Today we started a project on developing an open-source programmable guide to the financial markets.

It is an open-source interactive and programmable guide to financial markets written in Python. It is presented in the format of iPython Notebook, an interactive computational environment that allows you to obtain, process and visualize data in real time. This notebook primarily does three jobs: 1) Obtain financial and economic data from third-party databases; 2) Process data; 3) Output and visualize data. You can use and modify the code on this notebook to performance research and analysis on financial markets and perform tasks including:

  • Calculating the correlation between different assets
  • Compare the returns and variance of a group of securities
  • Plot the stock market returns in log scale
  • And more…

You can learn more about this project or download the related files from this link.


Leave a Reply

This site uses Akismet to reduce spam. Learn how your comment data is processed.

%d bloggers like this: