Welcome to Quant
----------------

Quant is an enterprise software application for quantitative analysis.
Quant combines `SciPy <http://www.scipy.org/>`_ and
`DomainModel <http://appropriatesoftware.net/domainmodel/Home.html>`_.

Quant contains a model of quantitative analysis in finance. The model has
object markets, symbols, exchanges, price processes, observations, books,
contract types, pricers, pricer preferences, and reports.

Quant can easily be extended to support custom price processes,
pricers, and contract types. Quant is written in Python.

Quant currently has implementations for a Black Scholes price process; a
Black Scholes pricer, a binomial tree pricer, a monte carlo pricer; and
contract types for european, american and futures contracts.

There is also a domain-specific language (Quant DSL) for expressing 
and evaluating contracts.

Other features we are planning to implement include:

    * RESTful API for remote machine clients;
    * Market prices pulled from exchange APIs;
    * Integration with common spreadsheet applications;
    * State machine enhancements to DSL;
    * Different price processes.

If you would like to suggest a feature, please get in touch!


Website
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Please visit the `Quant project website <http://appropriatesoftware.net/quant/Home.html>`_.


