Fynance

Welcome to Fynance project

Fynance is a Python and Cython package providing machine learning, econometric and statistical tools for financial analysis and backtesting of trading strategies.

pip install fynance

Algorithms

Portfolio allocation (ERC, HRP, IVP, MDP, MVP) and rolling walk-forward wrappers.

Financial algorithms (fynance.algorithms)

Backtest

Profit-and-loss plotting and performance measurement.

BackTest (fynance.backtest)

Estimator

Cython ARMA / GARCH parameter estimation.

Estimator (fynance.estimator)

Features

Kalman filter, indicators, momentums, metrics, scaling and rolling functions.

Features (fynance.features)

Models

Econometric models, neural networks (MLP, RNN, GRU, LSTM, attention) and walk-forward training.

Financial models (fynance.models)