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Hard · low_latency · Quant Developer interview question · simd, avx2, vectorization, low_latency, filter, pre-trade-risk
High-frequency trading systems require pre-trade risk filters to validate thousands of orders per second against dynamic price thresholds. To meet sub-microsecond latency targets, these filters are implemented using SIMD (Single Instruction, Multiple Data) intrinsics like AVX2, which can compare and filter multiple prices in a single CPU cycle. This problem models the core logic of such a vectorized price filter, a fundamental component in modern electronic trading gateways. Task Implement the
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