/quantflow

Quantitative finance and derivative pricing

Primary LanguagePythonBSD 3-Clause "New" or "Revised" LicenseBSD-3-Clause

PyPI version Python versions Python downloads build codecov

Quantitative analysis and pricing tools.

Documentation is available as quantflow jupyter book.

Installation

pip install quantflow

btcvol

Modules

Command line tools

The command line tools are available when installing with the extra cli and data dependencies.

pip install quantflow[cli,data]

It is possible to use the command line tool qf to download data and run pricing and calibration scripts.