Data Science Tools for Finance
ds4finance#
Welcome to the documentation of ds4finance
, a powerful Python package designed specifically for financial analysts, investors, and researchers. Our mission is to provide a robust collection of data science tools tailored for the finance industry, simplifying the analysis of various financial instruments such as stocks, bonds, and other securities.
ds4finance
leverages the power of Python and its popular libraries, such as NumPy and pandas, to deliver a user-friendly, efficient, and versatile toolkit that can handle a wide range of financial data analysis tasks. Whether you’re assessing the risk associated with different investments, calculating performance metrics, or analyzing market trends, ds4finance
has got you covered.
Key features of ds4finance
include:
Easy integration with pandas DataFrames;
Support for various data frequencies, such as daily, monthly, or quarterly price data;
A comprehensive suite of functions for computing key financial metrics;
Extensible and customizable to accommodate specific requirements and use cases.
Our goal is to empower you with the tools you need to make informed decisions about your investments and navigate the ever-changing landscape of the financial markets. The ds4finance
package is under active development, and we are committed to continuously enhancing its capabilities to better serve the needs of the financial community.
We hope you find ds4finance
useful and look forward to your feedback and suggestions for improvement. Let’s embark on this exciting journey together and unlock the full potential of data science in the world of finance!
Functions:#
- Compute Compound Annual
Growth Rate (CAGR) - Compute Drawdowns
- Compute Growth Index
- Compute MAR
- Compute Maximum Drawdown
- Compute Performance Table
- Compute Return
- Compute Sharpe
- Compute Standard Deviation
- Compute Time Period
- Compute Drawdowns
(based on Initial Investment) - Compute Drawdowns Table
- Compute Time Series