quant - modrpc/info GitHub Wiki
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On-line data
- http://www.quandl.com
- https://intrinio.com/
- https://www.alphavantage.co/: API key: 7PD21081NWJZS8A5
- Kenneth French Data Library
- AQRd Data library
- portfolio visualizer: ์์ฐ๋ฐฐ๋ถ, ๋์ผ ๋ชจ๋ฉํ ๋ฑ ์ ๋ ฅ์ ๋ฐฑํ ์คํธ
- ์์คํ ํธ๋ ์ด๋ฉ ์ฌ์ดํธ
- comprehensive guide to downloading stock prices in Python
- ๋ค์ด๋ฒ ํํธํน: ํํธ ์ฌ๋ฌด๋ฐ์ดํ ์ ๊ณต
- Jaden-agent blog:
- ์์คํ ํธ๋ ์ด๋ฉ ์ฐธ๊ณ ์๋ฃ
- ํํฐ๋ฉ ๋ธ๋ก๊ทธ
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Cyboplus ๋์ ์ฆ๊ถ
- ๋ค์ด๋ฒ ๊ธ์ต์์ data ๊ฐ์ ธ์ค๊ธฐ http://excelsior-cjh.tistory.com/109
- DART์์ ์ฌ๋ฌด์ ํ ์ฝ์ด์ค๊ธฐ
- ํ๊ตญ ์ฃผ์๋ถ์ (Creon): http://excelsior-cjh.tistory.com/category/Python/์ฃผ์%20๋ถ์
- Python Quant Library: https://dx-analytics.com/
- ndarray: multi-dim array objects to store homogeneous or heterogeneous data
- functions/methods to operate on such array objects -- either for element-wise computation or operations between arrays
- tools for reading/writing arrays to disk
- linear algebra operations, fourier transform, random number generation
- C API to enable Python extensions and native C/C++ code to access NumPy's data structures and computational facilities
- Pandas (Python Data Access Library): https://pandas.pydata.org
- builds on top of NumPy and provides richer classes for analysis of time series and tabular data
- DataFrame: https://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.html
- Pandas datareader: https://pandas-datareader.readthedocs.io/en/latest
- collection of sublibraries and functions for science or finance
- e.g. functions for cubic splies interpolations, numerical integration, etc.
- popular wrapper for the HDF5 data storage library (http://www.hdfgroup.org/HDF5)
- implement optimized, disk-based I/O operations based on hierarchical database/file format
- scipy.integrate: numerical integration routines and differential equation solvers
- scipy.linalg: linear algebra routines and matrix decompositions extending beyond those provided in numpy.linalg
- scipy.optimize: function optimizers (minimizers) and root finding algorithms
- scipy.signal: signal processing tools
- scipy.sparse: sparse matrices and sparse linear system solvers
- scipy.special: wrapper around SPECFUN, a Fortran library implementing many common mathematical functions, such as the gamma function
- scipy.stats: standard continuous and discrete probability distributions (density functions, samplers, continuous distribution functions), various statistical tests, and more descriptive statistics
- Built on top of Pandas, etc: https://pmorissette.github.io/ffn
- Get it from external service (by default, Yahoo! Finance)
data = ffn('spy,efa', start='2010-01-01', end='2014-01-01')