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cuemacro/finmarketpy

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3,777 stars·524 forks·Python·Apache-2.0·19 viewswww.cuemacro.com↗

Finmarketpy

finmarketpy is a quantitative trading framework and financial market analysis tool. It provides a Python-based library for simulating trading strategies against historical market data, computing the value of options contracts, and extracting trends from financial datasets.

The system includes specialized engines for financial options pricing using numerical calculations and a backtesting library to assess risk and performance before live deployment. It further enables the detection of market seasonality and the execution of event studies to measure asset price behavior around specific time windows.

The framework covers algorithmic risk management through volatility targeting and risk weighting, as well as the evaluation of strategy returns via cumulative performance tracking.

Features

  • Quantitative Trading Platforms - Implements an integrated environment for calculating risk weighting, tracking cumulative returns, and analyzing financial markets.
  • Financial Market Analysis - Provides a comprehensive toolset for extracting trends and identifying patterns within financial market datasets.
  • Financial Option Pricing - Implements numerical methods for determining the theoretical value of financial options and risk metrics.
  • Risk Management Simulations - Manages total portfolio exposure through volatility targeting and risk-based position sizing.
  • Trading Strategy Backtesting - Provides a library for simulating trading strategies against historical market data to evaluate risk and performance.
  • Trading Strategy Simulators - Provides a historical simulation engine to run trading logic against static datasets for performance evaluation.
  • Volatility Targeting Tools - Determines asset position sizes using volatility targeting to manage total risk exposure.
  • Seasonal Pattern Modeling - Includes tools for incorporating seasonal effects and patterns into financial market data models.
  • Event Window Analysis - Measures how asset prices behave around specific windows of time to determine the impact of market events.
  • Event Impact Analyzers - Measures the price impact of specific historical events on financial instruments.
  • Event Study Analyzers - Enables event studies to measure asset price impacts by analyzing data behavior around specific market event windows.
  • Price Return Calculators - Calculates periodic and cumulative returns of financial assets to track strategy profitability.
  • Risk-Adjusted Bet Sizing - Implements mathematical methods for calculating asset position sizes based on historical volatility.
  • Financial Analysis - Backtesting and analysis of financial trading strategies.
  • Trading and Backtesting - Backtesting and market analysis library.
  • Trading Frameworks - Library for backtesting strategies and analyzing financial markets.
  • Trading Platforms - Python library for backtesting and analyzing financial trading strategies.

Star history

Star history chart for cuemacro/finmarketpyStar history chart for cuemacro/finmarketpy

How this analysis was created: This summary and feature list were written by an AI model that read the project's README and public documentation pages. Each feature links to the documentation it came from; stars, license and language come straight from the GitHub API. The model does not read the source code, and the analysis is refreshed when the project is re-analysed. Learn more on our About page.

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Frequently asked questions

What does cuemacro/finmarketpy do?

finmarketpy is a quantitative trading framework and financial market analysis tool. It provides a Python-based library for simulating trading strategies against historical market data, computing the value of options contracts, and extracting trends from financial datasets.

What are the main features of cuemacro/finmarketpy?

The main features of cuemacro/finmarketpy are: Quantitative Trading Platforms, Financial Market Analysis, Financial Option Pricing, Risk Management Simulations, Trading Strategy Backtesting, Trading Strategy Simulators, Volatility Targeting Tools, Seasonal Pattern Modeling.

What are some open-source alternatives to cuemacro/finmarketpy?

Open-source alternatives to cuemacro/finmarketpy include: zvtvz/zvt — zvt is a quantitative trading framework designed for building, backtesting, and executing algorithmic trading… shinnytech/tqsdk-python — tqsdk-python is a quantitative trading SDK and framework designed for developing automated strategies for futures,… fasiondog/hikyuu — Hikyuu is a quantitative trading framework designed for developing, backtesting, and executing systematic trading… vnpy/vnpy — VeighNa is an event-driven, modular platform designed for the development, backtesting, and execution of automated… pmorissette/bt — bt - flexible backtesting for Python. gbeced/pyalgotrade — pyalgotrade is a Python algorithmic trading library designed for developing, backtesting, and executing automated…

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