Metadata-Version: 2.1
Name: sigpytch
Version: 1.0.0
Summary: Quantitative models and metrics used in the SIG at UCSD quarterly stock pitches.
Author-email: Pranay Jha <pranay.jha@gmail.com>, Shaurya Raswan <shauryaraswan1@gmail.com>
Project-URL: Homepage, https://github.com/SustainableInvestmentGroupUCSD/SIGPytch
Project-URL: Bug Tracker, https://github.com/SustainableInvestmentGroupUCSD/SIGPytch/issues
Classifier: Programming Language :: Python :: 3
Classifier: License :: OSI Approved :: BSD License
Classifier: Operating System :: OS Independent
Requires-Python: >=3.8
Description-Content-Type: text/markdown
License-File: LICENSE

# SIGPytch
Quantitative models and metrics used in the SIG at UCSD quarterly stock pitches.
## Install
`pip install sigpytch`
## Requirements
This project requires the following libraries:
- [numpy](https://numpy.org/news/#releases)
- [pandas](https://pandas.pydata.org/)
## Models
### Annualized Rolling Sharpe
`rolling_sharpe(daily_returns: pd.Series, risk_free_rate: pd.Series, window: int)`
