Financial technical analysis in python

python finance
Finger twist picture Finger twist · Dec 10, 2010 · Viewed 46.7k times · Source

Do you know if there is any financial technical analysis module available for python ? Need to calculate various indicators such as RSI, EMA, DEMA etc for a project

Answer

arboc7 picture arboc7 · Dec 10, 2010

Here are a few thoughts... I have only used Numpy, Scipy, and Matplotlib for financial calculations.

  • py-fi - very basic financial functions
  • fin2py - financial tools
  • Numpy/Scipy - covers all of the statistics basics
  • Matplotlib - plotting financial functions
  • RPy - a Python interface to R allowing use of R libraries
  • ystockquote - Python API for Yahoo! Stock Data
  • QuantLib - Open source library (supposedly has Python Bindings)
  • PyFinancial - Docs in Spanish
  • PyMacLab - "Series of classes useful for conducting research in dynamic macroeconomics"
  • TSDB - for storing large volumes of time series data
  • PyVol - volatility estimation of financial time series

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