代码题库

Build Largest P&L Signal-Strength String

Closest Trade Pair to Target Notional

Conditional Drawdown at Risk

Cornish-Fisher VaR

Rank-to-Percentile Transform on a Cross-Section of Alpha Factors

Decile-Spread Forward Return Averaged Across Dates

Divide-and-Conquer Sum Tree (Parallel Reduction Simulation)

Fit a Gumbel (GEV, ξ=0) to Block Maxima by Method of Moments

Hill Estimator for the Tail Index

Peaks-Over-Threshold GPD Fit by Method of Moments

EWMA-Weighted Historical VaR

Rolling Historical Expected Shortfall (CVaR)

Filtered Historical Simulation VaR

Greenwald-Khanna Streaming Quantile Summary

Minimum Fee-Tier Selection to Cover a Target Volume Range

Walking the Book: Greedy Minimum-Cost Fill

Historical Expected Shortfall at Multiple Confidence Levels

Historical Expected Shortfall

Historical VaR at Multiple Confidence Levels

Historical VaR for a Long-Only Portfolio

Rolling Historical VaR Track

Insert and Merge Order-Book Price-Level Intervals

Inverse Percentile Rank of Daily PnL Against Reference Distribution

MapReduce Group-By Count (Two-Phase Aggregation)

Single-Session Child-Order Scheduling with FIX Reconfigure Gap

Maximum Child-Order Throughput With Per-Order Durations And A FIX-Session Gap

Maximum Concurrent Trades

Mean-Excess Curve Across a Threshold Grid

Merge Per-Day Bar Shards into a Sorted Timeseries

Merge K Sorted Trade Streams

Throttle-Window Compliance Replay: Minimum Order Cancels

Regime-Stability Segmentation — Fewest Bounded-Spread Runs Over A Return Stream

Position-Band Governance: Minimum Flatten-Resets to Stay Inside [-L, +L]

Minimum Routers with FIX-Session Setup Delay

Monte-Carlo VaR for a Multi-Asset Portfolio

Notional by Venue, Ranked

Order Queue Priority

Pancake Sort: Flip Sequence

Quantile Estimate from Pre-Bucketed Histogram Counts

Linear-Interpolation Percentile of Trade PnL

Position Fingerprint Grouping

Quartile Pack with IQR from Per-Period Returns

Quintile (k-tile) Bucketing of a Cross-Sectional Factor

Rank-Average Multi-Factor Signal Combination

Cross-Sectional Rank Bucketing into Deciles with Ordinal Tie-Breaks

Spearman Rank Correlation with Average-Rank Tie Breaking

Rank-Disagreement Count: Pairwise Inversions Between Expected and Realized Strategy Rankings

Rank Strategies by Sharpe with Vol Tiebreak

Regime-Conditional Historical Expected Shortfall

Regime-Conditional Historical VaR

Sector-Neutralize an Alpha Factor Cross-Section

Size-Weighted Median Fill Price

Multi-Level SOR with Stale-Quote Re-Routing — Event Replay

Min-Venue-Count Smart Order Routing with Fee-Tier Crossing Penalty

SOR Across Replenishing Iceberg Venues — Event Replay

Fee-Aware Static Smart-Order Routing Across Venues

Strategy Leaderboard: Top-K by Sharpe with Lexicographic Tie-Break

Stressed Expected Shortfall — Worst Rolling-Window Historical ES

Stressed VaR — Worst Rolling-Window Historical VaR

Survivorship-Aware Tradeable Universe on a Date

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

TCA Worst-K Fills: Top-K Slippage with Stable Arrival-Seq Tiebreak

Tree Reduction with (min, max) Associative Combiner

Weighted Historical VaR with Custom Weights