代码题库

Shrinkage Blend of Two Alpha Sources with Z-Score Normalization

Multi-Strike Portfolio with Per-Strike Share Cap (Bounded Knapsack)

Discrete Bucket-Vega Hedge Allocator

Component VaR Decomposition (Euler Allocation)

Factor Cluster Count: Connected Components on a Thresholded Correlation Graph

Cross-Gamma PnL Attribution: Two-Asset Greek Decomposition

Decile-Spread Forward Return Averaged Across Dates

Edit Distance for Ticker-Symbol Mapping

Equal-Risk-Contribution Portfolio Weights

Toy Equal-Risk-Contribution Solver (Fixed-Point Iteration)

Euler Risk Allocation for Portfolio Volatility

Per-Factor Risk Attribution Under a Linear Factor Model

Component VaR per Asset (Euler Decomposition)

Budget-Constrained Ticker Selection (0/1 Knapsack)

Largest Factor Cluster Size: Maximum Connected Component on a Thresholded Correlation Graph

Marginal VaR by Asset (Closed-Form Gradient)

Disjoint Risk-Bucket Hedge Selection under a Bucket-Budget Bitmask

Min Hops to Core Factor Set: Multi-Source BFS on a Factor-Similarity Graph

Hedge-Inventory Replenishment: Minimum Top-Ups to Stay Non-Negative

Two-Asset Minimum-Variance Portfolio (Closed Form)

Long-Only Minimum-Variance Portfolio Weights

Aggregate Book Delta per Underlying

Portfolio Expected Loss by Bucket: PD x LGD x EAD Waterfall

Multi-Asset Portfolio Parametric VaR (w^T Σ w)

Whole-Share Portfolio Allocator under a Single-Name Cap

Per-Asset and Portfolio Cap Clamping for Target Weights

Best-of-N Rainbow Call MC Pricing with Cholesky and Antithetic Variates

Turnover-Aware Rebalance on Bucketed-Signal Change

Sparse Vanilla Replication of an Exotic Payoff

Multi-Position Four-Greek P&L Attribution with Theta Decay

Equal-Weight Long-Top-K / Short-Bottom-K Portfolio

Transaction-Cost-Aware Target Weights from Alpha Signal

Turnover-Constrained Portfolio Rebalance

Inverse-Vol Portfolio with Position Cap