Python practice in Quant Finance
Browse the rooms before signing in. All rooms are free with an account. Practice does not issue certificates.
Coupon Yield Snapshot
Price fixed annual bond payments at a coupon date.
fixed-income. Free with an account.
Opening Bell Returns
Compare simple and log returns for adjacent prices.
foundations. Free with an account.
Time-Value Quick Check
Discount one future payment with consistent rate and time units.
time-value. Free with an account.
Variance at the Desk
Calculate mean and population return variability.
risk. Free with an account.
IRR or Walk
Solve a conventional cash-flow IRR within a stated bracket.
time-value. Free with an account.
Macaulay Duration
Calculate a bond's present-value-weighted payment time.
fixed-income. Free with an account.
Two-Asset Mix
Combine two long-only asset risks using covariance.
portfolio. Free with an account.
VaR at the Margin Line
Select a historical return quantile under an explicit convention.
risk. Free with an account.
Black-Scholes Pricer on Deck
Price European call and put options under a no-dividend model.
options. Free with an account.
Delta-Gamma Hedge
Calculate local call sensitivities before constructing a hedge.
greeks. Free with an account.
Monte Carlo Close
Average discounted call payoffs using supplied shocks.
stochastic. Free with an account.
Signal Quality Gate
Calculate every trailing moving-average difference.
signals. Free with an account.
Minimum-Variance Grid
Find feasible minimum-variance allocations on a stated grid.
portfolio. Free with an account.
Parametric VaR with Correlation
Calculate a zero-mean Gaussian loss threshold from covariance.
risk. Free with an account.
Vega Surface
Calculate every cell of a vega and daily-theta grid.
greeks. Free with an account.
Yield Curve Stripping
Bootstrap a consecutive annual par curve and reprice its bonds.
fixed-income. Free with an account.
Convertible Bond Pricer
Value conversion choices with an explicit step-end coupon schedule.
options, fixed-income. Free with an account.
Backtest Metrics
Evaluate supplied positions with aligned performance metrics.
backtesting. Free with an account.
Portfolio Risk: Four Calculations
Practise four separately evaluated portfolio-risk calculations.
risk, portfolio, options, backtesting. Free with an account.
Stochastic Vol Paths
Compute every terminal path under a stated projected variance scheme.
stochastic. Free with an account.