代码题库

Almgren-Chriss Static Optimal Execution Trajectory

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

Leftmost Index via Binary Search (bisect_left)

Periodic Yield To Maturity of a Fixed-Rate Coupon Bond via Bisection

Bounded K Transactions: 2D DP for Maximum Profit

Multi-Strike Portfolio with Per-Strike Share Cap (Bounded Knapsack)

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

Budgeted Whole-Share Portfolio

Periodic IRR of an Equally-Spaced Cashflow Stream Under the Standard-Project Assumption via Bisection

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

Edit Distance for Ticker-Symbol Mapping

Weighted Edit Distance with Per-Character Cost Matrices

Enumerate Hedge Decompositions

Equal-Risk-Contribution Portfolio Weights

Toy Equal-Risk-Contribution Solver (Fixed-Point Iteration)

Optimal Execution Trajectory Under Hard Per-Bucket Volume Caps

Minimum Cost Path Through a Grid

Maximum P&L Path Through a Grid

Black-Scholes Implied Volatility on a Strictly Increasing Price Curve via Bisection

Jump Game II — Minimum Jumps to Reach Last Index

Budget-Constrained Ticker Selection (0/1 Knapsack)

Minimum Eating Speed (Binary Search on the Answer)

Longest Stair-Stepping Subsequence Of Cumulative-PnL Reports Under A Minimum-Gain Gate

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-Diversification Portfolio (Choueifaty-Coignard)

Maximum Grid PnL Path With At-Most-K Cell Skips (Right/Down)

Disjoint Risk-Bucket Hedge Selection under a Bucket-Budget Bitmask

Max-Reward Sequence Alignment Across Trade-Action Streams

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)

Long-Only Mean-Variance Efficient Frontier

Min Cash Buffer to Survive

Minimum Cost for Train Travel Passes

Earliest Second Where the Algo Hits Its Volume Target Without Tripping the Slippage Cap

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

Calibrating the Minimum Leverage Cap for a Target Risk Budget

Largest Uniform Collateral Haircut Covering a Liability via Bisection

Tear-Sheet Bucketing — Fewest Strictly-Positive-Sum Cover Chunks With Per-Block Length Cap

Smallest Router Count under a BFD Load-Cap Assigner via Bisection

Smallest Slippage Cutoff Meeting a Target Absolute Weighted Cost via Bisection

Minimum Spread Tolerance for Target Fill Rate

Smallest Stress Severity Factor Where a Counterparty First Breaches Its Cap

Minimum Tickers for Liquidity Coverage

Two-Asset Minimum-Variance Portfolio (Closed Form)

Long-Only Minimum-Variance Portfolio Weights

Smallest Slice Length Whose Every Window Meets a Volume Target

Multi-Period DP for Optimal Execution Under Impact and Risk

Optimal Strike Allocation in Option Spread

Partition Orders to Minimize Basis Mismatch

Pascal's Triangle Row in O(k) Space

Whole-Share Portfolio Allocator under a Single-Name Cap

Shortest Window Hitting a Cumulative Return Target

Smallest Position Size Meeting Risk Budget

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

Target-Volatility Scaling with Leverage Cap

Transaction-Cost-Aware Target Weights from Alpha Signal

Iterative Tribonacci Number

Turnover-Constrained Portfolio Rebalance

Two-Budget Strike-Premium Knapsack (Delta and Vega Caps)

Unique Paths with Obstacles

Inverse-Vol Portfolio with Position Cap

Weighted-Cost Edit Distance Between Trade-Action Paths