Metadata-Version: 2.1
Name: quant-experiment
Version: 1.0.2
Summary: Python module to get stock and option information through Wed Scraping and Alpha Vantage API
Home-page: https://github.com/liveoncecao/quant_experiment
Author: Quentin Sun
Author-email: qsun.career@gmail.com
License: MIT
Description: ================
        Quant_Experiment
        ================
        
        ..  image:: https://img.shields.io/pypi/v/quant_experiment.svg
            :target: https://pypi.python.org/pypi/quant_experiment
            :alt: PyPI Version
        
        ..  image:: https://img.shields.io/pypi/l/quant_experiment.svg
            :target: https://opensource.org/licenses/Apache-2.0
            :alt: License
        
        ..  image:: https://img.shields.io/pypi/pyversions/quant_experiment.svg
            :target: https://pypi.python.org/pypi/quant_experiment
            :alt: Python Version Support
        
        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
        
        3. 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.
        
Keywords: stocks,market,options,pricing,quant,quotes,tickers,symbol
Platform: UNKNOWN
Classifier: Development Status :: 3 - Alpha
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Topic :: Office/Business :: Financial :: Investment
Classifier: Topic :: Software Development :: Libraries :: Python Modules
Classifier: Operating System :: OS Independent
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.7
Description-Content-Type: text/x-rst
