API Reference#

The Macrosynergy package supports financial market research and the development of trading strategies based on formats and conventions of the J.P. Morgan Macrosynergy Quantamental System (JPMaQS). JPMaQS provides quantitative-fundamental (quantamental) and market data in simple daily formats in accordance with the information state of markets.

Subpackages#

download

Downloading data from JP Morgan DataQuery.

learning

Creating ML solutions with quantamental data.

management

Managing, reshaping, and analyzing quantamental data.

panel

Panel methods for quantamental data.

pnl

Constructing portfolios based on signals and analyzing PnLs.

signal

Transforming quantamental indicators into trading signals.

visuals

Methods for visualizing quantamental data.

Index#

If you are looking for information on a specific function, class or method, skip directly to the module/package indices: