代码题库

Quote Engine Active Set: Peak Concurrently-Live Quotes

Basel III Output Floor — Capital Requirement Across Phase-In Schedule

Basel VaR Backtest — Traffic-Light Zone and Capital Multiplier Add-On

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

Best Single Trade in a Day

Best Trades With K Transactions and Fee

Bilateral CVA and DVA Under Independence: Two Discounted Time-Profile Sums

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

Budgeted Whole-Share Portfolio

Per-Tenor Flat-Hazard Survival Curve from a CDS Spread Term Structure

Christoffersen Conditional Coverage LR_cc Joint Statistic for VaR Backtesting

Christoffersen LR_ind Independence Statistic for VaR Backtesting

Closest Trade Pair to Target Notional

Conditional Scenario-Tree Probability-Weighted PnL Aggregation

Counterparty Activity Shift: Largest Trade-Count Differential Across Two Sessions

Counterparty Gross-Notional Aggregator: Magnitude-Sorted Roll-Up

Credit Expected Loss under Multiplicative PD and LGD Stress Shocks

Credit Portfolio Concentration: HHI and Effective Number of Counterparties from Per-Obligor EAD

Cross-Feed Cumulative-Count Lead Exchanges

Worst Cross-Feed Closest-Match Paired Lag

Cross-Feed Unmatched Tick Counts Per Side Within Tolerance

Cross-Gamma 2D Shock-Grid PnL via Bilinear-Quadratic Taylor

Cumulative PnL Drawdown Alert: Sorted Indices Underwater Beyond Threshold

Cumulative PnL Zero-Crossings: Count Sign Flips of the Backtest Equity Curve

Cumulative Volume Snapshot

Cumulative VWAP at Each Tick

Counterparty Rotation Indicator: Day-Over-Day Symmetric-Difference Series

Diebold-Mariano Test for Two VaR Forecasts via Pinball-Loss Differential

Open-Order Dashboard Tile: Distinct Symbols Currently In Play

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

PV-Weighted Effective Maturity M for IRB Credit RWA Input

Empirical CDF Tail Probability at a Fixed PnL Threshold

Enumerate Hedge Decompositions

Expected Shortfall Calibration Backtest via Exceedance-Day Ratio

RiskMetrics EWMA Volatility Forecast

Expected Portfolio RWA After H Rating-Migration Steps

Fill Attribution by Parent Order ID

First Day Cumulative PnL Crosses Threshold

First Duplicate Order ID

Fills-Audit Frequency Probe: First Order-ID Whose Lifecycle Hits Exactly k FIX Events

First Unique Character

Highest K-Day Range

Historical Scenario Replay: Worst-K Rolling-Window PnLs

Jump Game II — Minimum Jumps to Reach Last Index

K-Day Momentum Hits

K-Day Rolling Mean Filter

Largest Rectangle in Order Book Depth

Basel III Leverage Ratio: Credit Conversion Factors over Off-Balance Items

Lifetime Expected Loss with Survival Weighting and Per-Period LGD/EAD

Liquidity Coverage Ratio: HQLA, Inflow Cap, and Net-Outflow Floor

Longest Consecutive Sequence (Hash Set)

Longest Stable Trading Streak

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

Lopez I Magnitude Loss Function for VaR Backtesting

Match Bid and Ask Snapshots

Maximum Cumulative Carry Under a Bounded Sign-Flip Budget

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

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

Maximum Profit Over Bounded-Drawdown Window

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)

Max Sum of Fixed-Size Window

Maximum Concurrent Trades

Mean-Excess Curve Across a Threshold Grid

Merge K Sorted Trade Streams

Merge Two Trade Tapes

Min Cancels for Quote Stability

Minimum Cost for Train Travel Passes

Minimum Constant Maker Fill-Rate to Meet a Parent-Order Deadline Under Per-Minute Supply Caps

Minimum Flips for Monotone Up-Day Pattern

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

Min Replenishments to Avoid Stockout

Smallest Slice Length Whose Every Window Meets a Volume Target

Mincer-Zarnowitz OLS Regression for VaR-Forecast Unbiasedness

Order-Event Footprint: Most-Frequent Consecutive Event-Pair

Tape-Anomaly Detector: Most-Repeated Trade Fingerprint

Multi-Horizon Gaussian VaR Scaling

Multi-Factor Scenario PnL Vector via Linear Taylor

End-of-Day Net Positions from a Raw Trade Tape

Net Stable Funding Ratio: ASF over RSF Aggregation

Notional by Venue, Ranked

Online Median of Slippage

Optimal Cooldown Period Trades

Optimal Strike Allocation in Option Spread

Order Queue Priority

Router Reliability Check: Count Orphan Cancellations

Partition Orders to Minimize Basis Mismatch

Pascal's Triangle Row in O(k) Space

Peak Inventory Day After Batched Range-Update Trades

Survival Probability at Multiple Horizons under a Piecewise-Flat Hazard Term Structure

Pinball (Quantile) Loss for VaR Forecast Backtesting

Standardized VaR-Forecast Residual Stream — De-Mean Then Divide By Vol

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

Present Value of a Post-Default Recovery Cash-Flow Stream

Quadratic-Taylor Scenario PnL Vector via Delta and Gamma

Rank Strategies by Sharpe with Vol Tiebreak

Forward Recovery Distance: Days Until Cumulative Gain Clears Delta

Reverse Stress Test — Flag Scenarios That Hit a Loss Target

Counterparty Diversity Diagnostic: Running Distinct Counterparty Count

SA-CCR Counterparty EAD: Collateral-Adjusted RC plus Aggregated PFE with Alpha

Sector-Day Return Cube: Batched Rectangular Range Sums

Single-Name Concentration: Flag Counterparties Breaching the Basel Large-Exposure Limit

Span of Higher Highs

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

Per-Strategy P&L Bookkeeping with Mark-to-Market

Subranges Above Return Threshold

Survival-Weighted Expected-Exposure Profile for CVA Aggregation

Three-Stream Synchronized Triple Count Within Tolerance

Through-the-Cycle PD from a Point-in-Time Series: Geometric Mean of Survivals

Tier-1 Capital Ratio: CET1 Deductions, AT1 Add-back, and RWA

Top K Liquid Tickers

Top K PnL Days So Far

Iterative Tribonacci Number

Two Sum

Unilateral CVA Under PD-EE Independence: Discounted Time-Profile Sum

Unique Tickers In Session

VaR Backtest Exceedance Count and Longest Cluster

Lag-1 Autocorrelation of VaR Hit Indicators

Vintage Cohort Per-Period Default Rate: Conditional Hazard from a Loan Vintage