CLICK HERE to seem of these algorithms in action!

This code is developed and is used for teaching CSC431 and CSC512 at DePaul University. These classes are required by the MS in Computational Finance.

Financial Tools in Python Include:

• Function to download financial data from Yahoo (in yahoo.py)
• Data filters (in filters.py)
• Modern Portfolio Theory (test_Markovitz.py in finance.py is an example)
• Option Pricing via Monte Carlo (also in finance.py)
• A generic MC engine with support for bootstrap analysis (in mc.py)
• Various numerical algorithms for optimization and integration (pure python, in numeric.py)

Examples are in the docstrings.

fin2py includes some third party modules for neural neural networks and clustering (work in progress).

GPL2 License.

For professional consulting on this library please contact http://metacryption.com