Name | quantbullet JSON |
Version |
0.1.1
JSON |
| download |
home_page | |
Summary | Toolkit for swift quant analysis |
upload_time | 2024-02-24 19:49:04 |
maintainer | |
docs_url | None |
author | Yiming Zhang |
requires_python | >=3.9 |
license | MIT |
keywords |
|
VCS |
|
bugtrack_url |
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requirements |
No requirements were recorded.
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Travis-CI |
No Travis.
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coveralls test coverage |
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# quantbullet
`quantbullet` is a toolkit designed for streamlined quantitative analysis in finance. The goals for this package are:
1. To provide a practical set of tools for prototyping quantitative research ideas.
2. To integrate and test contemporary research findings, primarily from academic sources, ensuring they're actionable.
While I initially developed this package for my own needs, I intend to maintain it consistently. If it assists others in their endeavors, I consider that a success.
## Installation
```bash
$ pip install quantbullet
```
## Usage
1. Statistical Jump Models. See [this notebook](./docs/research/jump_model_prod.ipynb) for an example. Statistical jump models are a type of regime-switching model that applies clustering algorithms to temporal financial data, explicitly penalizing jumps between different financial regimes to capture true persistence in underlying regime-switching processes.
## Contributing
Interested in contributing? Check out the contributing guidelines. Please note that this project is released with a Code of Conduct. By contributing to this project, you agree to abide by its terms.
## License
`quantbullet` was created by Yiming Zhang. It is licensed under the terms of the MIT license.
## Credits
This project developement is generously supported by JetBrains softwares with their Open Source development license.
<img src="https://resources.jetbrains.com/storage/products/company/brand/logos/jb_beam.png" alt="JetBrains Logo (Main) logo." width=200>
`quantbullet` was created with [`cookiecutter`](https://cookiecutter.readthedocs.io/en/latest/) and the `py-pkgs-cookiecutter` [template](https://github.com/py-pkgs/py-pkgs-cookiecutter). [Python Packages](https://py-pkgs.org/) is an excellent resource for learning how to create and publish Python packages.
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"description": "# quantbullet\n\n`quantbullet` is a toolkit designed for streamlined quantitative analysis in finance. The goals for this package are:\n\n1. To provide a practical set of tools for prototyping quantitative research ideas.\n2. To integrate and test contemporary research findings, primarily from academic sources, ensuring they're actionable.\n\nWhile I initially developed this package for my own needs, I intend to maintain it consistently. If it assists others in their endeavors, I consider that a success.\n\n## Installation\n\n```bash\n$ pip install quantbullet\n```\n\n## Usage\n\n1. Statistical Jump Models. See [this notebook](./docs/research/jump_model_prod.ipynb) for an example. Statistical jump models are a type of regime-switching model that applies clustering algorithms to temporal financial data, explicitly penalizing jumps between different financial regimes to capture true persistence in underlying regime-switching processes.\n\n## Contributing\n\nInterested in contributing? Check out the contributing guidelines. Please note that this project is released with a Code of Conduct. By contributing to this project, you agree to abide by its terms.\n\n## License\n\n`quantbullet` was created by Yiming Zhang. It is licensed under the terms of the MIT license.\n\n## Credits\n\nThis project developement is generously supported by JetBrains softwares with their Open Source development license.\n\n<img src=\"https://resources.jetbrains.com/storage/products/company/brand/logos/jb_beam.png\" alt=\"JetBrains Logo (Main) logo.\" width=200>\n\n`quantbullet` was created with [`cookiecutter`](https://cookiecutter.readthedocs.io/en/latest/) and the `py-pkgs-cookiecutter` [template](https://github.com/py-pkgs/py-pkgs-cookiecutter). [Python Packages](https://py-pkgs.org/) is an excellent resource for learning how to create and publish Python packages.\n",
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