quant-experiment 1.0.4

Python module to get stock and option information through Wed Scraping and Alpha Vantage API

Features

• Realtime stock and option data: You can easily extract the latest stock and option information

• Option characteristics: Library provides you with option relevant characteristics based on Black-Scholes model

Installation

Installing With pip

$ pip install quant_experiment

Quickstart

Data is retrieved from Alpha Vantage API free services, make sure initializing a key variable first

key = "YOUR_API_KEY"

1. Operation on stock data

from quant_experiment import finproducts
    stock_demo = finproducts.Stock('AAPL',key)
    stock_demo.price #return realtime stock price
    stock_demo.latestTradingDay #lastest trading day
    stock_demo.volume #volume

2. Operation on option data

from quant_experiment import finproducts
    option_demo = finproducts.VanillaOption('AAPL', 21, 6, 2019, 180, 'calls')
    #call option with expiration date 2019-06-21 and strike price 180
    option_demo.option_info()

Giving us output as:

3. Return option property based on Black-Scholes

from quant_experiment import finproducts
    option_demo = finproducts.VanillaOption('AAPL', 21, 6, 2019, 180, 'calls')
    option_demo.BS_Info(key) #return implied volatility by default
    option_demo.BS_Info(key,'greeks') #return delta, gamma, vega, theta and rho

Contributing

All contributions are welcome.