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 16 / 646 道可提交题。 当前筛选：标签：Optimization，难度：困难

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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

Dynamic ProgrammingExecutionOptimizationTrader Market Maker
困难面试准备Python / C++ / Rust
未尝试
coding-bounded-k-transactions-2d-dp可练习
限次交易最优收益的 2D 动态规划

Bounded K Transactions: 2D DP for Maximum Profit

Dynamic ProgrammingOptimizationPortfolioQuant Developer
困难免费版Python / C++ / Rust
未尝试
coding-edit-distance-with-cost-matrix订阅锁定
带成本矩阵的加权编辑距离

Weighted Edit Distance with Per-Character Cost Matrices

Dynamic ProgrammingOptimizationPortfolioQuant Developer
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

Dynamic ProgrammingExecutionOptimizationTrader Market Maker
困难面试准备Python / C++ / Rust
未尝试
coding-implied-vol-bisection可练习
Black-Scholes 隐含波动率：严格递增定价曲线上的二分反演

Black-Scholes Implied Volatility on a Strictly Increasing Price Curve via Bisection

Binary searchOptimizationPricingQuant 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

ArrayDynamic ProgrammingBacktestingExecutionOptimization
困难免费版Python / C++ / Rust
未尝试
coding-max-diversification-portfolio订阅锁定
最大分散化组合 (Choueifaty-Coignard)

Maximum-Diversification Portfolio (Choueifaty-Coignard)

GreedyNumerical MethodsOptimizationPortfolioBuy Side Quant Researcher
困难面试准备Python / C++ / Rust
未尝试
coding-max-grid-pnl-path-with-k-skips可练习
最多跳过 K 格的网格 PnL 路径最大化（仅右/下行）

Maximum Grid PnL Path With At-Most-K Cell Skips (Right/Down)

Dynamic ProgrammingOptimizationPortfolioQuant Developer
困难免费版Python / C++ / Rust
未尝试
coding-max-reward-trade-action-alignment可练习
交易动作序列的最大奖励对齐

Max-Reward Sequence Alignment Across Trade-Action Streams

Dynamic ProgrammingOptimizationPortfolioQuant Developer
困难免费版Python / C++ / Rust
未尝试
coding-mean-variance-frontier-long-only订阅锁定
Long-Only Mean-Variance Efficient Frontier

Long-Only Mean-Variance Efficient Frontier

GreedyNumerical MethodsOptimizationPortfolioBuy Side Quant Researcher
困难面试准备Python / C++ / Rust
未尝试
coding-min-routers-binsearch-load-cap可练习
在 BFD 负载封顶分配器下二分搜索最小路由器数量

Smallest Router Count under a BFD Load-Cap Assigner via Bisection

Binary searchOptimizationPricingQuant Developer
困难免费版Python / C++ / Rust
未尝试
coding-min-stress-factor-keep-cp-within-cap可练习
最小压力情景严重度因子：首次有对手方击穿配额

Smallest Stress Severity Factor Where a Counterparty First Breaches Its Cap

Binary searchOptimizationPricingQuant Developer
困难免费版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

Dynamic ProgrammingExecutionOptimizationTrader Market Maker
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

ArrayDynamic ProgrammingOptimizationPricingQuant Developer
困难免费版Python / C++ / Rust
未尝试
coding-two-budget-knapsack-strike-premium可练习
双约束下的行权 premium 配置（delta 与 vega 双预算）

Two-Budget Strike-Premium Knapsack (Delta and Vega Caps)

Dynamic ProgrammingOptimizationPortfolioQuant Developer
困难免费版Python / C++ / Rust
未尝试
coding-weighted-edit-trade-paths可练习
计划与实际交易路径的加权编辑距离

Weighted-Cost Edit Distance Between Trade-Action Paths

Dynamic ProgrammingOptimizationPortfolioQuant Developer
困难免费版Python / C++ / Rust
难度分布：简单 0中等 0困难 16清除全部筛选