quantmod


Namequantmod JSON
Version 0.0.3 PyPI version JSON
download
home_pagehttps://kannansingaravelu.com/
SummaryQuantmod Python Package
upload_time2024-09-25 16:01:04
maintainerNone
docs_urlNone
authorKannan Singaravelu
requires_python>=3.10
licenseApache License 2.0
keywords python quant quantmod quantmod-python
VCS
bugtrack_url
requirements No requirements were recorded.
Travis-CI No Travis.
coveralls test coverage No coveralls.
            **Quantmod Python Library**

**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:

```bash
pip install quantmod
```


## Modules

* [markets](https://kannansingaravelu.com/docs/site/markets/)
* [models](https://kannansingaravelu.com/docs/site/models/)
* [risk](https://kannansingaravelu.com/docs/site/risk/) 
* [timeseries](https://kannansingaravelu.com/docs/site/timeseries/)
* [indicators](https://kannansingaravelu.com/docs/site/indicators/)
* [derivatives](https://kannansingaravelu.com/docs/site/derivatives/)
* [datasets](https://kannansingaravelu.com/docs/site/datasets/)


## Quickstart

```py
# Retrieves market data & ticker object 
from quantmod.markets import getData, getTicker

# Option price
from quantmod.models import OptionInputs, BlackScholesOptionPricing, MonteCarloOptionPricing

# Risk measures
from quantmod.risk import RiskInputs, ValueAtRisk, ConditionalVaR, VarBacktester

# 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

# Datasets functions
from quantmod.datasets import fetch_historical_data
```
<br>
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](https://kannansingaravelu.com/) section for more details.


## Changelog
Refer [here](https://kannansingaravelu.com/docs/site/)


## Legal 
`quatmod` is distributed under the **Apache Software License**. See the [LICENSE.txt](https://www.apache.org/licenses/LICENSE-2.0.txt) file in the release for details.

            

Raw data

            {
    "_id": null,
    "home_page": "https://kannansingaravelu.com/",
    "name": "quantmod",
    "maintainer": null,
    "docs_url": null,
    "requires_python": ">=3.10",
    "maintainer_email": null,
    "keywords": "python, quant, quantmod, quantmod-python",
    "author": "Kannan Singaravelu",
    "author_email": "inquant@outlook.com",
    "download_url": "https://files.pythonhosted.org/packages/35/06/fa5546a25941e4087f804268e9c09a8d8b960ab8b2124822cc17866daa40/quantmod-0.0.3.tar.gz",
    "platform": "any",
    "description": "**Quantmod Python Library**\n\n**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.\n\n\n## Installation\nThe easiest way to install quantmod is using pip:\n\n```bash\npip install quantmod\n```\n\n\n## Modules\n\n* [markets](https://kannansingaravelu.com/docs/site/markets/)\n* [models](https://kannansingaravelu.com/docs/site/models/)\n* [risk](https://kannansingaravelu.com/docs/site/risk/) \n* [timeseries](https://kannansingaravelu.com/docs/site/timeseries/)\n* [indicators](https://kannansingaravelu.com/docs/site/indicators/)\n* [derivatives](https://kannansingaravelu.com/docs/site/derivatives/)\n* [datasets](https://kannansingaravelu.com/docs/site/datasets/)\n\n\n## Quickstart\n\n```py\n# Retrieves market data & ticker object \nfrom quantmod.markets import getData, getTicker\n\n# Option price\nfrom quantmod.models import OptionInputs, BlackScholesOptionPricing, MonteCarloOptionPricing\n\n# Risk measures\nfrom quantmod.risk import RiskInputs, ValueAtRisk, ConditionalVaR, VarBacktester\n\n# Calculates price return of different time period.\nfrom quantmod.timeseries import *\n\n# Technical indicators\nfrom quantmod.indicators import ATR\n\n# Derivatives functions\nfrom quantmod.derivatives import maxpain\n\n# Datasets functions\nfrom quantmod.datasets import fetch_historical_data\n```\n<br>\nNote: 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.\n\n\n## Examples\nRefer to the [examples](https://kannansingaravelu.com/) section for more details.\n\n\n## Changelog\nRefer [here](https://kannansingaravelu.com/docs/site/)\n\n\n## Legal \n`quatmod` is distributed under the **Apache Software License**. See the [LICENSE.txt](https://www.apache.org/licenses/LICENSE-2.0.txt) file in the release for details.\n",
    "bugtrack_url": null,
    "license": "Apache License 2.0",
    "summary": "Quantmod Python Package",
    "version": "0.0.3",
    "project_urls": {
        "Homepage": "https://kannansingaravelu.com/"
    },
    "split_keywords": [
        "python",
        " quant",
        " quantmod",
        " quantmod-python"
    ],
    "urls": [
        {
            "comment_text": "",
            "digests": {
                "blake2b_256": "f9f64c1606c1cd3f080dbb75a46e5fdb9b92050e13efbf35f93516f4389152ad",
                "md5": "9c7af9a1895b935d61a27a52d8d9c387",
                "sha256": "3f52e3c6bdb956b01575c1a4cd978c2877309f9d5bf2b2d09221af9c6698dea2"
            },
            "downloads": -1,
            "filename": "quantmod-0.0.3-py3-none-any.whl",
            "has_sig": false,
            "md5_digest": "9c7af9a1895b935d61a27a52d8d9c387",
            "packagetype": "bdist_wheel",
            "python_version": "py3",
            "requires_python": ">=3.10",
            "size": 428099,
            "upload_time": "2024-09-25T16:01:02",
            "upload_time_iso_8601": "2024-09-25T16:01:02.457290Z",
            "url": "https://files.pythonhosted.org/packages/f9/f6/4c1606c1cd3f080dbb75a46e5fdb9b92050e13efbf35f93516f4389152ad/quantmod-0.0.3-py3-none-any.whl",
            "yanked": false,
            "yanked_reason": null
        },
        {
            "comment_text": "",
            "digests": {
                "blake2b_256": "3506fa5546a25941e4087f804268e9c09a8d8b960ab8b2124822cc17866daa40",
                "md5": "733748fe85909c9d4f546ba33892f6e2",
                "sha256": "c62fa996a3632037f71f8ee85e8f5c1ad7d48087eefb17e4a9c0f2718d9692c6"
            },
            "downloads": -1,
            "filename": "quantmod-0.0.3.tar.gz",
            "has_sig": false,
            "md5_digest": "733748fe85909c9d4f546ba33892f6e2",
            "packagetype": "sdist",
            "python_version": "source",
            "requires_python": ">=3.10",
            "size": 423080,
            "upload_time": "2024-09-25T16:01:04",
            "upload_time_iso_8601": "2024-09-25T16:01:04.392360Z",
            "url": "https://files.pythonhosted.org/packages/35/06/fa5546a25941e4087f804268e9c09a8d8b960ab8b2124822cc17866daa40/quantmod-0.0.3.tar.gz",
            "yanked": false,
            "yanked_reason": null
        }
    ],
    "upload_time": "2024-09-25 16:01:04",
    "github": false,
    "gitlab": false,
    "bitbucket": false,
    "codeberg": false,
    "lcname": "quantmod"
}
        
Elapsed time: 3.90806s