python-quant 0.1.7

Quantitative Finance Library in Python

PyQuant

A Quantitative Finance Library written in Python

Created by Abhinav Saini
Licensed under MIT License

PyPi Link:

https://pypi.org/project/python-quant/

Installation:

Virtual Environment Method:

Create a virtual environment anywhere:

python -m venv .venv

Activate it:

source .venv/bin/activate

Install the package:

pip install python_quant
python_quant --help

Download the input_data folder from the repo and place it anywhere. We need to pass it to the commandline tool:

python_quant --mode RISK --instrument input_data/eq_option/bsm_eq_option.json --input_data_path input_data/market_data --as_of_date 20251010 --verbose D

System-wide Installation:

Directly install using pip:

pip install python_quant

Sample Output (BSM Pricing):

RISK MODE OUTPUT

price: 12.0
delta: 0.3588137600913187
gamma: 0.006817273571226615
theta: -54.71301088919908
rho: 16.650438655983557
vega: 44.71555242847439