Skip to main content

Python and Cython scripts of machine learning, econometrics and statistical tools for financial analysis [In progress]

Project description

https://img.shields.io/pypi/v/fynance.svg https://img.shields.io/pypi/status/fynance.svg?colorB=blue https://img.shields.io/travis/ArthurBernard/fynance.svg https://img.shields.io/github/license/ArthurBernard/fynance.svg https://pepy.tech/badge/fynance

This is a beta version of python package [*] of machine learning, econometrics and statistical tools for trading strategy and financial analysis.

Description

This project contains several python (and cython) tools for trading strategy and financial analysis:

  • Neural Networks
  • Feature extraction methods
  • Financial indicators
  • Backtesting
  • Econometric models
  • Notebooks with some exemples
  • Etc.

Installation

From pip

$ pip install fynance

From GitHub

Use the command:

$ git clone https://github.com/ArthurBernard/Fynance.git

$ cd Fynance

$ python setup.py install –user

Demo

  • Backtest (performance, drawdown and rolling sharpe ratio) of a trading strategy did with a rolling neural network (see Notebooks/Exemple_Rolling_NeuralNetwork.ipynb for more details):
https://github.com/ArthurBernard/Fynance/blob/master/pictures/backtest_RollNeuralNet.png
  • Loss functions and performances (trading strategy) of five rolling neural networks on the training and testing period (see Notebooks/Exemple_Rolling_NeuralNetwork.ipynb for more details):
https://github.com/ArthurBernard/Fynance/blob/master/pictures/loss_RollNeuralNet.png
[*]Package not achieved, always in progress. All advice is welcome.

Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Files for fynance, version 1.0.0
Filename, size File type Python version Upload date Hashes
Filename, size fynance-1.0.0-py3.7-linux-x86_64.egg (706.3 kB) File type Egg Python version 3.7 Upload date Hashes View
Filename, size fynance-1.0.0.tar.gz (261.9 kB) File type Source Python version None Upload date Hashes View

Supported by

AWS AWS Cloud computing Datadog Datadog Monitoring DigiCert DigiCert EV certificate Facebook / Instagram Facebook / Instagram PSF Sponsor Fastly Fastly CDN Google Google Object Storage and Download Analytics Pingdom Pingdom Monitoring Salesforce Salesforce PSF Sponsor Sentry Sentry Error logging StatusPage StatusPage Status page