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 domain model which has exchanges, symbols, markets,
price histories, price processes, images, books, contracts of different
types, pricers, pricing preferences, and reports.

Quant has a domain-specific language (Quant DSL) for expressing and
evaluating contracts in a generic manner.

Quant has a Web user interface, and an API for machine clients. Quant has a
flexible role-based access controller. There is a Web admin interface, and
also command line programs to support site setup and administration.

Quant can be extended by adding new price processes, custom contract types,
and alternative pricers. Quant is currently distributed with a Black Scholes
price process. There are contract types for American, Binary, European,
Futures, and for expressing contracts with Quant DSL. There are pricers
implementing the Monte Carlo, binomial tree, and Black Scholes methods. There
is a pricer for contract types based on the Quant DSL which involves the
Longstaff Schwartz least-squares Monte Carlo (LSM) method.

Other features we are planning to implement include:

    * Market prices pulled from exchange APIs;
    * Integration with common spreadsheet applications;
    * State machine enhancements to DSL;
    * Different price processes (e.g local volatility).

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>`_.


