Installation ============= Sigma-Quant can be installed using ``pip``: .. code-block:: bash pip install sigma-quant Import ~~~~~~~~~~~~~~~~~~~~ The recommended import pattern is the following: .. code-block:: python import sigmaquant as qt For subpackage-oriented imports: .. code-block:: python from sigmaquant.performance import sharpe_ratio, drawdown from sigmaquant.research.autocorr import ljung_box Example ~~~~~~~~~~~~~~~~~~~~ .. code-block:: python import numpy as np import sigmaquant as qt returns = np.array([0.2, 0.3, -0.5, 0.7, 0.2, 0.1, -0.7]) qt.sharpe_ratio( returns, frequency="D", ) .. toctree:: :maxdepth: 1