EcoFin is a Python library developed for financial quantitative analysts and developers. The final goal is to provide a library that covers most of the topics related to quantitative finance:

• Financial mathematics tools
• Stochastical processes tools
• Montecarlo simulations
• Financial statistical tools
• Option pricing using binomial tree models
• Black, Scholes and Merton model
• Option greeks analysis
• Volatility smile/surface computation
• Equity VIX computation (classical and CBOE method)
• Markowitz asset allocation model
• Black and Litterman asset allocation model
• Implied Volatility Spread (IVS) analysis
• Option Price Spread (OPS) analysis

The strength of this project is to enclose in a single library all the quantitative finance functions from data download to data analysis, in order to realize complete investment strategies.
To start using this library, take a look at the Examples folder.

To install the library package, type in your terminal

pip install EcoFin

Created by Luca Camerani, University of Milano-Bicocca and released under the "BSD Open Source License".