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Through sponsorship we hope to build and improve our existing Python library for financial markets and potentially add new libraries:
- finmarketpy - backtesting library
- findatapy - for downloading market data from many data sources such as
- chartpy - an easy to use wrapper for Plotly and Matplotlib
- tcapy - transaction cost analysis library
As well as maintaining existing code, here is some functionality we'd love to add to our libraries:
- event based backtesting and execution in finmarketpy
- using vaex in finmarketpy for fast backtesting with high frequency datasets (have partially in closed source)
- add total returns indices for more assets like interest rate swaps
- at present generates total returns indices for FX spot, FX forwards and FX vanilla options
- add FX options backtester to finmarketpy (have already done total return indices for FX options)
- add functionality to create futures time series series from individual futures contracts (have partially in closed source)
- more data sources for findatapy
- adding bqplot to chartpy
- adding additional asset classes and analytics to tcapy
- adding more support for the cloud (eg. AWS Lambdas for tcapy and for backtesting in finmarketpy)
Meet the team
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Saeed Amen saeedamenCo-Founder of Turnleaf Analytics & founder of Cuemacro, quantitative strategist focused on inflation and FX markets
Featured work
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cuemacro/finmarketpy
Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
Python 3,486 -
cuemacro/findatapy
Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.
Python 1,720 -
cuemacro/chartpy
Easy to use Python API wrapper to plot charts with matplotlib, plotly, bokeh and more
Python 550 -
cuemacro/tcapy
Open source TCA (transaction cost analysis) Python library for FX spot
Python 234