openbb-quantitative

The openbb-quantitative extension provides API access to common quantitative models and statistical analysis, with a focus on time series.

Installation

pip install openbb-quantitative

Dependencies

Installation includes a new router path (obb.quantitative), and additional Python libraries:

• pandas-ta-openbb
  • scipy
  • statsmodels

Post Installation

After installation, rebuild the Python Interface.

openbb-build

Endpoints

The obb.quantitative namespace includes:

>>> from openbb import obb
>>> obb.quantitative

/quantitative
    capm
    normality
    /performance
        omega_ratio
        sharpe_ratio
        sortino_ratio
    /rolling
        kurtosis
        mean
        quantile
        skew
        stdev
        variance
    /stats
        kurtosis
        mean
        quantile
        skew
        stdev
        variance
    summary
    unitroot_test

Go to the reference page for function, parameter, and response descriptions, as well as code examples.