An open-source Python implementation of popular tools and techniques in financial asset management. The purpose of this repository is to provide high-quality financial data analytics software. The software relies on Yahoo Finance! to download the most recent trends in asset performance.
- Instantiate stock objects easily by specifying their ticker symbol
- Calculate the value-at-risk on a stock or portfolio to protect yourself against unexpected losses
- Discover arbitrage opportunities through statistical analysis of the CAPM model
- Optimize the allocation of your portfolio assets through quadratic programming
- Visualize the performance of your stocks using Python's graphics libraries
If you like project and want to cite this toolbox, please use the following citation:
Brofos, James A., and Ajay Kannan. Python Financial Tools. Computer software.
Vers. 0.1. GitHub, Inc., 08 Feb. 2014. Web. [DD] [MM]. [YYYY].
Python Financial Tools relies on the libraries listed below:
- Numpy Standard numerical computations with vectors
- Scipy Used for calculations involving statistical distributions
- Matplotlib Visualizations of historical prices and returns
- CVXOPT Optimization toolbox for portfolio asset allocation
