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Fynance v1.3.4 Reference Guide

Getting Started

Installation
Quickstart
Changelog

Reference

Financial algorithms (fynance.algorithms)
- Portfolio allocation
  - ERC
  - HRP
  - IVP
  - MDP
  - MVP
  - MVP_uc
  - rolling_allocation
BackTest (fynance.backtest)
- Plotting backtest
  - PlotBackTest
  - DynaPlotBackTest
- Backtesting tools
  - display_perf
  - set_text_stats
Estimator (fynance.estimator)
Features (fynance.features)
- Filters
- Indicators
  - bollinger_band
  - cci
  - hma
  - macd_hist
  - macd_line
  - rsi
  - signal_line
- Metrics
  - accuracy
  - annual_return
  - annual_volatility
  - calmar
  - diversified_ratio
  - drawdown
  - mad
  - mdd
  - perf_index
  - perf_returns
  - perf_strat
  - sharpe
  - z_score
  - roll_annual_return
  - roll_annual_volatility
  - roll_calmar
  - roll_drawdown
  - roll_mad
  - roll_mdd
  - roll_sharpe
  - roll_z_score
- Momentums
  - ema
  - sma
  - wma
  - emstd
  - smstd
  - wmstd
- Rolling Functions
  - roll_min
  - roll_max
- Scale
Financial models (fynance.models)

Also by the author

DCCD
Trading Bot

Index

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