CODING CHALLENGES

代码题库

用接近 LeetCode 的题表进入训练:先筛选题目,再进入双栏题面和编辑器。每道题只展示它实际声明支持的语言。

继续刷题

题目列表

显示 8 / 646 道可提交题。 当前筛选:标签:Execution,难度:困难,权限:订阅

提交状态:未尝试未正确已正确
未尝试
coding-almgren-chriss-static-tradeoff订阅锁定
Almgren-Chriss 静态最优执行轨迹

Almgren-Chriss Static Optimal Execution Trajectory

困难面试准备Python / C++ / Rust
未尝试
coding-execution-with-hard-volume-cap订阅锁定
Optimal Execution Trajectory Under Hard Per-Bucket Volume Caps

Optimal Execution Trajectory Under Hard Per-Bucket Volume Caps

困难面试准备Python / C++ / Rust
未尝试
coding-multi-leg-shortfall-attribution订阅锁定
Multi-Leg Implementation Shortfall — Basket Covariance Attribution

Multi-Leg Implementation Shortfall — Basket Covariance Attribution

困难面试准备Python / C++ / Rust
未尝试
coding-multi-period-dp-with-impact-and-risk订阅锁定
Multi-Period DP for Optimal Execution Under Impact and Risk

Multi-Period DP for Optimal Execution Under Impact and Risk

困难面试准备Python / C++ / Rust
未尝试
coding-multi-period-impact-decay订阅锁定
Multi-Period Impact P&L with Exponential Decay Between Periods

Multi-Period Impact P&L with Exponential Decay Between Periods

困难面试准备Python / C++ / Rust
未尝试
coding-sor-with-fillrate-priors订阅锁定
Smart-Order Routing With Bayesian Fill-Rate Priors and UCB Exploration

Smart-Order Routing With Bayesian Fill-Rate Priors and UCB Exploration

困难面试准备Python / C++ / Rust
未尝试
coding-square-root-impact-fit订阅锁定
加权最小二乘拟合平方根市场冲击系数

Fit the Square-Root Market-Impact Coefficient by Weighted Least-Squares

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

困难面试准备Python / C++ / Rust