fecon236 :: Tools for financial economics

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

GitHub repository is at [fecon236], see [CHANGELOG][236log] for revision history. The protected master branch gets released via pip, see our [PyPI]. The develop branch is where pull requests are currently directed.

/ master / develop

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.

*The best way to see the convenience of [fecon236] in action is to run the notebooks in the fecon235 nb [directory][235nb].*

How does one get started?

For installation details and FAQ, please first visit our [wiki]. For the casual user in an [Anaconda] environment, we recommend: conda update pip, then pip install --pre fecon236

Documentation is currently being served from [236docs]. Please start your orientation with this [README notebook][readnb] which shows how most of this project is self-documenting.

Development status: stable

For the developer, we recommend forking the [fecon236] repository, then pip install --editable .

• fecon235 becomes a repository solely of Jupyter notebooks.

The old Python source code at [fecon235] will remain for archival purposes, while new code development shifts over to [fecon236].

Version 10 of fecon236 represents refactoring of the fecon235 v5.18.0312 Python code, not the Jupyter notebooks, with a new architecture depicted in Appendix 1. Function names have been retained, but under fecon236 expect infrequent function calls to be explicit rather than implicit, i.e. modules names and their aliases are significant.

• After 2019-01-01, our official support for python27 will discontinue

(like numpy and pandas), however, straddling code may still continue to work. Version 11 of fecon236 will signal when our [Travis] builds under Python 2.7 fail, and at that point we expect to require at least Python 3.6.

Community

Join the chat at [Gitter][236gtt] and ping the lead developer @rsvp. Please consider becoming a member of the [Mathematical Sciences Group][MathSci].

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
    │   ├── exQuandl.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

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[BSD License and TOS][236li] / This page, last update : 2018-07-25

[wiki]: https://git.io/econ "fecon235 wiki Home" [readnb]: https://git.io/fecon-intro "fecon235 README notebook" [235gtt]: https://gitter.im/rsvp/fecon235 "@rsvp at Gitter" [rsvp]: https://rsvp.github.com "Adriano, lead developer" [236gtt]: https://gitter.im/MathSci/fecon236 "@MathSci at Gitter" [MathSci]: https://github.com/MathSci "Mathematical Sciences Group" [BIDS]: https://bids.berkeley.edu "Berkeley Institute for Data Science" [235is7]: https://github.com/rsvp/fecon235/issues/7 "Disruption equities data" [235is9]: https://github.com/rsvp/fecon235/issues/9 "Moving to Python 3" [235nb]: https://git.io/fecon235nb "fecon235 nb directory" [fecon235]: https://github.com/rsvp/fecon235 "fecon235 repository" [fecon236]: https://github.com/MathSci/fecon236 "fecon236 repository" [236log]: https://git.io/236log "fecon236 CHANGELOG" [236docs]: https://github.com/MathSci/fecon236/tree/develop/docs "fecon236 Documentation" [236li]: https://git.io/236li "fecon236 BSD License and TOS" [236inst]: https://git.io/236inst "fecon236 docs Installation" [236req]: https://git.io/236req "fecon236 require.txt" [236is]: https://git.io/236is "fecon236 Issues" [FRED]: https://fred.stlouisfed.org "Federal Reserve Economics Data" [Quandl]: https://www.quandl.com "Quandl data" [Anaconda]: https://www.anaconda.com/download "Anaconda Python distribution" [Travis]: https://travis-ci.org/MathSci/fecon236 "fecon236 at Travis CI" [PyPI]: https://pypi.org/project/fecon236 "fecon236 at PyPI"