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ffn 0.1.4

Financial functions for Python

Latest Version: 0.1.11

ffn - Financial Functions for Python

Alpha release - please let me know if you find any bugs!

If you are looking for a full backtesting framework, please check out bt. bt is built atop ffn and makes it easy and fast to backtest quantitative strategies.


ffn is a library that contains many useful functions for those who work in quantitative finance. It stands on the shoulders of giants (Pandas, Numpy, Scipy, etc.) and provides a vast array of utilities, from performance measurement and evaluation to graphing and common data transformations.

>> import ffn
>> returns = ffn.get('aapl,msft,c,gs,ge', start='2010-01-01').to_returns().dropna()
>> returns.calc_mean_var_weights().as_format('.2%')
aapl    62.54%
c       -0.00%
ge      36.19%
gs      -0.00%
msft     1.26%
dtype: object


The easiest way to install ffn is from the Python Package Index using pip or easy_insatll:

$ pip install ffn

Since ffn has many dependencies, we strongly recommend installing the Anaconda Scientific Python Distribution. This distribution comes with many of the required packages pre-installed, including pip. Once Anaconda is installed, the above command should complete the installation.

ffn should be compatible with Python 2.7.


Read the docs at

File Type Py Version Uploaded on Size
ffn-0.1.4.tar.gz (md5) Source 2014-07-08 18KB
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