EcoFin is a Python library developed for financial quantitative analysts and developers. The final goal is to provide a library that covers most of the topics related to quantitative finance:
- Financial mathematics tools
- Stochastical processes tools
- Montecarlo simulations
- Financial statistical tools
- Option pricing using binomial tree models
- Black, Scholes and Merton model
- Option greeks analysis
- Volatility smile/surface computation
- Equity VIX computation (classical and CBOE method)
- Markowitz asset allocation model
- Black and Litterman asset allocation model
- Implied Volatility Spread (IVS) analysis
- Option Price Spread (OPS) analysis
The strength of this project is to enclose in a single library all the quantitative finance functions from data download to data analysis, in order to realize complete investment strategies.
To start using this library, take a look at the Examples folder.
To install the library package, type in your terminal
pip install EcoFin
Created by Luca Camerani, University of Milano-Bicocca and released under the "BSD Open Source License".
1 maintainer
Metadata
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Release files for EcoFin 1.3
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
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| EcoFin-1.3.tar.gz | 51.6 kB | Details |
Release files / EcoFin-1.3.tar.gz
| Download URL | EcoFin-1.3.tar.gz |
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| Size | 51.6 kB |
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