Computing for Finance in Python
Autumn Quarter
Instructor: Sebastien Donadio
Syllabus
This course is designed for students with prior programming experience who aim to become buy-side or sell-side quants or quant developers. You’ll learn Python by building the actual tools used on trading desks: from data pipelines and backtesters to live trading engines.
By the end of the term, you will:
- Master core and advanced Python features—decorators, context managers, type hints, async I/O—so your code stays clean, readable, and reliable.
- Profile and optimize performance with tools like cProfile, py-spy, and by understanding algorithm complexity and memory management.
- Build a full-featured backtester to simulate and refine trading strategies using historical data with pandas and NumPy.
- Develop a real-time trading system that ingests live market feeds, applies your strategy logic, and sends orders through the Alpaca API.
This hands-on experience leaves you ready to step directly into a quant role on the buy side or sell side—or to excel as a quant developer—equipped with the Python skills and end-to-end workflows that industry firms demand.