Asked at D.E. Shaw, Jump Trading
Theory: Systems and PerformanceRead the problem, hints and solution here. The editor needs a bigger screen: open this page on a laptop to write and run your code.
xxx xxx xx xxxxxxx xxxxxxxx. xx xx x xxxxxx xx xxx=xxxxx xxxxxx xxxxxxxxx xx
x xxxxxxxxx, xxx xxx xxxxxxxxx xxx xxxxxx xxxxxx x xxxxx, xx x xxxxxx xxxxxx
xxxx xxx xxx xx x xxxxxxx xx xxxxxxx xxx xxx. xxxxxxx xxxxx xxxxxxx xxxxxxxx
xxx xxx xxxxxx, xxx xxxxx xxx xxxx x xxxxxxxx.
xxx xxxxxx, xxx xxxxxxxxx xxxx, xxx xxxxxxxxxx xxxx xx xxx xxxxxxx xxxxxxx.
x, xxxxxxxxxx, xx xxxxxxx. xx xxxxxx xxx xxxxx xxxxxxx xxx xxx xx xxx
xxxxxx xxxxx xxx xxx xxxxx xx xxx xxxxxxxx xxxxx. xx xxxxx xxx xxxxxx xxxxx
xxx xxxxxxx xxxx. x xxxxx xxxxx xx x xxxxxx xxx, xxx xxxxxxxxxx.xx, xxxxxxxx, xx xxxxxxxxx. xx xx xxx xxx xx xxxxx xxxx xxxx xxx
xxxxx xx xxx xxxxxxx xx xx xxx xxxxxxxxx xxx xxxxxxxxx xxxxxx xx=, xxxxx
xxxxxx xxx xxx xxxxxxx xx xxxxx xxxxxx. xx xxxxxxx x xxxxxxx xxx xx x
xxxxxxx xxxxx xxxxxxx xx xxxx.xxxxxxxxx xxxxxx_xxxxxxx(xxxxx).
xxxx xxxx xx xxx xxxxxxx, xxxxx | xx xxx xxxxxxxxx xxx xxxxxx xxxx xxx, xx
xxx xxxxx:
x=xxx.x.x|x=xx|xx=x|xx=x|xx=xxx|xx=xxxx|xx=xxx|
xxxxxxxx xxxx xx xxxx xxxxx:
x. xxxxxxxxxx. xxxxx xxx xxxxx xxxx xxx xxxxxxxxx xxxxx xxx xxxxxxxxx xxxx
xxxx xxx x= xxxxx, xx xx xxx xxxxxxxxx xxx xxxxxxxxx xxxx xxxx xxx xxxx
xxxxx xxxxxx xx=. xx xxx xxxxxxx xxxx xx xx=x|xx=x|xx=xxx|xx=xxxx|,
xxxxx xx xx xxxxx. xx xxx xxxxxxxx xxxxx xxxxxxxxx, xxxxxx xxx xxxxx xx xx
x xxxxxx xxxxxxx. xx xxx xxxxx xxx xxxxxxxx: xxx xxxx xxxxx xxxx xxxxx xx
xxxxxx xx xxxxxxx xxxx xx xx xxxxx.
x. xxxxxxxx. xxx xxx xxxxx xx xxxxxxxxxx xxxxxx xx=, xxxxxxxxx xxx
xxxxxxxxx xxxx xxxxxxxx xx, xxxxxx xxx. xx xx xxxxxxxxx, xxxxxx xxx xxxxx
xx xx x xxxxxxxx xxxxxxx.
xxxx xxxxxx xxxx xxxxxxxx, xx xxxxxxxx xxxxx xxxxxx xxxx xxxxxxx xxxxx:
xx xx xxx xxxxxxxx xxxxxx. xxxxx xx xxx xxxxxx xxx xxxxxxx.xx=x xx x xxx xxxxx xxx xxxxxxxxxxx xx xxxxx xx xx xxx
xxxxxxxx. xxxxxxxx xxxx xxxxxxxxxxx xxxxxxx xxx xxxxx xxxxxx xx xxxxxxx.xxxxxx (xxxxxxxx, xxxxxxx, xxx_xxxxxx, xxx_xxxxxxxx).
xxxxxx_xxxxxxx(['x=xxx.x.x|x=xx|xx=x|xx=x|xx=xxx|xx=xxxx|xx=xxx|',
'x=xxx.x.x|x=xx|xx=x|xx=x|xx=xx|xx=xxxx|xx=xxx|',
'x=xxx.x.x|x=xx|xx=x|xx=x|xx=xxx|',
'x=xxx.x.x|x=xx|xx=x|xx=x|xx=xx|xx=xxx|xx=xxx|'])
# (xxxxxx, x, x, x)
xxxxxx_xxxxxxx(['x=xxx.x.x|x=xx|xx=x|xx=x|xx=xxx|xx=xxxx|xx=xxx|',
'x=xxx.x.x|x=xx|xx=x|xx=x|xx=xx|xx=xxxx|xx=xxx|',
'x=xxx.x.x|x=xx|xx=x|xx=x|xx=xxx|',
'x=xxx.x.x|x=xx|xx=x|xx=x|xx=xx|xx=xxx|xx=xxx|'])
# (xxxxxx, x, x, x)
xxx xxxxx xxxxxxx xx xxxxx. xxxxx xxxxxx xxx xxx xxxxxxxxx, xxxxxxxx ( xxx xxxxx xxxx + xx xxxxx xxxx + xx xxxxx xxx = xxxxxx ).
xxx xxxxxx xx xxx xxxx xxxxxxx xxxx xxxxxxxx x'x xxxxxxxx xxxxxxxxxxx. xxxxxx xxx xxxxxxx xxxxx xxxxx: x xx xxxxxxx, xxx x xxx x xxx xxxxxx x xxxx xxxx xxxxxx xx xxxxxx xxxx xxxx xxxx. xxx xxxxxxx xxxxxxx, xxx xxx xxxxxxxx xx xxx xxxxx xxxxx xxxxx.
x, x,
xx xxx xx xxxxxxx xxx xxx xxxxxxxxxx xx xxxxx; xxxx xxx xxxxxxx xxx xx
xxxxx. xxxxxxxxxx, xxxxxx xxx xxxxxxxx xxxxxxx xxx xxxxxxxx xxxxxxxx.This problem is only available to subscribers.