SigmaField
Start learning

Measure.
Model.
Price.

Learn quantitative finance properly, then put it to work. Courses with Python that runs in your browser, and professional analytics for portfolios and derivatives, built on open-source engines.

Start learningExplore the platform

Volatility, σ

One year of simulated prices, starting at 100

Today1 year100
Measure
Two in three outcomes
Model
GBM
16 simulated paths
Price
1-year call, strike 100

One platform

Learn it, then use it.

One account across the courses and the workstations. The analytics run on the same open-source engines the lessons teach you to use.

Available/learnSigmaField LearnEight courses and three specialist tracks, from the mathematical foundations to derivatives and trading, with exercises graded as you go and Python that runs in the page.
  • Courses, practice problems and spaced review
  • Progress saved across your devices
  • Free to start
Explore Learn →Coming soon/portfolioSigmaField PortfolioPerformance, risk and optimisation for real portfolios. Bring your holdings, see where the risk comes from, and test changes before you make them.
  • Returns, drawdowns, VaR and expected shortfall
  • Optimisation with real-world constraints
  • Computed in your browser
See what it does →Coming soon/derivativesSigmaField DerivativesCurves, pricing and risk to desk conventions. Build curves from your own market data, price trades and read the risk by tenor.
  • Rates, FX, credit, equity and commodity
  • Risk by tenor, scenarios and P&L explain
  • Market data in snapshots you control
See what it does →

Specialise

Choose a track.

Each track starts with Mathematical Foundations and Financial Computing, builds the core theory its field relies on, and ends with one application course and a final project.

Compare the tracks

Certificates: each track will lead to a SigmaField certificate. Coming soon.

Open-source engines

Built in the open.

The workstations run on two open-source libraries. Read the code, check the methods, and use them in your own work.

Browse the libraries

Finalytics

Powers PortfolioAvailable

Portfolio performance, risk and optimisation. Written in Rust, with bindings for Python, JavaScript and Go.

  • Rust
  • Python
  • JavaScript
  • Go
Finalytics on GitHub →

TenorQuant

Powers DerivativesComing soon

Curves, pricing and risk for rates, FX, credit, equity and commodity derivatives. Written in C++20.

  • C++20
  • Python
  • JavaScript
About TenorQuant →