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Curated wrapper over Python ecosystem.Source code for fecon235 Jupyter notebooks.

GitHub repository is atfecon236, seeCHANGELOG for revision history.The protectedmaster branch gets released viapip, see ourPyPI.Thedevelop branch is where pull requests are currently directed.

/ master / develop

fecon236 provides an interface forfinancial economics to the Pythonecosystem, especially packages for mathematics, statistics, science,engineering, and data analysis.Complex packages such asnumpy, pandas, statsmodels, scipy, and matplotlibare seamlessly integrated at a high-level with APIs of various data hosts for:

• Essential commands which correctly handle annoying low-level pitfalls.

• Retrieval of economic and financial data, both historical and the most current.

• Data munging, for example, resampling and alignment of time-series datafrom hosts using mutually incompatible formats.

• Analysis using techniques from econometrics, time-series analysis,and statistical machine learning.

• Abstraction and software optimization of mathematical operators,for example, linear algebra used in portfolio analysis.

• Visualization of data using graphical packages.

• Reproducible research which is collaborative and openly accessibleat zero cost.

To practically test theoretical ideas interactively,fecon236 can employed with any Python IDE interactive developmentenvironment, IPython console, or with a Jupyter notebook.The code has been tested against both python27 and python3 since 2014,and works across major platforms: Linux, Mac, and Windows.

The best way to see the convenience offecon236 in action is torun the notebooks in the fecon235nbdirectory.

For installation details and FAQ, please first visit ourwiki.For the casual user in anAnaconda environment, we recommend:conda update pip, thenpip install --pre fecon236

Documentation is currently being served from236docs.Please start your orientation with thisREADME notebookwhich shows how most of this project is self-documenting.

For the developer, we recommend forking thefecon236 repository, thenpip install --editable .

• fecon235 becomes a repositorysolely of Jupyter notebooks.The old Python source code atfecon235 will remain for archival purposes,whilenew code development shifts over tofecon236.

Version 10 of fecon236 represents refactoring of the fecon235 v5.18.0312Python code, not the Jupyter notebooks, with anew architecturedepicted in Appendix 1. Function names have been retained, but under fecon236expect infrequent function calls to be explicit rather than implicit,i.e. modules names and their aliases are significant.

• After 2019-01-01, our official support for python27 will discontinue(like numpy and pandas), however, straddling code may stillcontinue to work.

Version 11 of fecon236 will signal when ourTravis builds under Python 2.7fail, and at that point we expect to require at least Python 3.6.

Join the chat atGitter and ping the lead developer @rsvp.Please consider becoming a member of theMathematical Sciences Group.

>>> print(fe.map)Annotated tree map of package directory [with module aliases]    fecon236    ├── __init__.py   (Router, sole non-empty __init__.py file herein)    ├── tool.py       (Tools, low-level essentials)    ├── top.py        (Top priority, experimental)    ├── boots   (Bootstrap)    │   └── bootstrap.py   [bs]    ├── dst   (Distributions)    │   └── gaussmix.py   [gmix]    ├── econ    │   └── infl.py    ├── futures    │   └── cftc.py    ├── host    │   ├── fred.py    │   ├── hostess.py    │   ├── qdl.py    │   ├── _ex_Quandl.py    │   └── stock.py    ├── math    │   └── matrix.py   [mat]    ├── ml   (Machine Learning)    │   └── learn.py    ├── oc   (Optimization Control)    │   └── optimize.py   [op]    ├── parse    │   └── sec.py    ├── prob   (Probability)    │   └── sim.py   (Simulation)    ├── prtf   (Porfolio theory)    │   └── boltzmann.py   [boltz]    ├── rates  (Fixed Income)    │   └── fedfunds.py    ├── tsa    (Time Series Analysis)    │   └── holtwinters.py   [hw]    ├── util   (Utilities)    │   ├── group.py    │   └── system.py    └── visual        └── plots.py

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