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 4 / 646 道可提交题。 当前筛选：标签：Microstructure，难度：困难，权限：订阅

难度
全部简单中等困难
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全部Numerical Methods326Quant Developer298Array226Statistics205Risk173Risk Quant152Microstructure129Time series113Pricing99Sorting96Sell Side Quant89Buy Side Quant Researcher77Backtesting73Execution70Factor69Dynamic Programming67
提交状态：未尝试未正确已正确
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

Dynamic ProgrammingNumerical MethodsExecutionMicrostructureTrader Market Maker
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

GreedyHeapSortingExecutionMicrostructure
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

Dynamic ProgrammingNumerical MethodsExecutionMicrostructureTrader Market Maker
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

ArrayGreedyExecutionMicrostructureTrader Market Maker
困难面试准备Python / C++ / Rust
难度分布：简单 0中等 0困难 4清除全部筛选