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spd-trading

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0.1.3 spd_trading-0.1.3-py3-none-any.whl

Wheel Details

Project: spd-trading
Version: 0.1.3
Filename: spd_trading-0.1.3-py3-none-any.whl
Download: [link]
Size: 17762
MD5: 8e4dc2144fcd0bfd675d98a34627ff80
SHA256: d3c14e98a1ca5397a8acc18b4e782f68dc086d316a0e158a3ca8b071fe729fe9
Uploaded: 2021-07-05 19:58:17 +0000

dist-info

METADATA · WHEEL · RECORD · top_level.txt

METADATA

Metadata-Version: 2.1
Name: spd-trading
Version: 0.1.3
Summary: Estimates the Risk Neutral Density and Historical Density of an underlying and suggests trading intervals based on the Pricing Kernel.
Author: franwe
Author-Email: franziska.wehrmann[at]gmail.com
Home-Page: https://github.com/franwe/spd_trading
Project-Url: Documentation, https://spd_trading.readthedocs.io/en/latest/
Project-Url: Code, https://github.com/franwe/spd_trading
License: MIT
Requires-Python: >=3.9
Requires-Dist: numpy (==1.21.0)
Requires-Dist: pandas (==1.3.0)
Requires-Dist: scipy (==1.7.0)
Requires-Dist: arch (==4.19)
Requires-Dist: localpoly (==0.1.4)
Requires-Dist: sklearn (==0.0)
Requires-Dist: matplotlib (==3.4.2)
Requires-Dist: statsmodels (==0.12.2)
Description-Content-Type: text/markdown
[Description omitted; length: 1674 characters]

WHEEL

Wheel-Version: 1.0
Generator: bdist_wheel (0.36.2)
Root-Is-Purelib: true
Tag: py3-none-any

RECORD

Path Digest Size
spd_trading/__init__.py sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU 0
spd_trading/historical_density.py sha256=xIDTIZ8dqGKtSRU0OkNj1qSLw6qDnZul8C-XgwNnJzs 15135
spd_trading/kernel.py sha256=kj8m1q6eUs3y4rQ6fGpkAhAae-HzLAaR2KeEHJk1xZ0 6485
spd_trading/risk_neutral_density.py sha256=sKDWSQwpIJ6ZFXvbtyNomHbDpzblSwkV5pgpiH7VivA 14191
spd_trading/config/__init__.py sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU 0
spd_trading/config/core.py sha256=2BkXZjWs-mCyj47bs0FT21BNqYN5MTgHIYON3DlEAkE 3276
spd_trading/utils/__init__.py sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU 0
spd_trading/utils/density.py sha256=o41f6_YzCa1uvYRFv3yNTAPzxc3esLYcU5Ourzb8aGs 3288
spd_trading/utils/smoothing.py sha256=XO9MfTe0m91vzg5bQMg6gi2hTcxanlVhNpkK_w3Yi8Q 2180
spd_trading-0.1.3.dist-info/LICENSE sha256=XQay6eZ987h-2_fbkVygEfYCUFG19-EfmXsuON2R4BM 1063
spd_trading-0.1.3.dist-info/METADATA sha256=SZbzo_5JWDJLKXqmWiOvPNC_wlhdoUktZsS3HHjAVug 2470
spd_trading-0.1.3.dist-info/WHEEL sha256=OqRkF0eY5GHssMorFjlbTIq072vpHpF60fIQA6lS9xA 92
spd_trading-0.1.3.dist-info/top_level.txt sha256=0waD444vu7DG5As8sFcJjEgy4CGHEUQLid-MYkVCROo 12
spd_trading-0.1.3.dist-info/RECORD — —

top_level.txt

spd_trading