Financial technical analysis in python
Here are a few thoughts... I have only used Numpy, Scipy, and Matplotlib for financial calculations.
- py-fi - very basic financial functions
- fin2py - financial tools
- Numpy/Scipy - covers all of the statistics basics
- Matplotlib - plotting financial functions
- RPy - a Python interface to R allowing use of R libraries
- ystockquote - Python API for Yahoo! Stock Data
- QuantLib - Open source library (supposedly has Python Bindings)
- PyFinancial - Docs in Spanish
- PyMacLab - "Series of classes useful for conducting research in dynamic macroeconomics"
- TSDB - for storing large volumes of time series data
- PyVol - volatility estimation of financial time series
TA-Lib - Library of indicators. How to compile for Python