ffn

ffn - a financial function library for Python.

Alpha software - use at your own risk!

>> import ffn
>> returns = ffn.get('aapl,msft,c,gs,ge', start='2010-01-01').to_returns().dropna()
>> returns.calc_mean_var_weights().as_format('.2%')
aapl    62.54%
c       -0.00%
ge      36.19%
gs      -0.00%
msft     1.26%
dtype: object

Installation

To install ffn, simply run:

$ pip install ffn

If pip is not installed, I recommend installing the Anaconda Scientific Python Distribution. This distribution comes with many of the required packages pre-installed, including pip. Once Anaconda is installed, the above command should complete the installation.

ffn should be compatible with Python 2.7.

Documentation

Read the docs at http://pmorissette.github.io/ffn

• Full API