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Recent Releases of quantflow

quantflow - v0.4.2

What's Changed

  • Add maturity to options dataframe by @lsbardel in https://github.com/quantmind/quantflow/pull/31

Full Changelog: https://github.com/quantmind/quantflow/compare/v0.4.1...v0.4.2

- Python
Published by lsbardel 10 months ago

quantflow - v0.4.1

What's Changed

  • Better standard for pyproject.toml by @lsbardel in https://github.com/quantmind/quantflow/pull/29
  • Better inputs for Vol Surface by @lsbardel in https://github.com/quantmind/quantflow/pull/30

Full Changelog: https://github.com/quantmind/quantflow/compare/v0.3.3...v0.4.1

- Python
Published by lsbardel 11 months ago

quantflow - v0.3.3

What's Changed

  • Add fiscal data by @lsbardel in https://github.com/quantmind/quantflow/pull/28

Full Changelog: https://github.com/quantmind/quantflow/compare/v0.3.2...v0.3.3

- Python
Published by lsbardel about 1 year ago

quantflow - v0.3.2

What's Changed

  • Fix SVJ model by @lsbardel in https://github.com/quantmind/quantflow/pull/22
  • Fix domain name after deploy by @lsbardel in https://github.com/quantmind/quantflow/pull/23
  • Add info when content interactive by @lsbardel in https://github.com/quantmind/quantflow/pull/24
  • Jump diffusion and hestonj use the same parameters by @lsbardel in https://github.com/quantmind/quantflow/pull/25
  • Add calibration for hestonj by @lsbardel in https://github.com/quantmind/quantflow/pull/26
  • Fix docs by @lsbardel in https://github.com/quantmind/quantflow/pull/27
  • Add Federal Reserve data

Full Changelog: https://github.com/quantmind/quantflow/compare/v0.3.1...v0.3.2

- Python
Published by lsbardel about 1 year ago

quantflow - v0.3.1

What's Changed

  • Add OHLC tool by @lsbardel in https://github.com/quantmind/quantflow/pull/14
  • Add path statistics by @lsbardel in https://github.com/quantmind/quantflow/pull/15
  • VS code notebooks by @lsbardel in https://github.com/quantmind/quantflow/pull/16
  • Restructure docs by @lsbardel in https://github.com/quantmind/quantflow/pull/17
  • Hurst exponent with OHLC by @lsbardel in https://github.com/quantmind/quantflow/pull/18
  • More docs by @lsbardel in https://github.com/quantmind/quantflow/pull/19
  • Add options and prices for crypto by @lsbardel in https://github.com/quantmind/quantflow/pull/20
  • Fix errors by @lsbardel in https://github.com/quantmind/quantflow/pull/21

Full Changelog: https://github.com/quantmind/quantflow/compare/v0.3.0...v0.3.1

- Python
Published by lsbardel over 1 year ago

quantflow - v0.3.0

What's Changed

  • Add fred data source by @lsbardel in https://github.com/quantmind/quantflow/pull/11
  • Fred charts by @lsbardel in https://github.com/quantmind/quantflow/pull/12
  • Keep track of commands by @lsbardel in https://github.com/quantmind/quantflow/pull/13
  • Sector performance command
  • Crypto commands
  • Deribit client

Full Changelog: https://github.com/quantmind/quantflow/compare/v0.2.9...v0.3.0

- Python
Published by lsbardel over 1 year ago

quantflow - v0.2.9

What's Changed

  • Use aio-fluid by @lsbardel in https://github.com/quantmind/quantflow/pull/6
  • Command line client installed as optional by @lsbardel in https://github.com/quantmind/quantflow/pull/7
  • Add search to client by @lsbardel in https://github.com/quantmind/quantflow/pull/9
  • Python 3.13 build in CI

Full Changelog: https://github.com/quantmind/quantflow/compare/v0.2.7...v0.2.9

- Python
Published by lsbardel over 1 year ago

quantflow - v0.2.7

  • support python 3.13 (but no build yet)

- Python
Published by lsbardel over 1 year ago

quantflow - v0.2.5

  • Support python 3.12

- Python
Published by lsbardel over 2 years ago

quantflow - v0.2.4

  • Fix sampling of Gaussian OU process
  • Fix bin.pdf utility
  • Fix DSP process (use the integrated log Laplace from CIR)

- Python
Published by lsbardel almost 3 years ago

quantflow - v0.2.3

  • critical bug fix that allows the library to work without the book group dependencies

- Python
Published by lsbardel almost 3 years ago

quantflow - v0.2.2

  • Option volatility surface
  • Calibration of Heston model to Vol surface
  • frequency domain, no longer fixed, it is calculated by stochastic process
  • Option alpha calculated dynamically
  • More tests

- Python
Published by lsbardel almost 3 years ago

quantflow - v0.2.1

  • Use pydantic
  • last version with unsupported processes

- Python
Published by lsbardel almost 3 years ago