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pyfinlib's Introduction

PyFinLib - Python for Finance Library

  • PyFinLib is being designed to become in the future a library dedicated to the use and implementation of financial tools such as portfolio optimization methods (Markowitz Frontier, Black Litterman, Maximum Sharpe Ratio, Minimum Variance, Risk Parity, Equally Weighted etc), risk metrics (Volatility, Underwater, Maximum Drawdown, Value at Risk, Conditional Value at Risk etc), financial data (Famma & French data, Yahoo Finance data, Quandl data etc), backtesting tools as well as other analysis and visualization tools..

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