Now that I work independently, I can code whatever I want, whenever I want. One of my favorite things to code and publish is SDKs (Software development kits) related to APIs, specifically financial APIs. This helps analysts standardize the layer of data extraction and helps them work with the actual stuff they are good at. Extract insights for educated guesses about the market. Without further due, let me show you a list of curated financial SDKs that may help your work as an analyst or trader (be aware that some of these SDK will be in Spanish):
End-of-Day data extractor
This library is the Python 🐍 unofficial SDK for the EOD Historical data REST API. It's intended to be used for data extraction for financial valuations, macroeconomic analyses, sentiment analysis, option strategies, technical analysis, development of machine learning models, and more!
Variance Ratio Test
These statistical tests provide a descriptive tool for examing the stochastic evolution of prices through the time of a financial log price series. The implicit logic behind the test is to reject the Random Walk model (i.e., Efficient Markets Hypothesis) via comparing variances estimators at different sampling intervals. The idea is to investigate the quality of the Efficiency of some financial instrument log price series under the two most commonly know null hypotheses:
- Homoskedastic Increments (strong market efficiency)
- Heteroskedastic Increments (semi-strong market efficiency)
- Model dependant increments (weak market efficiency).
This library is the Python 🐍 unofficial SDK for the QuickFS REST API. It's intended to be used for data extraction for financial valuations.
This API constantly maps the Chilean Central Bank for Chilean macroeconomic indicators, such as: uf, ivp, dolar, dolar_intercambio, euro, ipc, utm, imacec, tpm, libra_cobre, tasa_desempleo, and bitcoin.
This toolbox packages a set of stochastic processes for prices and rates simulation to create a synthetic dataset for quantitative back-testing of trading strategies and asset allocations methods.
Bolsa de Santiago
Santiago Stock Exchange API Client. This client standardizes the API data call using an SDK developed in Python 🐍.
I hope that this list of SDK helps your investment strategies and educated guesses about the direction of the markets. If you have any comments, suggestions, or want to work with me on your new project, do not hesitate to contact me.
Have a wonderful day, wherever you might be!
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