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Medium · data_structures · Quant Developer interview question · 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