Python practice in Quant Finance

Browse the rooms before signing in. Opening a room requires an account and follows your existing access. Practice does not issue certificates.

• Coupon Yield Snapshot

  Price fixed annual bond payments at a coupon date.

  fixed-income. Free room.

• Opening Bell Returns

  Compare simple and log returns for adjacent prices.

  foundations. Free room.

• Time-Value Quick Check

  Discount one future payment with consistent rate and time units.

  time-value. Free room.

• Variance at the Desk

  Calculate mean and population return variability.

  risk. Free room.

• IRR or Walk

  Solve a conventional cash-flow IRR within a stated bracket.

  time-value. Account access required.

• Macaulay Duration

  Calculate a bond's present-value-weighted payment time.

  fixed-income. Account access required.

• Two-Asset Mix

  Combine two long-only asset risks using covariance.

  portfolio. Account access required.

• VaR at the Margin Line

  Select a historical return quantile under an explicit convention.

  risk. Account access required.

• Black-Scholes Pricer on Deck

  Price European call and put options under a no-dividend model.

  options. Account access required.

• Delta-Gamma Hedge

  Calculate local call sensitivities before constructing a hedge.

  greeks. Account access required.

• Monte Carlo Close

  Average discounted call payoffs using supplied shocks.

  stochastic. Account access required.

• Signal Quality Gate

  Calculate every trailing moving-average difference.

  signals. Account access required.

• Minimum-Variance Grid

  Find feasible minimum-variance allocations on a stated grid.

  portfolio. Account access required.

• Parametric VaR with Correlation

  Calculate a zero-mean Gaussian loss threshold from covariance.

  risk. Account access required.

• Vega Surface

  Calculate every cell of a vega and daily-theta grid.

  greeks. Account access required.

• Yield Curve Stripping

  Bootstrap a consecutive annual par curve and reprice its bonds.

  fixed-income. Account access required.

• Convertible Bond Pricer

  Value conversion choices with an explicit step-end coupon schedule.

  options, fixed-income. Account access required.

• Backtest Metrics

  Evaluate supplied positions with aligned performance metrics.

  backtesting. Account access required.

• Portfolio Risk: Four Calculations

  Practise four separately evaluated portfolio-risk calculations.

  risk, portfolio, options, backtesting. Account access required.

• Stochastic Vol Paths

  Compute every terminal path under a stated projected variance scheme.

  stochastic. Account access required.