diff --git a/fincal/__init__.py b/pyfacts/__init__.py
similarity index 74%
rename from fincal/__init__.py
rename to pyfacts/__init__.py
index eb1fa13..cb9a512 100644
--- a/fincal/__init__.py
+++ b/pyfacts/__init__.py
@@ -1,4 +1,4 @@
 from .core import *
-from .fincal import *
+from .pyfacts import *
 from .statistics import *
 from .utils import *
diff --git a/fincal/__main__.py b/pyfacts/__main__.py
similarity index 100%
rename from fincal/__main__.py
rename to pyfacts/__main__.py
diff --git a/fincal/core.py b/pyfacts/core.py
similarity index 99%
rename from fincal/core.py
rename to pyfacts/core.py
index 7e70eae..37d4631 100644
--- a/fincal/core.py
+++ b/pyfacts/core.py
@@ -20,7 +20,7 @@ from typing import (
 
 from dateutil.relativedelta import relativedelta
 
-from .utils import FincalOptions, _parse_date, _preprocess_timeseries
+from .utils import PyfactsOptions, _parse_date, _preprocess_timeseries
 
 
 @dataclass(frozen=True)
@@ -908,7 +908,7 @@ class TimeSeriesCore:
         """
 
         if closest is None:
-            closest = FincalOptions.get_closest
+            closest = PyfactsOptions.get_closest
 
         time_delta_dict = {"exact": 0, "previous": -1, "next": 1}
 
@@ -983,7 +983,7 @@ class TimeSeriesCore:
             return self.data
 
         if string_date_format == "default":
-            string_date_format = FincalOptions.date_format
+            string_date_format = PyfactsOptions.date_format
 
         data = {datetime.datetime.strftime(dt, string_date_format): val for dt, val in self.data.items()}
         return data
@@ -1006,7 +1006,7 @@ class TimeSeriesCore:
             return list(self.data.items())
 
         if string_date_format == "default":
-            string_date_format = FincalOptions.date_format
+            string_date_format = PyfactsOptions.date_format
 
         data = [(datetime.datetime.strftime(dt, string_date_format), val) for dt, val in self.data.items()]
         return data
diff --git a/fincal/exceptions.py b/pyfacts/exceptions.py
similarity index 100%
rename from fincal/exceptions.py
rename to pyfacts/exceptions.py
diff --git a/fincal/fincal.py b/pyfacts/pyfacts.py
similarity index 99%
rename from fincal/fincal.py
rename to pyfacts/pyfacts.py
index 6e0543a..49d3633 100644
--- a/fincal/fincal.py
+++ b/pyfacts/pyfacts.py
@@ -11,7 +11,7 @@ from dateutil.relativedelta import relativedelta
 
 from .core import AllFrequencies, Frequency, Series, TimeSeriesCore, date_parser
 from .utils import (
-    FincalOptions,
+    PyfactsOptions,
     _find_closest_date,
     _interval_to_years,
     _is_eomonth,
@@ -540,7 +540,7 @@ class TimeSeries(TimeSeriesCore):
         sd = statistics.stdev(rolling_returns.values)
         if annualize_volatility:
             if traded_days is None:
-                traded_days = FincalOptions.traded_days
+                traded_days = PyfactsOptions.traded_days
 
             if return_period_unit == "months":
                 sd *= math.sqrt(12 / return_period_value)
diff --git a/fincal/statistics.py b/pyfacts/statistics.py
similarity index 99%
rename from fincal/statistics.py
rename to pyfacts/statistics.py
index e4ff194..6ef3f5e 100644
--- a/fincal/statistics.py
+++ b/pyfacts/statistics.py
@@ -2,9 +2,9 @@ import datetime
 import statistics
 from typing import Literal
 
-from fincal.core import date_parser
+from pyfacts.core import date_parser
 
-from .fincal import TimeSeries
+from .pyfacts import TimeSeries
 from .utils import _interval_to_years
 
 
diff --git a/fincal/utils.py b/pyfacts/utils.py
similarity index 98%
rename from fincal/utils.py
rename to pyfacts/utils.py
index 4391325..857d217 100644
--- a/fincal/utils.py
+++ b/pyfacts/utils.py
@@ -8,7 +8,7 @@ from .exceptions import DateNotFoundError, DateOutOfRangeError
 
 
 @dataclass
-class FincalOptions:
+class PyfactsOptions:
     date_format: str = "%Y-%m-%d"
     closest: str = "previous"  # next
     traded_days: int = 365
@@ -42,7 +42,7 @@ def _parse_date(date: str, date_format: str = None) -> datetime.datetime:
         return datetime.datetime.fromordinal(date.toordinal())
 
     if date_format is None:
-        date_format = FincalOptions.date_format
+        date_format = PyfactsOptions.date_format
 
     try:
         date = datetime.datetime.strptime(date, date_format)
diff --git a/setup.py b/setup.py
index 6fb6adb..da1b09f 100644
--- a/setup.py
+++ b/setup.py
@@ -3,8 +3,8 @@ from setuptools import find_packages, setup
 license = open("LICENSE").read().strip()
 
 setup(
-    name="Fincal",
-    version='0.0.1',
+    name="PyFacts",
+    version="0.0.1",
     license=license,
     author="Gourav Kumar",
     author_email="gouravkr@outlook.in",
diff --git a/tests/conftest.py b/tests/conftest.py
index d94c290..1bd9f5f 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -3,7 +3,7 @@ import math
 import random
 from typing import List
 
-import fincal as fc
+import pyfacts as pft
 import pytest
 from dateutil.relativedelta import relativedelta
 
@@ -55,7 +55,7 @@ def create_prices(s0: float, mu: float, sigma: float, num_prices: int) -> list:
 
 
 def sample_data_generator(
-    frequency: fc.Frequency,
+    frequency: pft.Frequency,
     start_date: datetime.date = datetime.date(2017, 1, 1),
     num: int = 1000,
     skip_weekends: bool = False,
@@ -90,11 +90,11 @@ def sample_data_generator(
 
     timedelta_dict = {
         frequency.freq_type: int(
-            frequency.value * num * (7 / 5 if frequency == fc.AllFrequencies.D and skip_weekends else 1)
+            frequency.value * num * (7 / 5 if frequency == pft.AllFrequencies.D and skip_weekends else 1)
         )
     }
     end_date = start_date + relativedelta(**timedelta_dict)
-    dates = fc.create_date_series(start_date, end_date, frequency.symbol, skip_weekends=skip_weekends, eomonth=eomonth)
+    dates = pft.create_date_series(start_date, end_date, frequency.symbol, skip_weekends=skip_weekends, eomonth=eomonth)
     values = create_prices(1000, mu, sigma, num)
     ts = list(zip(dates, values))
     return ts
diff --git a/tests/test_core.py b/tests/test_core.py
index 9a629e3..19557ef 100644
--- a/tests/test_core.py
+++ b/tests/test_core.py
@@ -3,9 +3,9 @@ import random
 from typing import Literal, Mapping, Sequence
 
 import pytest
-from fincal.core import AllFrequencies, Frequency, Series, TimeSeriesCore
-from fincal.fincal import create_date_series
-from fincal.utils import FincalOptions
+from pyfacts.core import AllFrequencies, Frequency, Series, TimeSeriesCore
+from pyfacts.pyfacts import create_date_series
+from pyfacts.utils import PyfactsOptions
 
 
 class TestFrequency:
@@ -141,9 +141,9 @@ class TestSlicing:
         assert ts.get("2021-02-23", -1) == -1
         assert ts.get("2021-02-10", closest="previous")[1] == 230
         assert ts.get("2021-02-10", closest="next")[1] == 240
-        FincalOptions.get_closest = "previous"
+        PyfactsOptions.get_closest = "previous"
         assert ts.get("2021-02-10")[1] == 230
-        FincalOptions.get_closest = "next"
+        PyfactsOptions.get_closest = "next"
         assert ts.get("2021-02-10")[1] == 240
 
     def test_contains(self):
diff --git a/tests/test_fincal.py b/tests/test_fincal.py
index 4265af3..f5fe63a 100644
--- a/tests/test_fincal.py
+++ b/tests/test_fincal.py
@@ -1,14 +1,14 @@
 import datetime
 
 import pytest
-from fincal import (
+from pyfacts import (
     AllFrequencies,
-    FincalOptions,
+    PyfactsOptions,
     Frequency,
     TimeSeries,
     create_date_series,
 )
-from fincal.exceptions import DateNotFoundError
+from pyfacts.exceptions import DateNotFoundError
 
 
 class TestDateSeries:
@@ -120,7 +120,7 @@ class TestTimeSeriesCreation:
 
 class TestTimeSeriesBasics:
     def test_fill(self, create_test_data):
-        FincalOptions.get_closest = "exact"
+        PyfactsOptions.get_closest = "exact"
         ts_data = create_test_data(frequency=AllFrequencies.D, num=50, skip_weekends=True)
         ts = TimeSeries(ts_data, frequency="D")
         ffill_data = ts.ffill()
@@ -253,7 +253,7 @@ class TestReturns:
     def test_date_formats(self, create_test_data):
         ts_data = create_test_data(AllFrequencies.D, skip_weekends=True)
         ts = TimeSeries(ts_data, "D")
-        FincalOptions.date_format = "%d-%m-%Y"
+        PyfactsOptions.date_format = "%d-%m-%Y"
         with pytest.raises(ValueError):
             ts.calculate_returns(
                 "2020-04-10", annual_compounded_returns=True, return_period_unit="days", return_period_value=90
@@ -265,7 +265,7 @@ class TestReturns:
         returns2 = ts.calculate_returns("01-04-2020", return_period_unit="days", return_period_value=90)
         assert round(returns1[1], 6) == round(returns2[1], 6) == 0.073632
 
-        FincalOptions.date_format = "%m-%d-%Y"
+        PyfactsOptions.date_format = "%m-%d-%Y"
         with pytest.raises(ValueError):
             ts.calculate_returns(
                 "2020-04-01", annual_compounded_returns=True, return_period_unit="days", return_period_value=90
@@ -278,7 +278,7 @@ class TestReturns:
         assert round(returns1[1], 6) == round(returns2[1], 6) == 0.073632
 
     def test_limits(self, create_test_data):
-        FincalOptions.date_format = "%Y-%m-%d"
+        PyfactsOptions.date_format = "%Y-%m-%d"
         ts_data = create_test_data(AllFrequencies.D)
         ts = TimeSeries(ts_data, "D")
         with pytest.raises(DateNotFoundError):
@@ -468,7 +468,7 @@ class TestReturnsAgain:
 
     def test_date_formats(self):
         ts = TimeSeries(self.data, frequency="M")
-        FincalOptions.date_format = "%d-%m-%Y"
+        PyfactsOptions.date_format = "%d-%m-%Y"
         with pytest.raises(ValueError):
             ts.calculate_returns(
                 "2020-04-10", annual_compounded_returns=True, return_period_unit="days", return_period_value=90
@@ -480,7 +480,7 @@ class TestReturnsAgain:
         returns2 = ts.calculate_returns("10-04-2020", return_period_unit="days", return_period_value=90)
         assert round(returns1[1], 4) == round(returns2[1], 4) == 5.727
 
-        FincalOptions.date_format = "%m-%d-%Y"
+        PyfactsOptions.date_format = "%m-%d-%Y"
         with pytest.raises(ValueError):
             ts.calculate_returns(
                 "2020-04-10", annual_compounded_returns=True, return_period_unit="days", return_period_value=90
@@ -494,7 +494,7 @@ class TestReturnsAgain:
 
     def test_limits(self):
         ts = TimeSeries(self.data, frequency="M")
-        FincalOptions.date_format = "%Y-%m-%d"
+        PyfactsOptions.date_format = "%Y-%m-%d"
         with pytest.raises(DateNotFoundError):
             ts.calculate_returns("2020-04-25", return_period_unit="days", return_period_value=90, closest_max_days=10)
 
diff --git a/tests/test_stats.py b/tests/test_stats.py
index 7c7af42..7eee9b0 100644
--- a/tests/test_stats.py
+++ b/tests/test_stats.py
@@ -1,4 +1,4 @@
-import fincal as fc
+import pyfacts as pft
 
 
 def test_conf(conf_fun):
@@ -8,9 +8,9 @@ def test_conf(conf_fun):
 
 class TestSharpe:
     def test_sharpe_daily_freq(self, create_test_data):
-        data = create_test_data(num=1305, frequency=fc.AllFrequencies.D, skip_weekends=True)
-        ts = fc.TimeSeries(data, "D")
-        sharpe_ratio = fc.sharpe_ratio(
+        data = create_test_data(num=1305, frequency=pft.AllFrequencies.D, skip_weekends=True)
+        ts = pft.TimeSeries(data, "D")
+        sharpe_ratio = pft.sharpe_ratio(
             ts,
             risk_free_rate=0.06,
             from_date="2017-02-04",
@@ -20,7 +20,7 @@ class TestSharpe:
         )
         assert round(sharpe_ratio, 4) == 1.0502
 
-        sharpe_ratio = fc.sharpe_ratio(
+        sharpe_ratio = pft.sharpe_ratio(
             ts,
             risk_free_rate=0.06,
             from_date="2017-01-09",
@@ -30,7 +30,7 @@ class TestSharpe:
         )
         assert round(sharpe_ratio, 4) == 1.0701
 
-        sharpe_ratio = fc.sharpe_ratio(
+        sharpe_ratio = pft.sharpe_ratio(
             ts,
             risk_free_rate=0.06,
             from_date="2018-01-02",
@@ -40,7 +40,7 @@ class TestSharpe:
         )
         assert round(sharpe_ratio, 4) == 1.4374
 
-        sharpe_ratio = fc.sharpe_ratio(
+        sharpe_ratio = pft.sharpe_ratio(
             ts,
             risk_free_rate=0.06,
             from_date="2017-07-03",
@@ -51,9 +51,9 @@ class TestSharpe:
         assert round(sharpe_ratio, 4) == 0.8401
 
     def test_sharpe_weekly_freq(self, create_test_data):
-        data = create_test_data(num=261, frequency=fc.AllFrequencies.W, mu=0.6, sigma=0.7)
-        ts = fc.TimeSeries(data, "W")
-        sharpe_ratio = fc.sharpe_ratio(
+        data = create_test_data(num=261, frequency=pft.AllFrequencies.W, mu=0.6, sigma=0.7)
+        ts = pft.TimeSeries(data, "W")
+        sharpe_ratio = pft.sharpe_ratio(
             ts,
             risk_free_rate=0.052,
             from_date="2017-01-08",
@@ -63,7 +63,7 @@ class TestSharpe:
         )
         assert round(sharpe_ratio, 4) == 0.4533
 
-        sharpe_ratio = fc.sharpe_ratio(
+        sharpe_ratio = pft.sharpe_ratio(
             ts,
             risk_free_rate=0.052,
             from_date="2017-02-05",
@@ -73,7 +73,7 @@ class TestSharpe:
         )
         assert round(sharpe_ratio, 4) == 0.4898
 
-        sharpe_ratio = fc.sharpe_ratio(
+        sharpe_ratio = pft.sharpe_ratio(
             ts,
             risk_free_rate=0.052,
             from_date="2018-01-01",