代码题库

Arithmetic-average Asian Call MC Pricing with Antithetic Variates

Credit-Based Backpressure — Replay Producer/Consumer Events into a State Trace

Daily Backtest with Overnight Borrow Cost

Up-and-out Barrier Call MC Pricing with Daily Monitoring

Sample from a Clayton Copula

Locally-capped Cliquet Call MC Pricing with Antithetic Variates

European Call MC with Geometric-Asian Control Variate

Empirical Copula Tail-Dependence Coefficients

Deduplicate a Replayed Tick Stream by (ts, exchange-seq), Latest-Ingest Wins

Discrete Delta-Hedge Path Simulation with Transaction Costs

Digital Cash-or-Nothing Call Monte Carlo with Antithetic Variates

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

European Call Monte Carlo with Antithetic Variates

OU First-Passage Time by Monte Carlo

Fixed-strike Lookback Call MC Pricing with Discrete Monitoring

Sample from a Gaussian Copula

Iceberg Order Book — Replenishment & Fills

Kendall's Tau-a Rank Correlation on a Bivariate Sample

Leaky-Bucket Rate Limiter as Admission Control

Limit-Order Fill Simulation against High-Low Bars

Cache-Aware Pipeline Replay — Minimum Re-run Set with Input-Hash Chaining

Research Pipeline DAG — Cascade-Invalidate Downstream of a Failed Task

Research Pipeline DAG — Compute the Next-Runnable Set

Per-Asset and Portfolio Cap Clamping for Target Weights

Price-Time Priority Queue — Order Book Replay

Pro-Rata Allocation — Single-Level Fill Distribution

Queue Position Fill Probability — Closed-Form Under Poisson Arrivals

Best-of-N Rainbow Call MC Pricing with Cholesky and Antithetic Variates

Range-Accrual Note Pricer via Daily-Monitoring MC with Antithetic Variates

Turnover-Aware Rebalance on Bucketed-Signal Change

Session-Window Aggregation — Gap-Driven Boundaries

Sliding-Window Mean — Fixed-Count Window with O(1) Eviction

Sliding-Log Rate Limiter (Deque of Admitted Timestamps)

Tick Buffer — Binary-Search Lookup and Range Scan by Timestamp

Token-Bucket Rate Limiter with Bounded Pending Queue

Tumbling-Window Aggregation — Sparse Per-Bucket Stats

Vectorized PnL with Time-Varying Borrow Fee Curve

Vectorized Per-Period PnL with Transaction Costs

Walk-Forward Train/Test Splits with Embargo

Watermark-Driven Tumbling Windows with Late-Event Handling

Tumbling Window Trigger Firing Policies (Early, On-Close, Speculative)