quantitativelib 0.2.2

A stock analysis tool for quants

quantitativelib

A simple Python library for quantitative finance.

This functions mainly as a test to learn how packages are made, and hopefully to develop a customised quantitative finance library suited to my needs. Lots more to be added.

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Installation

pip install quantitativelib

Features

Core Functionality Fetches historical stock data, computes returns and volatility, and generates basic price and return plots with summary statistics.

Options Pricing Implements Black–Scholes pricing for calls, puts, forwards, and binary options. Computes all standard Greeks with support for dividend yield and parameter validation.

Stochastic Calculus Simulations Supports simulation of SDEs using Euler–Maruyama and Milstein schemes. Includes built-in models such as GBM, CIR, OU, Heston, and Merton jump diffusion, with a unified interface for simulation, plotting, and statistical output.