Function calculate_kyles_lambda_batch

pub fn calculate_kyles_lambda_batch(
    price_changes: &[&[f64]],
    volume_imbalances: &[&[f64]],
) -> Vec<f64>

Calculate Kyle’s Lambda for multiple symbols in parallel using safe SIMD

This function processes 4 symbols at a time using portable wide operations. Completely safe, NaN-aware, and works on all platforms.

Arguments

• price_changes - Slice of price change arrays, one per symbol
• volume_imbalances - Slice of volume imbalance arrays, one per symbol

Returns

Vector of Kyle’s Lambda coefficients, one per symbol