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Python, SQL, Julia, C++. Graded on the result.

More than a hundred exercises on four shared datasets. Write the code, run it, and the answer is compared with one computed from the same rows, to four decimals.

Parametric VaR · MSFT
from scipy.stats import norm

r = prices[prices["symbol"] == "MSFT"] \
      .sort_values("day")["close"].pct_change().dropna()
result = -(r.mean() + norm.ppf(0.05) * r.std(ddof=1)) * 100
Correct · 95% VaR: 0.8594%
Four languages

Each one where it belongs

Python

In your browser

pandas, NumPy, SciPy, statsmodels and scikit-learn, loaded on first import. No install.

SQL

In your browser

A real PostgreSQL in the page: joins, windows, dates, retention, and data-writing tasks checked in a rolled-back transaction.

Julia

On the QuantPad runner

Numerical functions on market data: returns, volatility, EWMA, drawdown, correlation.

C++

On the QuantPad runner

The same functions in the language pricing libraries are written in, compiled and run for you.

Cohort retention · SQL
select date_trunc('month', u.signup_date) as cohort,
       count(distinct u.id) as users,
       round(100.0 * count(distinct e.user_id) / count(distinct u.id), 1) as active_pct
from users u
left join events e on e.user_id = u.id and e.event_date >= u.signup_date + 30
group by 1 order by 1;
EWMA volatility · Julia
function ewma_vol(close::Vector{Float64})
    r = close[2:end] ./ close[1:end-1] .- 1
    v = r[1]^2
    for x in r[2:end]; v = 0.94v + 0.06x^2; end
    return sqrt(v * 252) * 100
end
Correct · 12.451%
How it is graded

One correct answer, checked like a reviewer would

  1. Read

    A statement that fixes the method: which rows, which ddof, which seed.

  2. Write

    Your code, in an editor with completion. Tables are already loaded.

  3. Run

    Python and SQL run in the page; Julia and C++ are compiled on the runner.

  4. Compare

    Your result against the one computed from the same data, value by value.

Languages

Where each language runs

LanguageWhereWhy a team uses it
PythonBrowserThe common language of research and data.
SQLBrowserEvery tick, trade and P&L row lives in a database first.
JavaScript, TypeScriptBrowserNothing to install; the norm for trading front-ends.
C++RunnerWhere latency matters: pricing, gateways, HFT.
JuliaRunnerFast numerical code that reads like the maths.
C#, OCamlRunnerOrder management and typed pricing models.
R, kdb+/q, Rust, JavaReadEconometrics, tick databases, crypto infrastructure.
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