代码题库 — Sharpe Lens

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显示 19 / 646 道可提交题。当前筛选：标签：Array，难度：困难，语言：C++

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状态题目难度权限语言

未尝试

coding-american-mc-longstaff-schwartz订阅锁定

American Put Pricing via Longstaff-Schwartz Least-Squares Monte Carlo

Array Numerical Methods Pricing Statistics Sell Side Quant

困难面试准备Python / C++ / Rust

未尝试

coding-best-trades-k-transactions-fee可练习

限次交易加固定手续费的最优收益

Best Trades With K Transactions and Fee

Array Dynamic Programming Time series Quant Developer

困难免费版Python / C++ / Rust

未尝试

coding-bond-portfolio-key-rate-duration-hedge订阅锁定

Bond Portfolio Key-Rate Duration Hedge via Least Squares

Array Numerical Methods Fixed income Portfolio Sell Side Quant

困难面试准备Python / C++ / Rust

未尝试

coding-importance-sampling-deep-otm-mc订阅锁定

Importance Sampling for Deep OTM Monte Carlo

Array Numerical Methods Pricing Statistics Sell Side Quant

困难面试准备Python / C++ / Rust

未尝试

coding-jump-diffusion-merton-mc订阅锁定

Merton Jump-Diffusion European Call via Monte Carlo

Array Numerical Methods Pricing Statistics Sell Side Quant

困难面试准备Python / C++ / Rust

未尝试

coding-largest-rectangle-order-book-depth可练习

订单簿深度中的最大可执行矩形

Largest Rectangle in Order Book Depth

Array Stack General Coding Quant Developer

困难免费版Python / C++ / Rust

未尝试

coding-max-carry-with-bounded-flip-count可练习

限定反转次数下的累计 carry 最大化

Maximum Cumulative Carry Under a Bounded Sign-Flip Budget

Array Dynamic Programming Backtesting Execution Optimization

困难免费版Python / C++ / Rust

未尝试

coding-max-profit-bounded-drawdown可练习

限定回撤下的最优持仓收益

Maximum Profit Over Bounded-Drawdown Window

Array Sliding window Risk Time series Quant Developer

困难免费版Python / C++ / Rust

未尝试

coding-min-replenishments-to-avoid-stockout可练习

最少补货次数避免缺货

Min Replenishments to Avoid Stockout

Array Greedy Heap Risk Time series

困难免费版Python / C++ / Rust

未尝试

coding-multi-leg-shortfall-attribution订阅锁定

Multi-Leg Implementation Shortfall — Basket Covariance Attribution

Array Numerical Methods Execution Trader Market Maker

困难面试准备Python / C++ / Rust

未尝试

coding-multi-level-monte-carlo-european-call订阅锁定

Multi-Level Monte Carlo for a European Call

Array Numerical Methods Pricing Statistics Sell Side Quant

困难面试准备Python / C++ / Rust

未尝试

coding-mutual-information-feature-rank订阅锁定

用直方图估计的互信息对特征做相关性排序

Rank Features by Histogram-Estimated Mutual Information with the Target

Array Numerical Methods Factor Statistics Buy Side Quant Researcher

困难面试准备Python / C++ / Rust

未尝试

coding-online-pca-oja-rule-streaming订阅锁定

Online PCA via Oja's Rule (Streaming PC1)

Array Numerical Methods Statistics Buy Side Quant Researcher

困难面试准备Python / C++ / Rust

未尝试

coding-optimal-strike-allocation可练习

期权价差中的最优行权价分配

Optimal Strike Allocation in Option Spread

Array Dynamic Programming Optimization Pricing Quant Developer

困难免费版Python / C++ / Rust

未尝试

coding-purged-kfold-cv-time-series订阅锁定

时间序列机器学习的 Purged K 折交叉验证

Purged k-Fold Cross-Validation for Time-Series ML

Array Numerical Methods Backtesting Statistics Buy Side Quant Researcher

困难面试准备Python / C++ / Rust

未尝试

coding-rolling-cointegration-johansen-test订阅锁定

Rolling Engle-Granger Cointegration Test for Pairs Trading

Array Numerical Methods Factor Statistics Buy Side Quant Researcher

困难面试准备Python / C++ / Rust

未尝试

coding-stratified-sampling-mc-european订阅锁定

分层抽样蒙特卡洛：欧式看涨期权定价

European Call MC with Stratified Sampling on Terminal Z

Array Numerical Methods Pricing Statistics Sell Side Quant

困难面试准备Python / C++ / Rust

未尝试

coding-twap-with-no-go-windows订阅锁定

带禁止窗口的 TWAP 调度

TWAP Scheduling Through Forbidden No-Go Windows

Array Greedy Execution Microstructure Trader Market Maker

困难面试准备Python / C++ / Rust

未尝试

coding-walkforward-validation-strategy订阅锁定

Walk-Forward Validation for Time-Series Backtests

Array Numerical Methods Backtesting Statistics Buy Side Quant Researcher

困难面试准备Python / C++ / Rust

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