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.

  • 1
    $\begingroup$ 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, 2016 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, 2016 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, 2016 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, 2016 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 Wolf
    Apr 5, 2016 at 8:16