structures like interval trees exist, a linear scan is often sufficient and cache-efficient for the typical number of open positions in a single trading session. Task Implement the function query_intervals(const std::vector<Interval>& int
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