{"repo":"bsolomon1124/pyfinance","free":true,"listed":false,"github":"https://github.com/bsolomon1124/pyfinance","clone":"git clone https://github.com/bsolomon1124/pyfinance.git","description":"Python package designed for general financial and security returns analysis.","language":"Python","stars":335,"topics":["python3","finance","investment-analysis"],"license":"MIT","category":"trading","readme_excerpt":"pyfinance pyfinance is a Python package for investment management and analysis of security returns. It complements existing quantitative-finance packages such as [pandas-datareader][pdr] with a focused, batteries-included statistical toolkit. [pdr]: https://github.com/pydata/pandas-datareader Status - Latest release: 2.0.2 - Python: 3.10, 3.11, 3.12, 3.13, 3.14 - License: MIT Installation Or with pip : Modules Module Description ------ ----------- pyfinance.returns Statistical analysis of financial time series via the CAPM framework. TSeries / TFrame are Pandas subclasses that add performance statistics: annualized return/vol, Sharpe, Sortino, drawdown, capture ratios, alpha/beta, Information Ratio, and so on. pyfinance.ols Ordinary least-squares regression. OLS , RollingOLS (NumPy-backed), and PandasRollingOLS (Pandas-indexed wrapper). pyfinance.options Vectorized Black-Scholes-Merton valuation, Greeks, and implied volatility via BSM . Option strategies ( Straddle , BullSpread , Butterfly , Condor , variants). pyfinance.general General-purpose computations: active share, amortization schedules, best-fit distribution, PCA on returns, portfolio simulation, tracking-error optimization, VIF. pyfinance.datasets A small set of dataset loaders: load 13f (SEC EDGAR), load industries (Ken French), load rates (FRED H.15), load rf (3-month T-bill total-return series). pyfinance.utils Frequency conversion, rolling-window construction, one-hot encoding, random ticker/weights generation, ","default_branch":null,"files":null,"tree":[],"storefront":"/r/bsolomon1124","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/bsolomon1124/pyfinance/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}