/tech_inds

Finance Technical Indicators optimized with Numba

Primary LanguagePythonMIT LicenseMIT

tech_inds

Build indicators for stock markets for technical analysis. Optimized with Numba, takes and returns numpy arrays as outputs.

This is an experimental piece aimed at understanding usage of Numba and calculation of common technical indicators. For a comprehensive package with faster implementation in Cython, see https://github.com/mrjbq7/ta-lib

Financial Indicators included:

  1. Simple Moving Average SMA
  2. Exponential Moving Average EMA
  3. Moving Standard Deviation stdev
  4. Price Rate of Change ROC
  5. Bollinger Bands Boll
  6. Average True Range ATR
  7. Moving Average Convergence/Divergence MACD
  8. Relative Strength Index RSI
  9. Commodity Channel Index CCI
  10. Stochastic Momentum Index SMI

Install

sudo pip install git+https://github.com/boonteck/tech_inds.git