meridianalgo 6.1.0

MeridianAlgo - The Complete Quantitative Finance Platform for Professional Developers

MeridianAlgo

The Complete Quantitative Finance Platform

MeridianAlgo is a comprehensive Python platform designed for institutional-grade quantitative finance. It provides a robust suite of tools for trading research, portfolio analytics, liquidity analysis, options pricing, and high-frequency execution.

Designed for scalability and performance, MeridianAlgo integrates seamlessly into quantitative workflows, offering professional-grade modularity and performance.

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Key Features

Feature	MeridianAlgo	QuantLib	Zipline	Pyfolio
Portfolio Analytics	Included	Limited	Partial	Included
Options Pricing	Included	Included	Not Included	Not Included
Market Microstructure	Included	Not Included	Not Included	Not Included
Backtesting	Included	Not Included	Included	Not Included
Execution Algorithms	Included	Not Included	Partial	Not Included
Risk Management	Included	Included	Not Included	Partial
Factor Models	Included	Not Included	Partial	Not Included
Machine Learning	Included	Not Included	Not Included	Not Included
Liquidity Analysis	Included	Not Included	Not Included	Not Included
Performance Metrics	Included	Not Included	Not Included	Included

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Installation

Standard Installation

Install the base package via pip:

pip install meridianalgo

Optional Dependencies

MeridianAlgo supports several optional feature sets:

# Machine learning support (PyTorch/TensorFlow)
pip install meridianalgo[ml]

# Full suite (recommended for researchers)
pip install meridianalgo[full]

# Distributed computing support (Ray/Dask)
pip install meridianalgo[all]

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Basic Usage

import meridianalgo as ma

# Quick analysis of market data
data = ma.get_market_data_quick(['AAPL', 'MSFT', 'GOOGL'], start='2023-01-01')
analysis = ma.quick_analysis(data['AAPL']['Close'])

print(f"Sharpe Ratio: {analysis['sharpe_ratio']:.2f}")
print(f"Max Drawdown: {analysis['max_drawdown']:.1%}")
print(f"Win Rate: {analysis['win_rate']:.1%}")

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Core Modules

Portfolio Analytics

Generate comprehensive performance metrics and tear sheets, similar to Pyfolio but enhanced for modern workloads.

from meridianalgo.analytics import TearSheet

ts = TearSheet(returns, benchmark=spy_returns)
ts.create_full_tear_sheet(filename='report.pdf')
metrics = ts.get_metrics_summary()

Market Microstructure

Analyze order book dynamics, toxicity, and liquidity using state-of-the-art models.

from meridianalgo.liquidity import OrderBookAnalyzer, VPIN

# Order book insights
analyzer = OrderBookAnalyzer()
imbalance = analyzer.order_imbalance()

# Flow toxicity estimation
vpin = VPIN(trades)
toxicity = vpin.current_vpin()

Risk Management

Institutional risk metrics including VaR, CVaR, and stress testing.

from meridianalgo.risk import RiskAnalyzer

risk = RiskAnalyzer(returns)
var_95 = risk.value_at_risk(0.95, method='cornish_fisher')
stress_results = risk.stress_test({'Market Crash': -0.20})

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Testing

MeridianAlgo maintains a high standard of code quality with extensive test coverage.

# Run the full test suite
pytest tests/ -v

# Run with coverage report
pytest tests/ --cov=meridianalgo --cov-report=term

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Governance and Community

MeridianAlgo is committed to maintaining a professional and secure environment for contributors and users.

• Contributing: Guidelines for contributing to the project.
• Code of Conduct: Our expectations for community behavior.
• Security Policy: Procedures for reporting vulnerabilities.

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License

This project is licensed under the MIT License - see the LICENSE file for details.

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Citation

If you use MeridianAlgo in your research or business, please cite it:

@software{meridianalgo2026,
  title = {MeridianAlgo: The Complete Quantitative Finance Platform},
  author = {Meridian Algorithmic Research Team},
  year = {2026},
  version = {6.0.0},
  url = {https://github.com/MeridianAlgo/Python-Packages}
}

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