fecon236 :: Tools for financial economics :: Documentation
Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.
docsdirectory is being served from 236docs.
- Markdown files there are nicely rendered at https://fecon236.readthedocs.io
- Jupyter notebooks, however, are not rendered by Read the Docs.
- Documentation of the modules and functions is available at pydoc.io but we prefer working directly with the source code at fecon236.
- Please start your orientation with this README notebook which shows how most of this project is self-documenting.
- The best way to see fecon236 in action is to
run the notebooks in the fecon235
- For installation details and FAQ, please visit https://git.io/econ
What is this repository for?
fecon236 provides an interface for financial economics to the Python ecosystem, especially packages for mathematics, statistics, science, engineering, and data analysis. Complex packages such as numpy, pandas, statsmodels, scipy, and matplotlib are seamlessly integrated at a high-level with APIs of various data hosts for:
Essential commands which correctly handle annoying low-level pitfalls.
Retrieval of economic and financial data, both historical and the most current.
Data munging, for example, resampling and alignment of time-series data from hosts using mutually incompatible formats.
Analysis using techniques from econometrics, time-series analysis, and statistical machine learning.
Abstraction and software optimization of mathematical operators, for example, linear algebra used in portfolio analysis.
Visualization of data using graphical packages.
Reproducible research which is collaborative and openly accessible at zero cost.
To practically test theoretical ideas interactively, fecon236 can employed with any Python IDE interactive development environment, IPython console, or with a Jupyter notebook. The code has been tested against both python27 and python3 since 2014, and works across major platforms: Linux, Mac, and Windows.
Appendix 1: fecon236 package map
>>> print(fe.map) Annotated tree map of package directory [with module aliases] fecon236 ├── __init__.py (Router, sole non-empty __init__.py file herein) ├── tool.py (Tools, low-level essentials) ├── top.py (Top priority, experimental) ├── boots (Bootstrap) │ └── bootstrap.py [bs] ├── dst (Distributions) │ └── gaussmix.py [gmix] ├── econ │ └── infl.py ├── futures │ └── cftc.py ├── host │ ├── fred.py │ ├── hostess.py │ ├── qdl.py │ ├── _ex_Quandl.py │ └── stock.py ├── math │ └── matrix.py [mat] ├── ml (Machine Learning) │ └── learn.py ├── oc (Optimization Control) │ └── optimize.py [op] ├── parse │ └── sec.py ├── prob (Probability) │ └── sim.py (Simulation) ├── prtf (Porfolio theory) │ └── boltzmann.py [boltz] ├── rates (Fixed Income) │ └── fedfunds.py ├── tsa (Time Series Analysis) │ └── holtwinters.py [hw] ├── util (Utilities) │ ├── group.py │ └── system.py └── visual └── plots.py
BSD License and TOS / This page, last update : 2018-07-25