Fynance

Welcome to Fynance project

Fynance is a pure-Python package (Numba-accelerated kernels) providing machine learning, econometric and statistical tools for financial analysis and backtesting of trading strategies.

pip install fynance

Portfolio

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

Portfolio (fynance.portfolio)

Backtest

Vectorized backtesting engine, cost models and performance reporting.

BackTest (fynance.backtest)

Estimator

Numba-accelerated 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, TCN, Transformer) and walk-forward training.

Financial models (fynance.models)