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4x Loop-Unrolled Exponential Moving Average

Medium · low_latency · Quant Developer interview question · 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