The finance-ml package provides a collection of machine learning tools and utilities specifically designed for financial data analysis and modeling. Whether you're working with stock market data, financial indicators, or portfolio optimization, finance-ml offers a range of functionalities to help you streamline your workflow and make informed financial decisions.
- Preprocessing tools: Clean and preprocess financial data, handle missing values, and perform feature engineering specific to financial datasets.
- Financial indicators: Compute popular financial indicators such as moving averages, relative strength index (RSI), and more.
- Predictive models: Implement various machine learning models, including regression, classification, and time series forecasting, tailored for financial data analysis.
- Portfolio optimization: Optimize portfolio allocation and risk management using techniques like mean-variance optimization and efficient frontier analysis.
- Evaluation metrics: Evaluate the performance of your models using commonly used financial metrics, such as Sharpe ratio, maximum drawdown, and more.
You can install the finance-ml package using pip:
pip install finance-ml