Are you writing financial code in Python? Consider Saeed Amen‘s library finmarketpy.

finmarketpy is a Python based library that enables you to analyze market data and also do backtesting of trading strategies using a simple to use API, which has prebuilt templates for you to define the backtest.

Included in the library:

  • Prebuilt templates for backtesting trading strategies
  • Display historical returns for trading strategies
  • Investigate seasonality of trading strategies
  • Conduct market event studies around data events
  • In-built calculator for risk weighting using volatility targeting
  • Written in object oriented way to make code more reusable


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