Quantmod Python Library
quantmod package is inspired by the quantmod package for R. This new tool is designed to assist quantitative traders and data analysts with the development, testing, and rapid prototyping of trading strategies. quantmod features a straightforward and intuitive interface aimed at simplifying workflows and boosting productivity.
Installation
The easiest way to install quantmod is using pip:
pip install quantmod-python
Modules
Quickstart
# Retrieves market data & ticker object
from quantmod.markets import getData, getTicker
# Option price
from quantmod.models import OptionInputs, BlackScholesOptionPricing, MonteCarloOptionPricing
# Calculates price return of different time period.
from quantmod.timeseries import *
# Technical indicators
from quantmod.indicators import ATR
# Derivatives functions
from quantmod.derivatives import maxpain
Note: quantmod is currently under active development, and anticipate ongoing enhancements and additions. The aim is to continually improve the package and expand its capabilities to meet the evolving needs of the community.
Examples
Refer to the examples section for more details.
Changelog
Refer here
Legal
quatmod is distributed under the Apache Software License. See the LICENSE.txt file in the release for details.
1 maintainer
Metadata
1 maintainer
Release files for quantmod-python 0.0.4
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Source distribution (sdist)
| File | Size | Uploaded | Provenance | Actions |
|---|---|---|---|---|
| quantmod_python-0.0.4.tar.gz | 38.7 kB | Without provenance | Details for quantmod_python-0.0.4.tar.gz |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Actions Reset |
|---|---|---|---|---|
| quantmod_python-0.0.4-py3-none-any.whl | Python 3 | none | any | Details for quantmod_python-0.0.4-py3-none-any.whl |
Total release size: 66.1 kB
Release files / quantmod_python-0.0.4.tar.gz
| Download URL | quantmod_python-0.0.4.tar.gz |
|---|---|
| Size | 38.7 kB |
| Tags | Source |
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Release files / quantmod_python-0.0.4-py3-none-any.whl
| Download URL | quantmod_python-0.0.4-py3-none-any.whl |
|---|---|
| Size | 27.3 kB |
| Tags | Python 3 |
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