Search code examples
pythonfinance

Financial technical analysis in python

Do you know if there is any financial technical analysis module available for python ? Need to calculate various indicators such as RSI, EMA, DEMA etc for a project

Solution

  • Here are a few thoughts... I have only used Numpy, Scipy, and Matplotlib for financial calculations.

    • py-fi - very basic financial functions
    • fin2py - financial tools
    • Numpy/Scipy - covers all of the statistics basics
    • Matplotlib - plotting financial functions
    • RPy - a Python interface to R allowing use of R libraries
    • ystockquote - Python API for Yahoo! Stock Data
    • QuantLib - Open source library (supposedly has Python Bindings)
    • PyFinancial - Docs in Spanish
    • PyMacLab - "Series of classes useful for conducting research in dynamic macroeconomics"
    • TSDB - for storing large volumes of time series data
    • PyVol - volatility estimation of financial time series