quantitative analysis
Project description
Quantitative analysis and pricing tools.
Documentation is available as quantflow jupyter book.
Installation
pip install quantflow
Modules
- quantflow.cli command line client (requires
quantflow[cli,data]) - quantflow.data data APIs (requires
quantflow[data]) - quantflow.options option pricing and calibration
- quantflow.sp stochastic process primitives
- quantflow.ta timeseries analysis tools
- quantflow.utils utilities and helpers
Command line tools
The command line tools are available when installing with the extra cli and data dependencies.
pip install quantflow[cli,data]
It is possible to use the command line tool qf to download data and run pricing and calibration scripts.
Project details
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