quantmod is a Python library for market data access, quantitative analysis, and financial modeling. It provides a unified framework to move seamlessly from data ingestion to derivatives analytics, pricing, risk analysis, and visualization.
Installation
Install quantmod using pip:
pip install quantmod
Or, using uv:
uv add quantmod
Modules
Data & Markets
Quant & Analytics
Quickstart
# Market data
from quantmod.markets import getData, getTicker
# Visualization
import quantmod.charts
# Option pricing models
from quantmod.models import (
OptionInputs,
Black76,
BlackScholes,
MonteCarloOptionPricing
)
# Risk measures
from quantmod.risk import (
RiskInputs,
ValueAtRisk,
ConditionalVaR,
VarBacktester
)
# Time series utilities
from quantmod.timeseries import *
# Technical indicators
from quantmod.indicators import ATR
# Derivatives (option chain analytics)
from quantmod.derivatives import maxpain
# Datasets
from quantmod.datasets import fetch_historical_data
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 detailed use cases and workflows.
Changelog
See the full list of changes here
Legal
quantmod is distributed under the Apache Software License.
See the LICENSE for details.
1 maintainer
Metadata
1 maintainer
Release files for quantmod 0.1.5
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| quantmod-0.1.5.tar.gz | 671.5 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| quantmod-0.1.5-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 1.1 MB
Release files / quantmod-0.1.5.tar.gz
| Download URL | quantmod-0.1.5.tar.gz |
|---|---|
| Size | 671.5 kB |
| Tags | Source |
|
SHA-256 checksum How to use checksums |
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No |
| Uploaded via |
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|
Release files / quantmod-0.1.5-py3-none-any.whl
| Download URL | quantmod-0.1.5-py3-none-any.whl |
|---|---|
| Size | 466.4 kB |
| Tags | Python 3 |
|
SHA-256 checksum How to use checksums |
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BLAKE2b-256 checksum How to use checksums |
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Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
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