代码题库

Shrinkage Blend of Two Alpha Sources with Z-Score Normalization

Bond Portfolio Key-Rate Duration Hedge via Least Squares

Discrete Bucket-Vega Hedge Allocator

Component VaR Decomposition (Euler Allocation)

Cross-Gamma PnL Attribution: Two-Asset Greek Decomposition

Decile-Spread Forward Return Averaged Across Dates

Weighted Edit Distance with Per-Character Cost Matrices

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)

Marginal VaR by Asset (Closed-Form Gradient)

Maximum-Diversification Portfolio (Choueifaty-Coignard)

Long-Only Mean-Variance Efficient Frontier

Two-Asset Minimum-Variance Portfolio (Closed Form)

Long-Only Minimum-Variance Portfolio Weights

Aggregate Book Delta per Underlying

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

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

Risk-Budget Allocation via Iterative Fixed-Point

Target-Volatility Scaling with Leverage Cap

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