Portfolio Theory, Options Theory, & Quant Finance
Implementing many different methods and popular analysis tools in Python. This repository is built with a particular bias for options and quantitative analysis. You can find lots of usable data and various algorithms to use in your own analysis. Also, feel free to contribute any methods that interest you.
If you found this useful, you can find more useful applications of quant finance on Spawner.
Using a python3 environment, run the following to install all the libraries used in this repository:
pip install -r requirements.txtRecommend using virtualenv to sandbox your work
Recommend using Anaconda. Anaconda does not come with TensorFlow or Keras so you will need to install those seperately.
pip install pyex tensorflow kerasFor additional information on installing TensorFlow, Keras, and Prophet
If you do not wish to use Anaconda, the following should satisfy the requirements:
pip install pyex pandas numpy matplotlib scipy scikit-learn tensorflow keras