代码题库

Binary-State Strategy — Best PnL With Post-Exit Cooldown

CRR Binomial Tree for an American Put

CRR Binomial Tree for a European Call

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

Best Realized PnL Bound Under K Disjoint Round-Trips with Per-Roundtrip Impact Cost

Discrete Bucket-Vega Hedge Allocator

Budgeted Whole-Share Portfolio

Conditional Scenario-Tree Probability-Weighted PnL Aggregation

Cumulative Default Probability from Marginal Hazard Rates: Term-Structure Composition

Sequenced Limit Orders — Earliest K-th Fire Day With Per-Order Threshold And Cooldown Gap

Edit Distance for Ticker-Symbol Mapping

Post-Trade Impact Attribution Across Venues with a Cross-Venue Interaction

Jarrow-Rudd Binomial Tree for European Options

Jump Game II — Minimum Jumps to Reach Last Index

Budget-Constrained Ticker Selection (0/1 Knapsack)

Leisen-Reimer Binomial Tree for European Options

LGD Aggregation with Collateral Recovery Cascade

Linear Market-Impact Cost of a Child-Order Schedule

Longest Stair-Stepping Subsequence Of Cumulative-PnL Reports Under A Minimum-Gain Gate

Longest Sub-Window Beating a PnL Target via Monotonic-Stack on Prefix Sums

Marginal Default Probability from a Cumulative-PD Term Structure: Inverse Bootstrap

Maximum Realised Cumulative Return When Allowed To Skip At Most K Periods

Winning-Streak Counting — Maximum Disjoint Positive-Sum Runs of Minimum Length

Maximum Total Reward From Timestamped Trade Candidates Under A Compliance Hold-Period Gap

Three-State Action Path — Max Cumulative Reward With Flat Per-Flip Switching Penalty

Max Sum of a Min-Step-Monotone Reward Subsequence (Stair-Step PnL Ceiling)

Minimum Cost for Train Travel Passes

Best Single Round-Trip Realized PnL Under a Minimum-Holding-Period Compliance Rule

Tear-Sheet Bucketing — Fewest Strictly-Positive-Sum Cover Chunks With Per-Block Length Cap

Optimal Cooldown Period Trades

Pairwise Rating-Transition Probability at Horizon: Single Entry of Markov Chain M^H

Partition Orders to Minimize Basis Mismatch

Multi-Period Default Probability from a Rating-Transition Matrix

Whole-Share Portfolio Allocator under a Single-Name Cap

Pre-Trade Multi-Leg Impact Budget Check (Square-Root Model)

Multi-Step Rating Distribution Propagation: Markov Transition Forward H Steps

Sparse Vanilla Replication of an Exotic Payoff

Sticky Binary-State Strategy — Best PnL With Per-Flip Tax And Initial-State Anchor

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

Boyle Trinomial Tree for an American Put

CRR3 Trinomial Tree for a European Call

Vasicek ASRF Loss Rate