algo-stat

Quant analysis in 3 lines. A self-contained Python toolkit for market data, metrics, charts, Monte Carlo, backtesting, ML, macro, options, mortgage, and Alpaca paper trading.

algo-stat = library  +  CLI  +  REST API  +  Streamlit dashboard

Install (local laptop)

cd algo-stat
python -m venv .venv && source .venv/bin/activate
pip install -e ".[all,test,dev]"        # all = trading + ml-deep
cp .env.example .env                    # add FRED_API_KEY (free, optional)

API keys? yfinance needs none. FRED needs a free key (signup: https://fred.stlouisfed.org/docs/api/api_key.html). Alpaca only if you want paper trading.

3-line analyses (Jupyter / Python REPL)

import algo_stat as a; a.use_dark()
a.report(a.fetch("NVDA", period="1y"), ticker="NVDA")

import algo_stat as a
a.compare(["AAPL","MSFT","NVDA","GOOGL"], period="2y").show()

import algo_stat as a
a.MonteCarlo("NVDA").simulate(n=1000, days=252).plot()

import algo_stat as a
bt = a.Backtester("NVDA", period="2y").run(a.SMACrossover(20, 50))
print(bt.stats); bt.plot()

More examples in notebooks/quickstart.py.

CLI

algo-stat quote NVDA
algo-stat analyze NVDA --period 1y --chart
algo-stat compare AAPL,MSFT,NVDA,GOOGL --period 2y --chart
algo-stat montecarlo NVDA --n 1000 --days 252 --chart
algo-stat backtest NVDA --fast 20 --slow 50 --chart
algo-stat mortgage 300000 60000 0.055 --years 25
algo-stat macro cpi --years 10
algo-stat serve            # FastAPI on :8000
algo-stat dashboard        # Streamlit on :8501

REST API

algo-stat serve
# → open http://127.0.0.1:8000/docs   (Swagger UI)

Endpoints:

Streamlit dashboard

algo-stat dashboard

7 tabs: Performance · Compare · Monte Carlo · Backtest · Mortgage · Macro · Options.

Package layout

algo_stat/
  data/         market.py · macro.py · universe.py
  metrics/      returns.py · performance.py · risk.py
  charts/       theme.py · price.py · compare.py · correlation.py · fundamentals.py
  derivatives/  montecarlo.py · options.py
  backtest/     engine.py · strategies.py
  ml/           pca.py · regression.py · classifier.py
  property/     mortgage.py
  trading/      alpaca_client.py
  cli.py        api.py        dashboard.py     report.py     config.py

Tests

pytest -q

Credits

© 2026 Squid Consultancy Group Ltd — Elastic License 2.0.