meridianalgo 7.2.0

MeridianAlgo Quant Packages - The Complete Quantitative Finance Platform for Professional Developers

MeridianAlgo

The complete quantitative finance platform for Python. Portfolio optimization, risk management, derivatives pricing, backtesting, machine learning, execution algorithms, and more — in one library.

Installation

pip install meridianalgo

Optional extras add heavier capabilities on demand:

pip install "meridianalgo[ml]"            # scikit-learn, torch, statsmodels, hmmlearn
pip install "meridianalgo[optimization]"  # cvxpy, cvxopt
pip install "meridianalgo[volatility]"    # arch (GARCH family)
pip install "meridianalgo[all]"           # everything

The core install imports cleanly on its own; modules that need an optional dependency report as unavailable via meridianalgo.ModuleRegistry until the matching extra is installed.

Quick Start

import meridianalgo as ma

# Market data and returns
data = ma.get_market_data(["AAPL", "MSFT", "GOOGL"], start_date="2023-01-01")
returns = data.pct_change().dropna()

# One-call performance and risk summary
print(ma.tearsheet(returns["AAPL"]))

# Portfolio optimization
opt = ma.PortfolioOptimizer(returns)
result = opt.optimize_portfolio(method="sharpe")

# Risk analysis
var = ma.VaRCalculator(returns["AAPL"]).value_at_risk(confidence=0.95)

What's Inside

Domain	Highlights
Portfolio	Mean-Variance, HRP, Black-Litterman, Risk Parity, Kelly, CPPI
Risk	VaR, CVaR, stress testing, scenario analysis, risk budgeting
Derivatives	Black-Scholes, Greeks, implied vol, binomial trees, exotics
Volatility	GARCH/EGARCH/GJR, realized-vol estimators, HAR-RV, regimes
Monte Carlo	GBM, Heston, jump-diffusion, CIR, variance reduction
Credit	Merton model, CDS pricing, Z-spread, expected loss
Fixed Income	Bond pricing, duration/convexity, yield curves
Backtesting	Event-driven engine, order management, slippage
Machine Learning	LSTM models, walk-forward CV, feature engineering
Execution	VWAP, TWAP, POV, implementation shortfall
Signals	40+ technical indicators (functional and OOP APIs)

Links

• Documentation: https://meridianalgo.readthedocs.io
• Source & Issues: https://github.com/MeridianAlgo/Python-Packages
• Changelog: https://github.com/MeridianAlgo/Python-Packages/blob/main/CHANGELOG.md

License

MIT License. For research and educational purposes — trading involves substantial risk of loss, and past performance does not guarantee future results.