Metadata-Version: 2.3
Name: awt-quant
Version: 0.1.0
Summary: Advanced Quantitative Forecasting with SPDE, GARCH, and LLMs
License: MIT
Author: William R. Astley
Author-email: william.astley@algebraicwealth.com
Requires-Python: >=3.12,<3.13
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.12
Provides-Extra: cpu
Provides-Extra: cuda
Requires-Dist: gluonts (>=0.14.4,<0.15.0)
Requires-Dist: huggingface_hub (>=0.29.1,<0.30.0)
Requires-Dist: matplotlib (>=3.10.1,<4.0.0)
Requires-Dist: numpy (>=1.26.0,<2.0.0)
Requires-Dist: pandas (<2.2.0)
Requires-Dist: scipy (>=1.15.2,<2.0.0)
Requires-Dist: torch (==2.6.0+cu118) ; extra == "cpu" or extra == "cuda"
Requires-Dist: torchaudio (==2.6.0+cu118) ; extra == "cpu" or extra == "cuda"
Requires-Dist: torchvision (==0.21.0+cu118) ; extra == "cpu" or extra == "cuda"
Requires-Dist: wandb (>=0.19.7,<0.20.0)
Requires-Dist: yfinance (>=0.2.31,<0.3.0)
Project-URL: Homepage, https://github.com/pr1m8/awt_quant
Project-URL: Repository, https://github.com/pr1m8/awt_quant
Description-Content-Type: text/markdown

# SPDE Monte Carlo Simulator

A Python package for simulating various stochastic partial differential equations commonly used in financial modeling.
https://huggingface.co/time-series-foundation-models/Lag-Llama
## Features

- Geometric Brownian Motion (GBM)
- Heston Model
- Cox-Ingersoll-Ross (CIR) Model
- Ornstein-Uhlenbeck (OU) Process
- Merton Jump Diffusion (MJD) Model

## Installation

```bash
poetry install
```

## Usage

```python
from spde_mc_simulator import SPDEMCSimulator

# Initialize simulator
simulator = SPDEMCSimulator(
    symbol='AAPL',
    start_date='2022-01-01',
    end_date='2022-03-01',
    dt=1,
    num_paths=1000,
    eq='gbm'
)

# Run simulation
simulator.download_data()
simulator.set_parameters()
simulator.simulate()
simulator.plot_simulation()
```

## Models

### Geometric Brownian Motion (GBM)
Standard model for stock price movements assuming log-normal distribution.

### Heston Model
Stochastic volatility model that captures volatility clustering.

### Cox-Ingersoll-Ross (CIR)
Mean-reverting square-root process, commonly used for interest rates.

### Ornstein-Uhlenbeck (OU)
Mean-reverting process useful for modeling mean-reverting financial quantities.

### Merton Jump Diffusion (MJD)
Extends GBM with jump components to capture sudden price movements.

## License

MIT 
