Metadata-Version: 2.4
Name: quantspt
Version: 0.0.1.dev0
Summary: Stochastic Portfolio Theory toolkit for quantitative finance — functionally generated portfolios, relative arbitrage, excess growth optimization.
Author: Aheli Poddar
License: MIT
Project-URL: Homepage, https://github.com/XAheli/quantspt
Project-URL: Documentation, https://quantspt.readthedocs.io
Project-URL: Repository, https://github.com/XAheli/quantspt
Project-URL: Issues, https://github.com/XAheli/quantspt/issues
Keywords: stochastic-portfolio-theory,quantitative-finance,portfolio-optimization,relative-arbitrage,excess-growth-rate,fernholz
Classifier: Development Status :: 1 - Planning
Classifier: Intended Audience :: Science/Research
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Topic :: Scientific/Engineering :: Mathematics
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.10
Classifier: Programming Language :: Python :: 3.11
Classifier: Programming Language :: Python :: 3.12
Classifier: Programming Language :: Python :: 3.13
Requires-Python: >=3.10
Description-Content-Type: text/markdown

# quantspt

**Stochastic Portfolio Theory toolkit for quantitative finance.**

A production-grade Python library implementing E. Robert Fernholz's Stochastic Portfolio Theory — functionally generated portfolios, relative arbitrage detection, excess growth rate optimization, rank-based investing, and Atlas model calibration.

> ⚠️ **Under active development.** Full release coming soon.

## Installation

```bash
pip install quantspt
```

## Features (planned)

- Functionally generated portfolios (diversity, entropy, custom generating functions)
- Excess growth rate computation and optimization (γ*)
- Relative arbitrage detection and construction
- Rank-based portfolio dynamics with local times
- Atlas model calibration and simulation
- Market diversity and concentration measures
- Production backtesting with realistic transaction costs
- Multiple data source adapters (CRSP, Yahoo Finance, Bloomberg)

## License

MIT
