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finance-ml

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.

Features

  • 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.

Installation

You can install the finance-ml package using pip:

pip install finance-ml

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