We are currently building PyThalesians, a fully featured open source Python based library for analysing financial markets. The open source code is available at GitHub site here. We have also used the library ourselves to implement our own trading strategies.
The current release is v0.1a (alpha release), although we would always recommend downloading the latest snapshot.
At present it offers:
- Seamless downloading of Bloomberg data & integrating with other data sources
- Elegant charting capabilities built on top of matplotlib, Bokeh and Plotly
- Backtesting systematic trading strategies for cash markets
- Analysis of intraday price action around data events
- Comprehensive number crunching of market around data events (not yet released)
- Seasonality analysis of markets
- Helper functions built on top of Pandas
- Backtesting systematic trading strategies in FX vanilla options (not yet released)
- Implemented a trading signals based on a number of technical indicators
- Automatic tweeting of charts
Please ask firstname.lastname@example.org if you'd be interested in a demo of the open source software library!
- This page was last modified on 3 March 2016, at 09:34.
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