humbldata
connects the humblfinance web app to its data sources and in-house analysis. A thin wrapper around the most popular open-source financial data providers, with some extra flair to use the same tools and math as the big guys. how do i know? because i used to pay a pretty penny for it! no longer... OSS is here to save the day!
- Mandelbrot Channel
- price channel of BUY / SELL levels used by the largest quant firms
- this is a popular indicator used to provide robust price boundaries for any asset, but no one has open-sourced it until now...
- Realized Volatility Estimators
- all volatility calculations in Euan Sinclar's book, plus 2 extra.
- β‘ lightning fast estimators use Rust under the hood
Insall with pip:
pip install humbldata
Install with poetry
poetry add humbldata
To understand the structure of this codebase, the commands available and how to contribute, please refer to the documentation