Quantifi is a project aimed at providing quantitative finance utility functions and statistics, inspired by libraries like ffn and Riskfolio-Lib. For Python, written in Rust.
Quantifi aims to offer a comprehensive suite of features for quantitative finance, including:
- Financial Data Handling: Functions to manage and manipulate financial data.
- Statistical Analysis: Tools for statistical analysis and visualization of financial data.
- Portfolio Optimization: Advanced portfolio optimization techniques inspired by Riskfolio-Lib.
- Risk Management: Methods for assessing and managing financial risks.
- Performance Metrics: Calculation of performance metrics for various financial instruments and portfolios.
Quantifi is currently in its very early development stages. Installation instructions will be provided upon the first release.
Quantifi is developed for Python as a PyO3 extension of the Rust source.
Quantifi is inspired by the excellent following projects:
We highly appreciate the work done by these projects. Quantifi seeks to build upon these inspirations, not to copy or redistribute them.
We welcome contributions to Quantifi! Whether it's reporting a bug, submitting a feature request, or writing a patch, we appreciate your help.
Quantifi is licensed under the MIT License. See the LICENSE file for more details.
For any questions or suggestions, please open an issue on GitHub or contact the project maintainer.