Financial and quantitative statistical computing for Python
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PyStatsFinance
Financial and quantitative statistical computing for Python.
Status: early / reserved (
0.0.1). This package reserves thepystatsfinancename within the PyStatistics open-core ecosystem and will grow into a full quantitative-finance statistics library. The public API is forthcoming.
PyStatsFinance is part of the open-core PyStatistics family:
| Package | Layer |
|---|---|
pystatistics |
Fundamental, general statistics |
pystatsbio |
Biotech / pharma statistics |
pystatsfinance |
Financial / quantitative statistics |
Like its siblings, it builds on pystatistics for the general statistical layer
and adds methods specific to quantitative finance.
Planned scope (candidates, not commitments)
- Return-series risk/performance metrics: Sharpe ratio, maximum drawdown, annualized volatility.
- Value-at-Risk (historical and parametric).
Installation
pip install pystatsfinance
License
MIT © Hai-Shuo. Part of the SGCX open-core ecosystem.
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