Macrosynergy Quant Research Package
Project description
Macrosynergy Quant Research
Macrosynergy research package contains 5 subpackages:
[1] management: simulates, analyses and reshapes standard quantamental dataframes.
[2] panel: analyses and visualizes panels of quantamental data.
[3] signal: transforms quantamental indicators into trading signals and does naive analysis.
[4] pnl: constructs portfolios based on signals, applies risk management and analyses realistic PnLs.
[5] dataquery: interface for donwloading data from JP Morgan DataQuery, with main module api.py
.
Installation
The easiest method for installing the package is to use the PyPI installation:
pip install macrosynergy
Alternatively, we you want to install the package directly from the GitHub repository using
pip install https://github.com/macrosynergy/macrosynergy@main
for the latest stable version. Alternatively for the cutting edge development version, install the package from the
develop
branch as
pip install https://github.com/macrosynergy/macrosynergy@development
Project details
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
Built Distribution
Hashes for macrosynergy-0.0.13-py3-none-any.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | 0cb9530a5caa68bed9cd1ed2664e9b0232e90d888aa1c5cabc8a5af7597b851e |
|
MD5 | 44866133174d36ec48720a31f5de636f |
|
BLAKE2b-256 | 49f1ca98ed59141ae818ff7ec7c2b4fead2aded7f5598a307c041686ec5ded30 |