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Releases: MeridianAlgo/Python-Packages

v4.1.0

11 Oct 01:15
@MeridianAlgo MeridianAlgo
v4.1.0
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🚀 MeridianAlgo v4.1.0 - Quantum Edition

The Ultimate Quantitative Development Platform

We're excited to announce the release of MeridianAlgo v4.1.0 - Quantum Edition, a major milestone that transforms quantitative finance development in Python. This release delivers institutional-grade capabilities with unprecedented performance and comprehensive functionality.

🎉 What's New in v4.1.0

🌟 Complete Platform Overhaul

  • All 7 Core Modules fully functional and tested
  • Unified API for seamless integration across all features
  • 200+ Technical Indicators including native implementations + TA library integration
  • Production-Ready Codebase with comprehensive error handling

📚 Comprehensive Documentation

  • Massive README Update with 50+ detailed examples
  • Real-World Use Cases from basic analysis to advanced strategies
  • Complete API Coverage with working code examples
  • Professional Documentation suitable for institutional use

🏗️ Core Architecture

  • Modular Design with optional dependencies
  • Graceful Degradation when optional packages unavailable
  • Performance Optimized with intelligent caching
  • Memory Efficient processing for large datasets

🚀 Key Features

📊 Technical Analysis (200+ Indicators)

  • 50+ Native Indicators: RSI, MACD, Bollinger Bands, Stochastic, Williams %R, ADX, Aroon, Parabolic SAR, Ichimoku Cloud
  • 150+ TA Library Integration: Complete integration with the TA library
  • Advanced Pattern Recognition: Candlestick patterns, chart patterns, support/resistance
  • Custom Indicator Framework: Build your own indicators with JIT compilation

🏦 Portfolio Management

  • Modern Portfolio Theory: Efficient frontier, mean-variance optimization
  • Advanced Models: Black-Litterman, Risk Parity, Hierarchical Risk Parity
  • Performance Attribution: Factor analysis, benchmark comparison, tracking error
  • Transaction Cost Analysis: Market impact models, optimal execution algorithms

⚠️ Risk Management

  • Value at Risk (VaR): Historical, Parametric, Monte Carlo methods
  • Expected Shortfall (CVaR): Tail risk analysis with confidence intervals
  • Stress Testing: Historical scenarios, Monte Carlo simulation
  • Real-time Monitoring: Customizable alerts and dashboards

🤖 Machine Learning

  • Feature Engineering: 500+ financial features
  • Advanced Models: LSTM, Transformers, Ensemble methods
  • Time Series Validation: Walk-forward analysis, purged cross-validation
  • Model Deployment: Versioning, A/B testing, performance monitoring

🔄 Backtesting Engine

  • Event-Driven Architecture: Realistic market simulation
  • Order Management: All order types, partial fills, slippage modeling
  • Performance Analytics: 50+ metrics, drawdown analysis
  • Parallel Processing: GPU acceleration support

💰 Fixed Income & Derivatives

  • Bond Pricing: Yield curve construction, duration, convexity
  • Options Pricing: Black-Scholes, binomial trees, Monte Carlo
  • Interest Rate Models: Vasicek, CIR, Hull-White
  • Exotic Derivatives: Barrier options, Asian options, structured products

📦 Installation

# Standard installation
pip install meridianalgo==4.1.0

# With machine learning support
pip install meridianalgo[ml]

# With all optional dependencies
pip install meridianalgo[all]
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