Fynance logo Fynance logo fynance
User Guide DCCD PyPI GitHub
Contents Menu Expand Light mode Dark mode Auto light/dark, in light mode Auto light/dark, in dark mode Skip to content
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
      • kalman_filter
      • rts_smoother
      • kalman_loglikelihood
      • fit_kalman
    • 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
      • normalize
      • standardize
      • roll_normalize
      • roll_standardize
      • Scale
  • Financial models (fynance.models)
    • Attention
      • ScaledDotProductAttention
      • MultiHeadAttention
    • Econometric models
      • MA
      • ARMA
      • ARMA_GARCH
      • ARMAX_GARCH
      • get_parameters
    • Neural network models
      • BaseNeuralNet
      • MultiLayerPerceptron
    • Recurrent neural networks
      • GRUCell
      • LSTMCell
      • RecurrentNeuralNetwork
      • GatedRecurrentUnit
      • LongShortTermMemory
    • Rolling models
      • CVResult
      • _RollingBasis
      • RollMultiLayerPerceptron

Also by the author

  • DCCD
  • Trading Bot
Back to top
Copyright © 2018-2026, Arthur Bernard
Made with Sphinx and @pradyunsg's Furo