quantmod 0.1.5

Quantitative finance toolkit for Python — markets, options, risk, and time series

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

• datasets
• database
• markets
• derivatives

Quant & Analytics

• charts
• models
• risk
• indicators
• timeseries

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.