ffn - Financial Functions for Python

Alpha release - please let me know if you find any bugs!

If you are looking for a full backtesting framework, please check out bt. bt is built atop ffn and makes it easy and fast to backtest quantitative strategies.

Overview

ffn is a library that contains many useful functions for those who work in quantitative finance. It stands on the shoulders of giants (Pandas, Numpy, Scipy, etc.) and provides a vast array of utilities, from performance measurement and evaluation to graphing and common data transformations.

import ffn
returns = ffn.get('aapl,msft,c,gs,ge', start='2010-01-01').to_returns().dropna()
returns.calc_mean_var_weights().as_format('.2%')
    aapl    62.54%
    c       -0.00%
    ge      36.19%
    gs      -0.00%
    msft     1.26%
    dtype: object

Installation

The easiest way to install ffn is from the Python Package Index using pip.

pip install ffn

Since ffn has many dependencies, we strongly recommend installing the Anaconda Scientific Python Distribution. This distribution comes with many of the required packages pre-installed, including pip. Once Anaconda is installed, the above command should complete the installation.

Documentation

Read the docs at http://pmorissette.github.io/ffn

Metadata

Release files for ffn 1.2.0

For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.

Source distribution (sdist)

Source distribution for ffn 1.2.0
File	Size	Uploaded
ffn-1.2.0.tar.gz	28.3 kB	Sep 11, 2026	Details

Built distribution (wheel)

Table of built distributions (wheels) for ffn 1.2.0
File	Interpreter	ABI	Platform	Reset
ffn-1.2.0-py3-none-any.whl 29.3 kB Sep 11, 2026	Python 3	none	any	Details

Total release size: 57.6 kB

Release files / ffn-1.2.0.tar.gz

Download URL	ffn-1.2.0.tar.gz
Size	28.3 kB
Tags	Source
SHA-256 checksum How to use checksums	`9e7bf8de560b31d7184f942368e385482df62c9784525e4b868e37e39013f0d7`
BLAKE2b-256 checksum How to use checksums	`9a6ad16f46a99782fc4fad90586ed9cc4914404b2aa7a432e389b5f3a50d25d7`
Upload date	Sep 11, 2026
Uploaded using Trusted Publishing? What is trusted publishing?	No
Uploaded via	`twine/7.0.0 CPython/3.12.14`

Release files / ffn-1.2.0-py3-none-any.whl

Download URL	ffn-1.2.0-py3-none-any.whl
Size	29.3 kB
Tags	Python 3
SHA-256 checksum How to use checksums	`cbf2a5a0e27b2f2e6e9f53ade65d581ad6d267b1b58a54d9c64e7c74d55ddc19`
BLAKE2b-256 checksum How to use checksums	`ca9123930fc5b60ed059767ad2e2e4d87699559395f856adb24c28453e2a9fc3`
Upload date	Sep 11, 2026
Uploaded using Trusted Publishing? What is trusted publishing?	No
Uploaded via	`twine/7.0.0 CPython/3.12.14`