Python Roadmap

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The fastest way into quant development. Learn Python the way desks use it, from returns and pandas to pricing options, backtesting strategies and building a matching engine. Each topic is a short lecture followed by a lab you code in the browser, graded in seconds.

11 modules142 graded labs~119 hoursBeginner → Expert

Syllabus

142 topics · open any topic, in any order
  1. Python syntax and your first programNot started45 minStart
  2. Integers and floatsNot started30 minStart
  3. Strings and f-stringsNot started30 minStart
  4. Booleans and comparisonsNot started30 minStart
  5. Conditionals: if, elif, elseNot started30 minStart
  6. for loops and rangeNot started30 minStart
  7. while loops, break and continueNot started30 minStart
  8. Defining and calling functionsNot started40 minStart
  9. Function arguments and defaultsNot started40 minStart
  10. Scope and closuresNot started40 minStart
  11. List comprehensionsNot started30 minStart
  12. ListsNot started40 minStart
  13. Tuples and unpackingNot started30 minStart
  14. DictionariesNot started40 minStart
  15. SetsNot started30 minStart
  16. Reading and writing text filesNot started40 minStart
  17. CSV filesNot started35 minStart
  18. JSON dataNot started35 minStart
  19. Exceptions and error handlingNot started45 minStart
  20. Modules and importsNot started35 minStart
  21. Packages and project layoutNot started40 minStart
  22. Virtual environments and pipNot started35 minStart
  23. Git basicsNot started40 minStart
  24. Jupyter notebooksNot started35 minStart
  25. Reproducible research workflowsNot started40 minStart
  26. Classes and objectsNot started45 minStart
  27. Special methods (__repr__, __eq__)Not started40 minStart
  28. DataclassesNot started35 minStart
  29. Derivatives in codeNot started40 minStart
  30. Integrals in codeNot started40 minStart
  31. Vectors and dot productsNot started40 minStart
  32. Matrices and linear systemsNot started45 minStart
  33. Random variables and expectationNot started45 minStart
  1. NumPy arrays and dtypesNot started45 minStart
  2. Indexing and slicing arraysNot started35 minStart
  3. VectorisationNot started45 minStart
  4. BroadcastingNot started40 minStart
  5. pandas SeriesNot started40 minStart
  6. pandas DataFramesNot started45 minStart
  7. Selecting data with loc and ilocNot started40 minStart
  8. groupby and aggregationNot started40 minStart
  9. Merging and joining tablesNot started40 minStart
  10. Simple returnsNot started35 minStart
  11. Log returnsNot started35 minStart
  12. DatetimeIndex and time-based indexingNot started40 minStart
  13. ResamplingNot started40 minStart
  14. Rolling windowsNot started40 minStart
  15. Handling missing dataNot started40 minStart
  16. Detecting outliersNot started40 minStart
  17. Corporate actions: splits and dividendsNot started45 minStart
  18. Line plots with matplotlibNot started35 minStart
  19. Candlestick chartsNot started40 minStart
  20. Histograms and distributionsNot started35 minStart
  1. Mean and variance of returnsNot started40 minStart
  2. Skewness and kurtosisNot started40 minStart
  3. Fat tails and normality testsNot started45 minStart
  4. Hypothesis tests: the t-testNot started45 minStart
  5. Linear regression (OLS)Not started55 minStart
  6. VolatilityNot started45 minStart
  7. The Sharpe ratioNot started40 minStart
  8. DrawdownsNot started40 minStart
  9. Random number generators and seedsNot started40 minStart
  10. Sampling from distributionsNot started45 minStart
  11. Monte Carlo estimationNot started50 minStart
  12. Monte Carlo error and convergenceNot started50 minStart
  1. Present value and discountingNot started40 minStart
  2. Bond pricesNot started45 minStart
  3. Yield to maturityNot started45 minStart
  4. Duration and convexityNot started50 minStart
  5. Yield curves and interpolationNot started50 minStart
  6. Option payoffsNot started40 minStart
  7. Put–call parityNot started40 minStart
  8. The Black–Scholes formulaNot started55 minStart
  9. DeltaNot started45 minStart
  10. GammaNot started45 minStart
  11. VegaNot started45 minStart
  12. Theta and rhoNot started45 minStart
  13. Implied volatilityNot started50 minStart
  14. Root finding: bisection and NewtonNot started50 minStart
  15. Binomial treesNot started55 minStart
  16. Finite-difference methodsNot started1 hrStart
  1. Brownian motionNot started50 minStart
  2. Geometric Brownian motionNot started55 minStart
  3. Itô's lemmaNot started55 minStart
  4. Asian optionsNot started55 minStart
  5. Barrier optionsNot started1 hrStart
  6. Antithetic variatesNot started45 minStart
  7. Control variatesNot started50 minStart
  8. scikit-learn pipelines for returnsNot started1 hrStart
  9. Feature engineering for financial dataNot started1 hrStart
  10. Walk-forward validationNot started1 hrStart
  1. Clean codeNot started45 minStart
  2. Type hints and static checkingNot started45 minStart
  3. Testing with pytestNot started50 minStart
  4. Profiling Python codeNot started50 minStart
  5. Optimising hot loopsNot started55 minStart
  6. NumbaNot started1 hrStart
  7. CythonNot started1 hrStart
  8. Calling C++ with pybind11Not started1 hrStart
  9. Threads and the GILNot started55 minStart
  10. MultiprocessingNot started55 minStart
  11. SQL databasesNot started55 minStart
  12. Parquet and ArrowNot started50 minStart
  13. Time-series databasesNot started50 minStart
  1. Packaging a Python libraryNot started1 hrStart
  2. CI/CD for quant codeNot started1 hrStart
  3. Scheduled pipelinesNot started1 hrStart
  4. TWAP executionNot started1 hrStart
  5. VWAP executionNot started1 hrStart
  6. Market makingNot started1 hr 30 minStart
  7. The Heston modelNot started1 hr 30 minStart
  8. Local volatilityNot started1 hr 30 minStart
  9. The SABR modelNot started1 hr 30 minStart
  10. Model calibrationNot started1 hr 30 minStart
  11. Neural networks for forecastingNot started1 hr 30 minStart
  12. Reinforcement learning for tradingNot started2 hrStart
  13. Capstone: an end-to-end pricing or strategy libraryNot started4 hrStart