fecon236 :: Tools for financial economics :: Documentation

Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.

GitHub repository is at fecon236. Documentation is currently in flux, see issue 4.

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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:

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.

Questions?

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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