quant-alchemy 0.1.10

Package for quantitative finance.

Table of contents

• Table of contents
• Introduction
• Installation
  • Dependencies
• Usage
• Contributing

Introduction

Quant Alchemy provide a

Installation

This package requires some dependencies to be installed.

Dependencies

• pandas
• numpy
• scipy

To install the package, run the following command in your terminal.

pip install quant_alchemy

To install all the dependencies, run the following command in your terminal.

pip install -r requirements.txt

Usage

A simple example of how to use the package is shown below.

from quant_alchemy import Timeseries, Portfolio
"""
Suppose we have a dataframe with the following columns:
    - date: date of the stock price
    - close: opening price of the stock
"""
df = pd.read_csv("data/stock.csv")

# Create a timeseries object
ts = Timeseries(df)

# To see all the methods available
print([t for t in dir(ts) if not t.startswith('__')])

# To see how to use a method
help(ts.annualized_return)

Contributing

For any bug reports or recommendations, please visit our issue tracker and create a new issue. If you're reporting a bug, it would be great if you can provide a minimal reproducible example.

Thank you for your contribution!