cuemacro/finmarketpy
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
How this analysis was created: This summary and feature list are AI-generated from collected project material and can contain mistakes. Stars, license and language are imported from GitHub. Inclusion does not mean that we have tested or audited this project. Check the source documentation for any feature you depend on. Learn more on our About page.
