I am new to this forum. I work in the Market Risk Domain at a leading Investment Bank. I am currently learning Python. And the best way to learn is to experiment with some Real Live Analysis/Project(My way of learning).

I will be really grateful if someone can give me some ideas on what kind of Quantitative Finance project I can try out on Python.

I was thinking more in the lines of some automated trading algo to start of with. Something that I can do with publicly available data. Suggestions are very much welcome. Don't want to start with something very complicated.

Thank you so much in advance.


closed as too broad by vonjd, amsh, Bob Jansen Apr 4 '16 at 10:27

Please edit the question to limit it to a specific problem with enough detail to identify an adequate answer. Avoid asking multiple distinct questions at once. See the How to Ask page for help clarifying this question. If this question can be reworded to fit the rules in the help center, please edit the question.

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    $\begingroup$ Hi Deb, welcome to Quant.SE! You could literally try to build anything, you'll have to figure out what you like building most. $\endgroup$ – Bob Jansen Apr 4 '16 at 10:28
  • $\begingroup$ still very broad, but maybe the set-up of the question is confusing too. You work in Market Risk but if I understand correctly you want to work on an automated trading algo. These words can mean many things too many people but these seem distinct areas or not? $\endgroup$ – Bob Jansen Apr 4 '16 at 20:57
  • $\begingroup$ Yes I do work in Market Risk. But I am very much interested in Automated Trading and Derivatives Pricing, so would like to pursue some project on these lines for my own benefits. I am not sure if I can build something on Market risk with public data. I thought of automated trading because after implementing it I can actually work with live data and see if it really works or not. $\endgroup$ – Deb Apr 5 '16 at 4:50
  • $\begingroup$ Too broad, however I've a few suggestions: you reimplement or hack on some of the code mentioned on this site under the Python tag. Another idea is to practice on stockfighter.io (Disclaimer: I was a beta tester). You'll have to consider whether your employer allows this kind of activity though. $\endgroup$ – Bob Jansen Apr 5 '16 at 6:28
  • $\begingroup$ @BobJansen, why would anyone want to contribute IP free of charge when there are numerous challenges with high price awards (Kaggle and Netflix comes to mind) and/or public exposure to get potentially hired by high profile companies? Looks more like the engineering/developer equivalent of the Millenniums/World Quants that constantly look to "harvest" IP on the cheap or free-of-charge. $\endgroup$ – Matt Apr 5 '16 at 8:16