Grid Volatility Challenge

Welcome to the Grid Volatility Challenge! This repo contains everything you need to get started.

The Challenge

Full challenge requirements: see CHALLENGE.md.

Prerequisites

• Python 3.12
• pip - comes with Python
• Git for cloning the repo

Python Version: This project is pinned to Python 3.12 via .python-version. This is to avoid build failures with scientific libraries should you choose to use them (pandas, NumPy, DubkDB).

If you use pyenv or pyenv-win, it will be selected automatically. You can modify or remove this file intend to update the project's Python version.

Installing Python

macOS (Homebrew):

brew install python@3.12

Windows:

Download the Python 3.12 executable directly from python.org/downloads and run the installer. Ensure you check the box that says "Add python.exe to PATH" during setup.

Getting Started

1. Fork the repo

Click "Fork" in the top-right of the GitHub repo page, then clone your fork:

git clone https://github.com/<your-username>/advanced-challenge-grid-volatility.git
cd advanced-challenge-grid-volatility

2. Create a Virtual Environment

macOS / Linux:

python3.12 -m venv venv
source venv/bin/activate

Windows (PowerShell):

py -3.12 -m venv venv
.\venv\Scripts\Activate.ps1

Windows (Command Prompt):

py -3.12 -m venv venv
venv\Scripts\activate.bat

You should see venv at the start of your terminal prompt, indicating the environment is active.

3. Install Dependencies

pip install --upgrade pip
pip install -r requirements.txt

Note: SQLite is built into Python. No installation required.