Metadata-Version: 2.1
Name: qis
Version: 1.0.8
Summary: Implementation of visualisation and reporting analytics for Quantitative Investment Strategies
Home-page: https://github.com/ArturSepp/QuantInvestStrats
License: LICENSE.txt
Keywords: quantitative,investing,portfolio optimization,systematic strategies,volatility
Author: Artur Sepp
Author-email: artursepp@gmail.com
Maintainer: Artur Sepp
Maintainer-email: artursepp@gmail.com
Requires-Python: >=3.8,<3.11
Classifier: Development Status :: 4 - Beta
Classifier: Environment :: Console
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Intended Audience :: Science/Research
Classifier: License :: OSI Approved :: MIT License
Classifier: License :: Other/Proprietary License
Classifier: Natural Language :: English
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.8
Classifier: Programming Language :: Python :: 3.9
Classifier: Programming Language :: Python :: 3.10
Classifier: Programming Language :: Python :: 3 :: Only
Classifier: Programming Language :: Python :: 3.10
Classifier: Programming Language :: Python :: 3.8
Classifier: Programming Language :: Python :: 3.9
Classifier: Topic :: Office/Business :: Financial :: Investment
Requires-Dist: PyYAML (>=6.0)
Requires-Dist: SQLAlchemy (>=1.4.46)
Requires-Dist: easydev (>=0.12.0)
Requires-Dist: fsspec (>=2022.11.0)
Requires-Dist: matplotlib (>=3.2.2)
Requires-Dist: numba (>=0.56.4)
Requires-Dist: numpy (>=1.22.4)
Requires-Dist: pandas (>=1.5.2)
Requires-Dist: psycopg2 (>=2.9.5)
Requires-Dist: pyarrow (>=10.0.1)
Requires-Dist: scipy (>=1.10)
Requires-Dist: seaborn (>=0.12.2)
Requires-Dist: statsmodels (>=0.13.5)
Requires-Dist: tabulate (>=0.9.0)
Project-URL: Documentation, https://github.com/ArturSepp/QuantInvestStrats
Project-URL: Issues, https://github.com/ArturSepp/QuantInvestStrats/issues
Project-URL: Personal website, https://artursepp.com
Project-URL: Repository, https://github.com/ArturSepp/QuantInvestStrats
Description-Content-Type: text/markdown

# READ ME

QIS stands for Quantitative investment strategies. The package implements analytics for analysis,
simulation, and visualization of quantitative strategies 

## **Installation**

```python 
pip install qis
```

## **Analytics**

The QIS package is split into subpackages based on the scope level.

The inclusion level is from a low dependency to higher dependency subpackages:


1. utils is low level utilities for pandas and numpy operations

2. perfstats is subpackage for performance statistics related to returns, volatilities, etc.

3. plots is subpackage for plotting apis

4. models includes several modules for analytical models split by applications

5. portfolio is a high level package for analysis, simulation, and reporting of quant strategies

6. data is a stand-alone package for data fetching using external apis

7. example is modul with examples of QIS analytics



