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显示 266 / 646 道可提交题。 当前筛选:标签:Quant Developer,权限:免费
Quote Engine Active Set: Peak Concurrently-Live Quotes
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
Trade-Size Tier Histogram via Right-Inclusive Edges
Pre-Aggregation Bucket Labels: Canonical-Form Group IDs for Multi-Venue Symbols
Periodic IRR of an Equally-Spaced Cashflow Stream Under the Standard-Project Assumption via Bisection
Closer-Stronger Bid Distance (Bidirectional): Min of Prev / Next Strictly-Higher Bid
Consolidated Best-Bid Stream Across K Venue Quote Feeds
Factor Cluster Count: Connected Components on a Thresholded Correlation Graph
Count K-Tick Windows With Every Quote Inside the Tolerance Band
Win-Count Leaves on a Forward Scenario Tree
Count of Strictly-Positive Net-Inflow K-Period Windows
Counterparty Activity Shift: Largest Trade-Count Differential Across Two Sessions
Counterparty Gross-Notional Aggregator: Magnitude-Sorted Roll-Up
Cross-Tape Buy-Above-Sell Routing-Quality Alert Count
Cross-Feed Cumulative-Count Lead Exchanges
Cross-Feed Tick Match Count Within Tolerance Window
Cross-Feed Unmatched Tick Counts Per Side Within Tolerance
Cumulative PnL Drawdown Alert: Sorted Indices Underwater Beyond Threshold
Cumulative PnL Zero-Crossings: Count Sign Flips of the Backtest Equity Curve
Currency Arbitrage Cycle Detection (Bellman-Ford on Log Rates)
Counterparty Rotation Indicator: Day-Over-Day Symmetric-Difference Series
Recursive Binary Decision-Tree Evaluator
Deepest No-Drawdown Leaf on a Forward Scenario Tree
Per-Side Dense-Rank Annotation for the Day's Blotter
Open-Order Dashboard Tile: Distinct Symbols Currently In Play
Earliest End-Day Reaching A Cumulative Inventory Target From Each Starting Day
Sequenced Limit Orders — Earliest K-th Fire Day With Per-Order Threshold And Cooldown Gap
Earliest K-Period Window Whose Cumulative Return Meets A Sum Target And Whose Worst Single Period Stays Above A Floor
Earliest K-Day Window Whose Population Variance Strictly Exceeds A Spike Threshold
Factor Dependency Topo Order: Deterministic Min-Heap Kahn for Nightly Rebuild
First Day Cumulative PnL Crosses Threshold
Fills-Audit Frequency Probe: First Order-ID Whose Lifecycle Hits Exactly k FIX Events
FIX-Style Trailing Checksum Verify: Trinary Label Per Pipe-Delimited Message
FIX-Style Tag Extract: First Value for a Numeric Tag in a Pipe-Delimited Message
Universal Tick Unit: GCD of Per-Venue Tick Sizes
Count Connected Components in an Undirected Graph
Greedy Coin Change on a Canonical Denomination Set
Minimum Fee-Tier Selection to Cover a Target Volume Range
Black-Scholes Implied Volatility on a Strictly Increasing Price Curve via Bisection
Incremental Largest Cluster Size: Streaming Union-Find on a Factor-Pair Edge Tape
Insert and Merge Order-Book Price-Level Intervals
Inverse Percentile Rank of Daily PnL Against Reference Distribution
Budget-Constrained Ticker Selection (0/1 Knapsack)
Largest Factor Cluster Size: Maximum Connected Component on a Thresholded Correlation Graph
Longest Contiguous Window of Volumes Within an Impact Budget
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
Longest Trailing Window Whose Absolute-Return Sum Stays Within a Volatility Budget
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 Grid PnL Path With At-Most-K Cell Skips (Right/Down)
Single-Session Child-Order Scheduling with FIX Reconfigure Gap
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)
Maximum Child-Order Throughput With Per-Order Durations And A FIX-Session Gap
Merge K Per-Venue Trade Tapes Into One Chronological Stream
Merge Overlapping Quote-Validity Windows
Merge Two Sorted Lists — Iterative Two-Pointer
Throttle-Window Compliance Replay: Minimum Order Cancels
Min Contracts to Cover Greek Buckets via Bitmask BFS
Regime-Stability Segmentation — Fewest Bounded-Spread Runs Over A Return Stream
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
Position-Band Governance: Minimum Flatten-Resets to Stay Inside [-L, +L]
Best Single Round-Trip Realized PnL Under a Minimum-Holding-Period Compliance Rule
Min Hops to Core Factor Set: Multi-Source BFS on a Factor-Similarity Graph
Minimum Knight Moves — BFS on an Infinite Board
Calibrating the Minimum Leverage Cap for a Target Risk Budget
Largest Uniform Collateral Haircut Covering a Liability via Bisection
Minimum Max-Drawdown Across Root-to-Leaf Paths
Tear-Sheet Bucketing — Fewest Strictly-Positive-Sum Cover Chunks With Per-Block Length Cap
Hedge-Inventory Replenishment: Minimum Top-Ups to Stay Non-Negative
Minimum Concurrent Streaming Jobs for Execution Windows
Smallest Router Count under a BFD Load-Cap Assigner via Bisection
Minimum Routers with FIX-Session Setup Delay
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
Smallest Slice Length Whose Every Window Meets a Volume Target
Misra-Gries (k-1)-Counter Heavy-Hitters Over a Trade-Tape Stream
Order-Event Footprint: Most-Frequent Consecutive Event-Pair
Tape-Anomaly Detector: Most-Repeated Trade Fingerprint
End-of-Day Net Positions from a Raw Trade Tape
Time-to-New-All-Time-High: First Future Index Strictly Above the Running Peak
Next Depth-Jump within a Forward Window: Bounded-Distance Ratio-Threshold Scan over a Best-Bid-Depth Tape
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
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
Peak Inventory Day After Batched Range-Update Trades
Whole-Share Portfolio Allocator under a Single-Name Cap
Prev-Stronger Bid Distance: Time Since the Last Strictly-Higher Bid Print
Probability of Reaching a Target Leaf Set on a Binary Scenario Tree
Quartile Pack with IQR from Per-Period Returns
Rank-Disagreement Count: Pairwise Inversions Between Expected and Realized Strategy Rankings
Realign K Trade Tapes to a Global Clock with Per-Tape Offsets
Forward Recovery Distance: Days Until Cumulative Gain Clears Delta
Recursive Walk Down a Hierarchical Rebate-Tier Tree
Per-Node Conditional Expected Leaf Payoff on a Scenario Tree
Regime Transition Path Count: Modular DAG Walk Enumeration with Distinguishable Catalysts
First-Update-After-Stale-Period Flags on a Quote-Update Timestamp Stream
Live Trade-Rate Count over a Half-Open Lookback Sliding Window
Longest Stable-Volatility Regime via Rolling Sample-Stddev Sliding Window
Minute-Bar Range Monitor via Dual-Deque Sliding Max-Minus-Min
Counterparty Diversity Diagnostic: Running Distinct Counterparty Count
Running Maximum Drawdown of a Streamed Log-Return NAV Path
Running Cumulative-History Pearson Correlation via Welford-Style Co-Moment Recurrence
Running Unbroken-Bid Stack Sum: Cumulative Support of Still-Standing Prior Bids
Worst-Case Leaf PnL on a Risk-Officer Scenario Tree
Sector-Day Return Cube: Batched Rectangular Range Sums
Shortest Contiguous Window Whose Absolute-Return Sum First Reaches a Stress-Budget Target
Shortest Window Containing K Magnitude Spikes in a Return Stream
Smallest Position Size Meeting Risk Budget
Sticky Binary-State Strategy — Best PnL With Per-Flip Tax And Initial-State Anchor
Strategy Leaderboard: Top-K by Sharpe with Lexicographic Tie-Break
Running VWAP Across Merged K-Venue Trade Tapes
Streaming Running Mode — Most-Frequent Value with Lazy-Deletion Heap
Valid Palindrome (Alphanumeric, Case-Insensitive)
Total Uniform-Fill Shares across Every Order-Book Level Range
Aggregate Bottleneck Bid-Depth across All Contiguous Price-Band Sweeps (Depth-Uniformity Score)
Three-Stream Synchronized Triple Count Within Tolerance
TCA Worst-K Fills: Top-K Slippage with Stable Arrival-Seq Tiebreak
Co-Trading Graph — Connected Components of Session Trade Pairs
Trailing High-Watermark Span: Per-Tick Consolidation Length on a Synthetic Tape
Two-Budget Strike-Premium Knapsack (Delta and Vega Caps)
Weighted-Cost Edit Distance Between Trade-Action Paths
Welford Warm-up-Trimmed Sample Variance — Stable Online Estimator on a Trailing Tail
Sliding-Window Argmin Offset: Per-Window Position of the Minimum Price Relative to the Window Left Edge
Rolling Hit-Rate of Strictly-Positive Returns over a Fixed-Size Window