Production Python for Finance
The gap between a script that runs and code that is trusted with money.
Told as the Odyssey: 8 trials between Troy, the coursework that got you the offer, and Ithaca, which is production. Each trial is a myth that is also a real way Python goes wrong on a desk, and you clear it by doing the work.
Your voyage
Reading your progress.
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Floating Point and Money
Compare two books of amounts without generating false reconciliation breaks.
Failing Loudly
Write functions that refuse bad input instead of returning a plausible wrong number.
Data That Is Actually Broken
Take a raw trade file and produce a dataset you would put your name on.
Time and the Trading Day
Join two feeds recorded in different timezones without silently losing rows.
Vectorisation
Rewrite a row-by-row calculation so it runs on the whole book at once.
Reproducibility
Hand a colleague a simulation that gives them the number you quoted.
Testing Numerical Code
Test a pricer without a closed-form answer to compare against.
Structuring Research Code
Turn a working notebook into something a second person can run and change.
How a trial works
- 1BriefingThe trial's story, what it asks of you, and the pass mark.
- 2Predict, then runCommit to what working code prints. Your answer locks, then real Python runs in your browser.
- 3ExploreOperate a live instrument: the bits inside a float, a book you can break.
- 4Fix the codeRepair a function already in production. Each test case passes or fails in front of you.
- 5DebriefThe whole trial graded on the server, and the next leg of the voyage.
What this is
University teaches you to write Python that produces an answer. A desk needs Python whose answer can be defended, reproduced and handed to someone else. This course is the difference, taught the way the packs teach: you do the work, and you find out where you were wrong by being wrong.
Candidates and new joiners in quant research, trading, risk and middle office who can already write Python and have never had anyone review it.
Ranks and laurels
Each trial you clear moves you up the crew. Clear one with every point, the optional step included, and it earns a laurel.
- DeckhandAboard, and not yet trusted with an oar.
- OarsmanPulls their weight on a course someone else set.
- HelmsmanTrusted to hold a course through known water.
- NavigatorPlots the course the rest of the crew follows.
- CaptainAnswers for the whole ship.
- Home in IthacaWrites Python a desk will trust with money.