Best Python Libraries/Packages for Finance and Financial Data Scientists [Financial Instruments]

Financial Instruments

---

• pyfin - Pyfin is a python library for performing basic options pricing in python

---

• volib - vollib is a python library for calculating option prices, implied volatility and greeks using Black, Black-Scholes, and Black-Scholes-Merton. vollib implements both analytical and numerical greeks for each of the three pricing formulae.

---

• QuantPy - A framework for quantitative finance In python. Some current capabilities: Portfolio class that can import daily returns from Yahoo, Calculation of optimal weights for Sharpe ratio and efficient frontier, and event profiler

---

• ffn - A financial function library for Python. ffn is a library that contains many useful functions for those who work in quantitative finance. It stands on the shoulders of giants (Pandas, Numpy, Scipy, etc.) and provides a vast array of utilities, from performance measurement and evaluation to graphing and common data transformations.

---

• pynance - PyNance is open-source software for retrieving, analyzing and visualizing data from stock and derivatives markets. It includes tools for generating features and labels for machine learning algorithms.

---

• tia - TIA is a toolkit that provides Bloomberg data access, easier pdf generation, backtesting functionality, technical analysis functionality, return analysis and few windows utils.

---