# QuantFinLib
<h1 align='center'>
<img src="./_static/quantfinlib_logo.png" alt="QuantFinLib Logo" width="60"/>
</h1><br>
<h3 style='background-color:red; color:white; padding:20px'>This library is pre-alpha, please only use it for development testing</h2>
```
$ pip install quantfinlib
```
[](https://github.com/quantfinlib/quantfinlib/blob/main/LICENSE)
[](https://pypi.org/project/quantfinlib/)
[](https://pypi.org/project/quantfinlib/)
[](https://github.com/quantfinlib/quantfinlib/actions/workflows/deploy.yml)
[](https://coveralls.io/github/quantfinlib/quantfinlib?branch=main)
[](https://quantfinlib.readthedocs.io/en/latest/)
QuantFinLib is a comprehensive Python library designed for quantitative finance. It offers a wide range
of tools with applications in quantitative finance, including machine learning,
asset management, portfolio optimization, time series transformations, indicators, labeling, feature engineering,
stochastic simulation, randomization tests, and backtesting.
Quantfinlib provide robust and well-designed
solutions for financial data analysis, modeling, and trading strategy development.
Quantfinlib is and always will be open source. Everyone is encouraged to add new features and contribute. Quantfinlib is free to use under the MIT license.
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