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Quantmod Python Package

Project description

Quantmod Python Library

[!CAUTION]
The quantmod-python package has been migrated to quantmod. Please install quantmod for the latest features and updates.

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.

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