Top Models Per Asset Class | Dataford Interview Questions

Your question is Top Models Per Asset Class. Start with the requirements and the two tables on the right.

Run and submit as often as you like. When you're ready, talk me through your approach or go straight to the code.

Problem

Balyasny Asset Management wants to compare research models within each asset class using their evaluation returns. Write a PostgreSQL query that identifies the three highest performance ranks for each asset class.

Requirements

Calculate each model's average return_pct during the first quarter of 2025.
Rank models within their asset class using DENSE_RANK, with the highest average return ranked first.
Return every model whose dense rank is 3 or lower, including ties at the third rank.
Exclude models with no non-null evaluation returns, and order the results by asset class, rank, and average return descending.

Schema

research_models

Column	Type	Description
model_idPK	INT	Unique research model identifier
model_name	VARCHAR(100)	Name of the research model
asset_class	VARCHAR(50)	Asset class assigned to the model
launched_on	DATE	Date the model was launched

model_performance

Column	Type	Description
performance_idPK	INT	Unique performance evaluation identifier
model_id	INT	Referenced research model
evaluation_date	DATE	Date of the performance evaluation
return_pct	DECIMAL(8,4)	Model return percentage for the evaluation period