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Python Financial Tools

An open-source Python implementation of popular tools and techniques in financial asset management. The purpose of this repository is to provide high-quality financial data analytics software. The software relies on Yahoo Finance! to download the most recent trends in asset performance.

Features

  • Instantiate stock objects easily by specifying their ticker symbol
  • Calculate the value-at-risk on a stock or portfolio to protect yourself against unexpected losses
  • Discover arbitrage opportunities through statistical analysis of the CAPM model
  • Optimize the allocation of your portfolio assets through quadratic programming
  • Visualize the performance of your stocks using Python's graphics libraries
If you like project and want to cite this toolbox, please use the following citation:

Brofos, James A., and Ajay Kannan. Python Financial Tools. Computer software. 
Vers. 0.1. GitHub, Inc., 08 Feb. 2014. Web. [DD] [MM]. [YYYY].

Demo

Dependencies

Python Financial Tools relies on the libraries listed below:

  • Numpy Standard numerical computations with vectors
  • Scipy Used for calculations involving statistical distributions
  • Matplotlib Visualizations of historical prices and returns
  • CVXOPT Optimization toolbox for portfolio asset allocation

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