A set of Python tools for Computational Finance, currently in Gamma mode (i.e. before Beta). Current features include,
- Some useful data-structure collections
- Quandl integration for financial data
- StatsModels linear regression models
- Basic Particle Swarm Optimization
Comp-Finance makes use of existing Python packages including,
- Python StatsModels
- SciPy, Numpy, and Pandas
A number of features have been planned including,
- OpenCl integration for GPGPU computing
- More computational Intelligence algorithms
- Time-series modelling and forecasting
- Portfolio Construction and Optimization