finml-utils

Shared utility library for financial machine learning projects.

Install

pip install finml-utils

Modules

  • backtest – Backtesting utilities
  • returns – Return calculations and analysis
  • stats – Statistical functions
  • metrics – Performance metrics
  • correlation – Correlation analysis
  • splitters – Time series cross-validation splitters
  • transformations – Data transformations
  • dataframes – DataFrame helpers
  • parallel – Parallel processing with progress bars
  • quantstats – QuantStats integration for reporting

Optional Dependencies

pip install finml-utils[plotting]   # matplotlib, seaborn
pip install finml-utils[modeling]   # scipy, scikit-learn

License

MIT

Project links

Key dates

PyPI data
Data sourced directly from PyPI's database.
  • Released:
Latest release

2 maintainers

PyPI data
Data sourced directly from PyPI's database.
Avatar for almostintuitive from gravatar.com almostintuitive Avatar for semy from gravatar.com semy

Credits

Author: Mark Aron Szulyovszky

License expression

MIT
View SPDX License List

Requires

Python >=3.11

Provides Extra

modeling plotting quality tests

Classifiers

Report project as malware

Metadata

Project links

Key dates

PyPI data
Data sourced directly from PyPI's database.
  • Released:
Latest release

2 maintainers

PyPI data
Data sourced directly from PyPI's database.
Avatar for almostintuitive from gravatar.com almostintuitive Avatar for semy from gravatar.com semy

Credits

Author: Mark Aron Szulyovszky

License expression

MIT
View SPDX License List

Requires

Python >=3.11

Provides Extra

modeling plotting quality tests

Classifiers

Report project as malware

Release files for finml-utils 5.0.2

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Source distribution for finml-utils 5.0.2
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Table of built distributions (wheels) for finml-utils 5.0.2
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Release files / finml_utils-5.0.2.tar.gz

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