macrosynergy 0.0.12

Macrosynergy Quant Research Package

Macrosynergy Quant Research

Macrosynergy research package contains 5 subpackages:

[1] management: simulates, analyses and reshapes standard quantamental dataframes. [2] panel: analyses and visualizes panels of quantamental data. [3] signal: transforms quantamental indicators into trading signals and does naive analysis. [4] pnl: constructs portfolios based on signals, applies risk management and analyses realistic PnLs. [5] dataquery: interface for donwloading data from JP Morgan DataQuery, with main module api.py.

Installation

The easiest method for installing the package is to use the PyPI installation:

pip install macrosynergy

Alternatively, we you want to install the package directly from the GitHub repository using

pip install https://github.com/macrosynergy/macrosynergy@main

for the latest stable version. Alternatively for the cutting edge development version, install the package from the develop branch as

pip install https://github.com/macrosynergy/macrosynergy@development