FirmAnalysis

A Python tool to generate optimal execution reports for trading strategies, including detailed Word documents and summary Excel files. https://blockhouse1.notion.site/Report-Generation-e36d8fb6fd9c4282be7c43c63206a24e?pvs=74

Features

• Data Import: Downloads financial data from Yahoo Finance.
• Cost Calculation: Applies the Almgren-Chriss model and compares LSTM savings against TWAP and VWAP benchmarks.
• Report Generation: Creates Word documents with embedded graphs and tables.
• Summary Report: Outputs a summary Excel report with key metrics.

Requirements

• Python: 3.x
• Required Libraries:
  • matplotlib
  • numpy
  • pandas
  • yfinance
  • docx
  • joblib
  • bisect

Usage

1. Clone the repository:

   git clone https://github.com/your-username/FirmAnalysis.git
   cd FirmAnalysis

2. Run the scripts:

   python rename_xlsx.py
   python report.py

3. Outputs:

   • Word Document: A detailed report with embedded graphs and tables.
   • Excel File: Summary_Report.xlsx containing key metrics from all processed datasets.

Summary of the Structure:

• Headers: Each section has clear headers.
• Bullet Points: Used for lists, such as features and requirements.
• Code Blocks: For commands and scripts to be run.
• Numbered Steps: For sequential instructions under usage.