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https://github.com/MathSci/fecon236

Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.
https://github.com/MathSci/fecon236

asset-pricing bonds econometrics economics equities fecon235 finance fx gold housing inflation interest-rates pandas python statistics time-series

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

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README 

        
## 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.



[![Gitter](https://badges.gitter.im/MathSci/fecon236.svg)](https://gitter.im/MathSci/fecon236?utm_source=badge&utm_medium=badge&utm_campaign=pr-badge&utm_content=badge) / master [![Build Status](https://travis-ci.org/MathSci/fecon236.svg?branch=master)](https://travis-ci.org/MathSci/fecon236) / develop [![Build Status](https://travis-ci.org/MathSci/fecon236.svg?branch=develop)](https://travis-ci.org/MathSci/fecon236)



[![fecon236 logo](https://git.io/fecon236-px200.png)](https://github.com/MathSci/fecon236)



### 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].



[![MathSci logo](https://git.io/MathSci-px200.png)](https://github.com/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

    │   ├── _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][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"