QuantriX 1.0.dev2

This library provides tools for quantitative analysis in finance.

QA

Description

The QuantriX library is aimed to provide essential tools for quantitative finance analysis. It is a copyrighted software available only for direct use.

Available tools

The first version allows to build binomial model, random walk and brownion motion.

Instalation

For installing, run these code in terminal:

pip install QuantriX

Usage

Available function can be used in the following ways:

1. Import necessary functions:

from quantrix.modules import bin_model_simulation

or

from quantrix.modules import *

In the code, just use the function:

paths = bin_model_simulation(N, n, S0, q, u, d)

2. Import all existing modules:

from quantrix import modules

Use in the code in the following way:

paths = modules.bin_model_simulation(N, n, S0, q, u, d)

3. Available functions:

• bin_model_simulation(n_paths: int, max_time: int, S0: int, q: float, u: float, d: float) -> list[np.array]

This function simulates binomial model for n_paths number of paths for max_time periods. It requiers initial stock value - S0, probability of going up and up and down factors.

• rw_simulations(n_paths: int, max_time: int, p: float) -> list[np.array]

The function simulates random walk: n_paths for max_time with probability p with step +1 or -1.

• bm_simulations(n_paths: int, granularity: int, max_time: int) -> list[np.array]

This function simulates brownion motion: n_paths number of paths for max_time periods with granularity scale.

• bb_simulations(n_paths: int, granularity: int, max_time: int , T: int = 1) -> list[np.array]

This function simulates brownion bridge.