quant-experiment

================ Quant_Experiment

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Features

• Realtime stock and option data: You can easily extract the latest stock and option information
• Option characteristics: Library provides you with option relevant characteristics based on Black-Scholes model

Installation

Installing With pip

.. code-block:: bash

$ pip install quant_experiment

Quickstart

Data is retrieved from Alpha Vantage API free services, make sure initializing a key variable first

.. code:: python

key = "YOUR_API_KEY"

1. Operation on stock data

.. code:: python

from quant_experiment import finproducts
    stock_demo = finproducts.Stock('AAPL',key)
    stock_demo.price #return realtime stock price
    stock_demo.latestTradingDay #lastest trading day
    stock_demo.volume #volume

2. Operation on option data

.. code:: python

from quant_experiment import finproducts
    option_demo = finproducts.VanillaOption('AAPL', 21, 6, 2019, 180, 'calls')
    #call option with expiration date 2019-06-21 and strike price 180
    option_demo.option_info()

Giving us output as:

.. figure:: https://github.com/liveoncecao/quant_experiment/blob/master/images/option_info.png?raw=true :alt: alias of image

1. Return option property based on Black-Scholes

.. code:: python

from quant_experiment import finproducts
    option_demo = finproducts.VanillaOption('AAPL', 21, 6, 2019, 180, 'calls')
    option_demo.BS_Info(key) #return implied volatility by default
    option_demo.BS_Info(key,'greeks') #return delta, gamma, vega, theta and rho

Contributing

All contributions are welcome.