piwheels

spd-trading

Estimates the Risk Neutral Density and Historical Density of an underlying and suggests trading intervals based on the Pricing Kernel.

Installation

In a virtualenv (see these instructions if you need to create one):

pip3 install spd-trading

Dependencies

• sklearn
• statsmodels
• arch
• localpoly
• matplotlib
• numpy
• scipy
• pandas

Releases

Version	Released	Bookworm Python 3.11	Trixie Python 3.13	Files
0.1.3	2021-07-05
spd_trading-0.1.3-py3-none-any.whl (17 KB)
0.1.2	2021-05-03
spd_trading-0.1.2-py3-none-any.whl (17 KB)
0.1.1	2021-05-03
spd_trading-0.1.1-py3-none-any.whl (17 KB)
0.1.0	2021-04-28
spd_trading-0.1.0-py3-none-any.whl (17 KB)

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