[WIP] Add stock price data retrieval and documentation

[Copilot]

• Create quant101.ipynb Jupyter notebook covering:
  • Setup & dependencies (yfinance, pandas, numpy, matplotlib)
  • Section 1: Stock data retrieval — 20 years of US market history
  • Section 2: Daily-updated market data
  • Section 3: Data storage as pandas DataFrames and numpy arrays
  • Section 4: Quant-finance concepts explained for a physicist (returns, volatility, Sharpe ratio, moving averages, etc.)
  • Section 5: Basic strategies / tactics with live examples
• Add requirements.txt listing all needed Python packages
• Update README.md with usage instructions

Original prompt

I would like to write a entirely python based quantatative finace intro level software. You should first discuss and find and test some nice ways of obtaining all the nessecary stock price information (i would like the history information of past 20 years US stock market, and also a daily updated market value). these should be stored as either numpy arrays or pandas structure so I can in the future start testing out my ideas on these dataset. Reminding your self that I am a particle physicist so write documentation to me a complete biginner to any quantatative finance the basic ideas behind each every common tactics, commonly used terms in concise languages so I can start learning and trying stuff.

prepare things in the form of jupyter notebook.

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[EricWithTheC]

ok