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pyQuafi

pyQuafi (said "pie-coffee") is a modular (and evolving!) Python code base that touches upon various aspects of quantitative finance.

Dependencies

Make sure you have Python 3 installed. The following dependencies can be installed using pip:

pip install numpy scipy pandas matplotlib yfinance notebook

Organisation of repo

|-- examples
|-- pyQuafi
      |-- models
      |-- tvm
      |-- statistics

examples/ contains a collection of partially independent Jupyter notebooks on different topics and pyQuafi/ contains the source code.

Authors

  • Ashreya Jayaram

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