代码题库

Backward Induction on a Generic Binary Tree

Invert Binary Tree (Mirror)

Maximum Depth of a Binary Tree (Recursive)

Symmetric Binary Tree Check

American Put Pricing on a CRR Binomial Tree

Box-Muller: Uniform Pairs to Standard-Normal Pairs

Card Shuffle Bias Detection

Christoffersen Conditional Coverage LR_cc Joint Statistic for VaR Backtesting

Christoffersen LR_ind Independence Statistic for VaR Backtesting

Cluster Correlated Tickers

Conditional Scenario-Tree Probability-Weighted PnL Aggregation

Factor Cluster Count: Connected Components on a Thresholded Correlation Graph

Win-Count Leaves on a Forward Scenario Tree

Count Regime Paths Satisfying Constraint

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

Recursive Binary Decision-Tree Evaluator

Deepest No-Drawdown Leaf on a Forward Scenario Tree

Pairwise Default Correlation from One-Factor Gaussian-Copula Bivariate-CDF Inputs

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

Earliest K-Day Window Whose Population Variance Strictly Exceeds A Spike Threshold

Effective Number of Independent Obligors from Uniform Pairwise Default Correlation

Empirical CDF Tail Probability at a Fixed PnL Threshold

Empirical Inverse-CDF Marginal Mapping (Copula Pipeline, Step Two)

RiskMetrics EWMA Volatility Forecast

EWMA-Weighted Historical VaR

Filtered Historical Simulation VaR

GARCH(1,1) Multi-Step Variance Forecast

Gaussian-Copula Correlated Samples via Cholesky Factorisation

Bivariate Gumbel-Copula CDF Closed-Form Evaluation

Historical Expected Shortfall at Multiple Confidence Levels

Historical Expected Shortfall

Historical VaR at Multiple Confidence Levels

Incremental Largest Cluster Size: Streaming Union-Find on a Factor-Pair Edge Tape

Inverse Percentile Rank of Daily PnL Against Reference Distribution

Kupiec POF Likelihood-Ratio Statistic for VaR Backtesting

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

LGD Beta-Distribution Calibration via Method of Moments

Longest Stable Trading Streak

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

Mahalanobis Distance via Cholesky Forward-Solve

Mean-Excess Curve Across a Threshold Grid

Mincer-Zarnowitz OLS Regression for VaR-Forecast Unbiasedness

Misra-Gries (k-1)-Counter Heavy-Hitters Over a Trade-Tape Stream

Multi-Horizon Gaussian VaR Scaling

Multi-Factor Scenario PnL Vector via Linear Taylor

Lag-1 Sample Autocorrelation of a Time Series

Online Cumulative Bollinger Bands: Welford-Recurrence Band-Pair Stream

Online EWMA Covariance Pair — Cross-Asset Hedge-Ratio Building Block

Online EWMA Residual Stream — Surprise-vs-Prior Exponential-Weight Mean

Online EWMA Variance — Recency-Weighted Volatility Tracker

Running Mean and Mean Absolute Deviation

Online Median of Slippage

Online Running Excess Kurtosis via Welford-Style Fourth-Moment Recurrence

Online Running Sample Skewness via Welford-Style Third-Moment Recurrence

Online Streaming Mean, Variance, Skewness, and Excess Kurtosis (Welford-Pebay)

Online Z-Score Outlier Flagger: Welford-Cumulative Anomaly Detection on a Tick Stream

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

Linear-Interpolation Percentile of Trade PnL

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

Aggregate P&L Up a Portfolio Hierarchy Tree

Probability of Reaching a Target Leaf Set on a Binary Scenario Tree

Quadratic-Taylor Scenario PnL Vector via Delta and Gamma

Rank Strategies by Sharpe with Vol Tiebreak

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

Recursive Walk Down a Hierarchical Rebate-Tier Tree

Per-Node Conditional Expected Leaf Payoff on a Scenario Tree

Regime-Conditional Historical Expected Shortfall

Regime-Conditional Historical VaR

Regime Transition Path Count: Modular DAG Walk Enumeration with Distinguishable Catalysts

Reverse Stress Test — Flag Scenarios That Hit a Loss Target

Longest Stable-Volatility Regime via Rolling Sample-Stddev Sliding Window

Minute-Bar Range Monitor via Dual-Deque Sliding Max-Minus-Min

Running Maximum Drawdown of a Streamed Log-Return NAV Path

Running Min and Max of a Stream

Running Cumulative-History Pearson Correlation via Welford-Style Co-Moment Recurrence

P-Square (P²) Streaming Quantile Estimator

Expected PnL on a Risk-Officer Scenario Tree

Worst-Case Leaf PnL on a Risk-Officer Scenario Tree

Shortest Window Containing K Magnitude Spikes in a Return Stream

Size-Weighted Median Fill Price

Stressed Expected Shortfall — Worst Rolling-Window Historical ES

Stressed VaR — Worst Rolling-Window Historical VaR

Subranges Above Return Threshold

t-Copula Correlated Samples via Cholesky and Chi-Square Scaling

Top K PnL Days So Far

Search a Binary Search Tree for a Target

Validate Binary Search Tree (Recursive Bounds)

Lag-1 Autocorrelation of VaR Hit Indicators

Vasicek Single-Factor Conditional PD Given a Realized Systematic Factor

Weighted Historical VaR with Custom Weights

Welford Warm-up-Trimmed Sample Variance — Stable Online Estimator on a Trailing Tail

Wilson Score Binomial CI for VaR Exceedance Rate

Rolling Hit-Rate of Strictly-Positive Returns over a Fixed-Size Window