Antony Kotsampaseris’ Post

I just published a new open-source Python package! financial-data-validation: Lightweight statistical validation for financial time series data. (https://lnkd.in/dXqE8qpx) The problem: When building synthetic market data, I needed to validate that generated price paths were statistically realistic. statsmodels has all the tests, but it's 50+ MB with complex dependencies. The solution: Extract only what matters for finance into a 2MB package. What it does: ✓ 6 statistical tests (Ljung-Box, ARCH, Jarque-Bera, KS, Variance Ratio, Runs) ✓ Validates 100,000 paths in ~0.5 seconds ✓ Works with GBM, GARCH, Heston, or any stochastic model ✓ numpy + scipy only Check it out: PyPI: pip install financial-data-validation GitHub: https://lnkd.in/dPEc85gP Feedback welcome. #OpenSource #Python #QuantFinance #AlgoTrading #MachineLearning

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