fintoolkit 0.0.11

Financial Toolkit

Financial Toolkit 💹

This is an open-source Python 🐍 library that implements the most commonly used functions that are frequently used by an investment professional.

This is still in the early stage of development but I will keep adding new features over time. Here are some of the features implemented so far:

• Getting financial data
• Portfolio optimization
• Peer group analysis
• Factor analysis
• Option pricing

Installation

pip install fintoolkit

Documentation

The API doc is hosted on GitHub Pages.

Related Repositories

Jupyter Notebooks 📔

Jupyter is browser-based shell that allows user to interact with Python scripts.

In this repository, I have developed some Jupyter notebooks showing the most common use cases in investment management that utilizes the Financial Toolkit.

The source code is hosted on GitHub at: https://github.com/chris-kc-cheng/ftk-notebook

No Python? No problem. With Binder, you may interact with the Jupyter notebooks in an executable environment even without Python installed in your computer.

Binder: https://mybinder.org/v2/gh/chris-kc-cheng/ftk-notebook/HEAD

Streamlit Apps 👑

Streamlit is a framework that turns Python scripts into interactive web apps.

In this repository, I have developed some web apps showing the most common use cases in investment management that utilizes the Financial Toolkit.

App	Description
Index Montior	Tables and charts of asset class returns measured in different currency terms and time horizons.
Factor Analysis	Analyzing factor loading of a portfolio using Fama-French model.
Portfolio Optimization	Comparing risk reward and risk contribution of various weighting schemes.
Peer Group Analysis	Comparing fund performance and risk measures against benchmark and peer group.
Option Pricing & Greeks	Visualizing payoff and Greeks of various option strategies.

The source code is hosted on GitHub at: https://github.com/chris-kc-cheng/ftk-streamlit.