500+ quant interview questions for Jane Street, Citadel, Two Sigma, DE Shaw, and other top quantitative finance firms.
Statistical analysis and quantitative modeling problems
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Difficulty: Medium
Category: low_latency
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: loop-unrolling, ema, signal-processing, low_latency, optimization, fma
The Exponential Moving Average (EMA) is a foundational indicator in quantitative finance, but its naive computation suffers from loop overhead, a critical bottleneck in low-latency systems. Manual loop unrolling is a common optimization technique used to reduce branch instructions and improve instruction-level parallelism, enabling faster signal processing. This method is essential for high-frequency trading pipelines where millions of tick updates are processed per second. Task Implement the f
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