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: low_latency
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: restrict, alias-analysis, vectorization, low_latency, simd, cache
In high-frequency trading, risk engines must update thousands of prices per microsecond. Compilers often fail to auto-vectorize simple array operations like dsti = srci factor due to potential pointer aliasing between dst and src. Using the __restrict__ keyword (a C/C++ extension) informs the compiler that the pointers do not overlap, unlocking significant performance gains through SIMD instructions. Task Implement the function update_prices(double __restrict__ dst, const double __restrict__ s
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