代码题库

Shrinkage Blend of Two Alpha Sources with Z-Score Normalization

As-of Merge — Attach Most-Recent Mid-Price to Each Trade

As-of Merge — Trades against Quotes

Per-Asset Beta to a Benchmark Portfolio

IC-IR-Weighted Composite of Three Sub-Factors

Covariance to Correlation Matrix

Factor Cluster Count: Connected Components on a Thresholded Correlation Graph

Cross-Sectional Demean of an Alpha Factor

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

Currency Arbitrage Cycle Detection (Bellman-Ford on Log Rates)

Decile-Spread Forward Return Averaged Across Dates

Per-Side Dense-Rank Annotation for the Day's Blotter

Excess Returns Over a Benchmark

Factor Dependency Topo Order: Deterministic Min-Heap Kahn for Nightly Rebuild

Count Connected Components in an Undirected Graph

Detect a Cycle in an Undirected Graph

Groupby-Mean by Key with a Min-Count Gate

IC-Weighted Alpha Signal Combination

Idiosyncratic Volatility Factor — Rolling Residual Std After Market Beta

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

Lag/Lead Shift by Key — Within-Group Time-Series Offset

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

Look-Ahead Bias Detector via Lagged-Correlation Comparison

Robust Cross-Sectional Z-Score via Median and MAD

Mean-Reversion Factor — Residualized Last-K Return

Min Hops to Core Factor Set: Multi-Source BFS on a Factor-Similarity Graph

Minimum Knight Moves — BFS on an Infinite Board

Rank Features by Histogram-Estimated Mutual Information with the Target

Group-Neutralize a Factor by Sector Tag

Classical Gram-Schmidt Orthogonalization of Priority-Ordered Alpha Signals

Closed-Form 2x2 PCA Eigendecomposition

PCA Explained-Variance Ratio for Top-k Components

Optimal Ledoit-Wolf Shrinkage (Frobenius)

Post-Earnings Announcement Drift Signal (D+1 to D+60 Excess Return)

Percent-Change from a Configurable Base

Long-to-Wide Pivot — Reshape a (Date, Ticker, Value) Panel into a Matrix

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

Spearman Rho and Kendall Tau-b: Dual Rank-Correlation Diagnostic for the Copula Pipeline

RankGauss Transform on a Cross-Section of Alpha Factors

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

Turnover-Aware Rebalance on Bucketed-Signal Change

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

Resample Tick Prints into Fixed-Interval OHLC Bars

Rolling Beta — Strategy vs. Benchmark

Rolling Beta vs Benchmark

Rolling Engle-Granger Cointegration Test for Pairs Trading

Rolling Pearson Correlation Between Two Series

Rolling Z-Score Anomaly Flags

Rotting Oranges — Multi-Source BFS

Sector-Day Return Cube: Batched Rectangular Range Sums

Sector-Neutralize an Alpha Factor Cross-Section

Shortest Hop Path on a Routing Graph

Toy Ledoit-Wolf Shrinkage Covariance

Multi-Horizon Signal Blend with Time Decay

Size Factor as Negative Log Market Cap (Cross-Sectional Z-Score)

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

Survivorship-Aware Tradeable Universe on a Date

Systematic-vs-Idiosyncratic Variance Decomposition (Factor Model)

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

Co-Trading Graph — Connected Components of Session Trade Pairs

Trailing High-Watermark Span: Per-Tick Consolidation Length on a Synthetic Tape

Trailing 12-1 Momentum Factor (Skip Last Month)

Transaction-Cost-Aware Target Weights from Alpha Signal

Vectorized Per-Period PnL with Transaction Costs

Cross-Sectional Winsorization of Alpha-Factor Values

Cross-Sectional Z-Score with Optional Winsorization