Financial Toolkit
Project description
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.
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