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
2 maintainers
Metadata
2 maintainers
Release files for ffn 1.2.1
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| ffn-1.2.1.tar.gz | 30.2 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| ffn-1.2.1-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 61.5 kB
Release files / ffn-1.2.1.tar.gz
| Download URL | ffn-1.2.1.tar.gz |
|---|---|
| Size | 30.2 kB |
| Tags | Source |
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Release files / ffn-1.2.1-py3-none-any.whl
| Download URL | ffn-1.2.1-py3-none-any.whl |
|---|---|
| Size | 31.3 kB |
| Tags | Python 3 |
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