Trading Coding Round
The trader's Python round EV & Kelly, option payoffs, market-making PnL and inventory skew, run and graded in the browser.
The scenario
The coding portion of a trading loop. Prop desks favour short 'seems simple, easy to get wrong' implementations over algorithm puzzles: size a bet, price a payoff, run a blotter to inventory and PnL. Get the rule exactly right.
Where this shows up
EV/Kelly sizing, option-payoff computation and the blotter → inventory → PnL tracker are the canonical implementation tasks on prop-firm coding rounds (CoderPad / HackerRank).
Firms such as SIG, Akuna, Optiver.
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The drill
Complete each function and Run it against the fixed inputs (Python via Pyodide, in your browser). Submit to grade your outputs against the expected values; floats are compared to a tolerance. Encode trade side as the string 'B' or 'S'.
Sample question
Implement kelly_fraction(p, b): the Kelly-optimal fraction of bankroll to stake given win probability p and net decimal odds b. f* = (b·p − (1 − p)) / b.
Included with the Trading pack
The full graded drill is part of the Trading & Execution pack a one-time purchase unlocks every concept, coding guide, interview playbook and take-home in this track.
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