Design and build production-grade options analytics software: a pricing and risk library, surface services, APIs, persistence, testing and a web front end.
Duration10 weeks
LevelAdvanced
Modules10
Lessons40
This professional course brings pricing models, Greeks and volatility surfaces together into a maintainable software system. You will design a modular analytics library, expose it through FastAPI services, persist option chains and surfaces in PostgreSQL, and build a React interface for chains, payoff analysis and risk views. Testing, performance, observability and deployment with Docker are treated as first-class parts of the build.
10 modules · 40 lessons · 10 weeks. Curriculum preview; the final syllabus may change before enrollment opens.
Build an options analytics library with pluggable pricing models and a numerical regression suite
Deliver a FastAPI service with pricing, Greeks, scenario and surface endpoints backed by PostgreSQL
Ship a React options chain and risk viewer that consumes the API, packaged with Docker
Quantzivo certificates are completion credentials issued by Quantzivo, not accredited qualifications. Courses teach technical and research skills; they do not promise investment returns or provide investment advice.
8 weeks8 modulesModel realized and implied volatility with GARCH, stochastic and local volatility approaches, build arbitrage-aware volatility surfaces, and run disciplined derivatives research.
8 weeks8 modulesDesign reliable financial backends: ledger data models, idempotent APIs, event-driven processing with Kafka, security, observability and audit trails.
8 weeks8 modulesBuild full-stack financial web apps with a FastAPI backend and a React and TypeScript frontend, from charts and tables to live data updates and deployment.
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