financetoolkit 2.2.0__tar.gz → 2.2.1__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/PKG-INFO +25 -25
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/README.md +23 -23
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/cache/cache_controller.py +27 -1
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/cache/frame_model.py +5 -4
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/discovery/discovery_controller.py +5 -2
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/econometrics/diagnostics_model.py +12 -7
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/econometrics/econometrics_controller.py +782 -303
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/econometrics/forecast_evaluation_model.py +4 -4
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/econometrics/panel_data_model.py +8 -2
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/econometrics/regression_model.py +9 -4
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/econometrics/unitroot_model.py +8 -3
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/economics/economics_controller.py +1 -1
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/economics/gmdb_model.py +8 -2
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/economics/oecd_model.py +30 -3
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/economics/yfinance_model.py +4 -4
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/fixedincome/fixedincome_controller.py +38 -32
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/fixedincome/fmp_model.py +12 -11
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/fixedincome/fred_model.py +8 -16
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/fmp_model.py +163 -252
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/fundamentals_model.py +77 -52
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/helpers.py +87 -4
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/historical_model.py +58 -60
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/mcp_server/config.yaml +5 -3
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/mcp_server/mcp_controller.py +18 -2
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/mcp_server/mcpb/manifest.json +3 -3
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/mcp_server/mcpb/pyproject.toml +2 -2
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/mcp_server/provider_model.py +76 -34
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/mcp_server/registry_controller.py +38 -13
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/models/enterprise_model.py +14 -13
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/models/fulmer_model.py +6 -1
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/models/growth_model.py +3 -2
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/models/helpers.py +4 -2
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/models/intrinsic_model.py +3 -2
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/models/models_controller.py +58 -61
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/models/ohlson_model.py +6 -1
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/models/piotroski_model.py +83 -94
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/models/wacc_model.py +9 -7
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/normalization_model.py +27 -7
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/options/binomial_trees_model.py +17 -8
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/options/black_scholes_model.py +16 -15
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/options/helpers.py +13 -10
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/options/options_controller.py +28 -23
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/options/options_model.py +1 -1
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/performance/helpers.py +22 -11
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/performance/performance_controller.py +228 -271
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/performance/performance_model.py +45 -25
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/portfolio/overview_model.py +5 -2
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/portfolio/portfolio_controller.py +19 -13
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/portfolio/portfolio_model.py +10 -10
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/ratios/efficiency_model.py +56 -56
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/ratios/liquidity_model.py +29 -25
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/ratios/profitability_model.py +72 -58
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/ratios/ratios_controller.py +125 -116
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/ratios/solvency_model.py +47 -44
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/ratios/valuation_model.py +87 -76
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/risk/backtesting_model.py +5 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/risk/cvar_model.py +6 -4
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/risk/garch_model.py +9 -9
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/risk/helpers.py +13 -4
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/risk/market_liquidity_model.py +1 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/risk/realized_volatility_model.py +2 -1
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/risk/risk_controller.py +494 -286
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/risk/risk_model.py +9 -8
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/risk/var_model.py +7 -5
- financetoolkit-2.2.1/financetoolkit/technicals/__init__.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/technicals/breadth_model.py +12 -5
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/technicals/momentum_model.py +3 -2
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/technicals/technicals_controller.py +18 -15
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/technicals/volatility_model.py +1 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/toolkit_controller.py +18 -88
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/utilities/dataframe_model.py +86 -4
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/utilities/requests_model.py +36 -2
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/utilities/statistics_model.py +81 -4
- financetoolkit-2.2.1/financetoolkit/utilities/validation_model.py +153 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/yfinance_model.py +8 -2
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/pyproject.toml +18 -10
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/.gitignore +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/LICENSE.txt +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/__init__.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/cache/__init__.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/cache/coverage_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/cache/policy_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/cache/request_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/cache/serialization_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/cache/sqlite_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/cache/ticker_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/currencies_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/discovery/__init__.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/discovery/discovery_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/econometrics/__init__.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/econometrics/causal_inference_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/econometrics/causality_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/econometrics/cointegration_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/econometrics/event_study_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/econometrics/fama_macbeth_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/econometrics/hypothesis_testing_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/econometrics/specification_tests_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/econometrics/time_series_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/economics/__init__.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/economics/fred_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/fixedincome/__init__.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/fixedincome/bond_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/fixedincome/derivative_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/fixedincome/ecb_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/fixedincome/euribor_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/fixedincome/fed_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/fixedincome/helpers.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/fixedincome/yieldcurve_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/mcp_server/__init__.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/mcp_server/__main__.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/mcp_server/auth_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/mcp_server/coercion_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/mcp_server/formatting_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/mcp_server/inspection_controller.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/mcp_server/mcpb/.mcpbignore +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/mcp_server/mcpb/LICENSE +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/mcp_server/mcpb/README.md +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/mcp_server/mcpb/build-mcpb.sh +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/mcp_server/mcpb/finance_toolkit_icon.png +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/mcp_server/setup_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/mcp_server/tools_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/models/__init__.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/models/altman_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/models/beneish_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/models/dupont_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/models/eva_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/models/grover_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/models/springate_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/models/zmijewski_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/normalization/balance.csv +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/normalization/balance_yf.csv +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/normalization/cash.csv +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/normalization/cash_yf.csv +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/normalization/income.csv +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/normalization/income_yf.csv +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/normalization/statistics.csv +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/normalization/statistics_yf.csv +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/options/__init__.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/options/exotics_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/options/greeks_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/options/risk_neutral_density_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/options/svi_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/performance/__init__.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/portfolio/__init__.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/portfolio/config.yaml +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/portfolio/example_datasets/example_portfolio.csv +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/portfolio/example_datasets/example_portfolio.xlsx +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/portfolio/helpers.py +0 -0
- /financetoolkit-2.2.0/financetoolkit/ratios/__init__.py → /financetoolkit-2.2.1/financetoolkit/py.typed +0 -0
- {financetoolkit-2.2.0/financetoolkit/risk → financetoolkit-2.2.1/financetoolkit/ratios}/__init__.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/ratios/helpers.py +0 -0
- {financetoolkit-2.2.0/financetoolkit/technicals → financetoolkit-2.2.1/financetoolkit/risk}/__init__.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/risk/copula_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/risk/covar_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/risk/evar_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/technicals/helpers.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/technicals/overlap_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/utilities/error_model.py +0 -0
- {financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/utilities/logger_model.py +0 -0
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| SAF.PA | Safran SA | 66234006559 | Industrials | Aerospace & Defense | 1.339 | 160.16 | 1.35 | Paris | FR |
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| ROST | Ross Stores, Inc. | 46724188589 | Consumer Cyclical | Apparel Retail | 1.026 | 138.785 | 1.34 | NASDAQ Global Select | US |
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Furthermore, you can find in this module [stock screeners](https://www.jeroenbouma.com/projects/financetoolkit/docs/discovery/stock-screener), [sector/industry performance](https://www.jeroenbouma.com/projects/financetoolkit/docs/discovery/sector-performance) and [news feeds](https://www.jeroenbouma.com/projects/financetoolkit/docs/discovery/stock-market-news) and more. **Find the Notebook [here](https://www.jeroenbouma.com/projects/financetoolkit/discovery-notebook) and the full instrument discovery documentation [here](https://www.jeroenbouma.com/projects/financetoolkit/docs/discovery).**
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### Obtaining Historical Data
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Obtain [historical data](https://www.jeroenbouma.com/projects/financetoolkit/docs/historical-data) on a daily, weekly, monthly or yearly basis. This includes OHLC, volumes, dividends, returns and cumulative returns for each corresponding period.
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Metrics such as `Volatility`, `Excess Return` and `Excess Volatility` are calculated as dedicated [Risk](https://www.jeroenbouma.com/projects/financetoolkit/docs/risk
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Metrics such as `Volatility`, `Excess Return` and `Excess Volatility` are calculated as dedicated [Risk](https://www.jeroenbouma.com/projects/financetoolkit/docs/risk/volatility) and [Performance](https://www.jeroenbouma.com/projects/financetoolkit/docs/performance/excess-return) methods rather than columns on this table to create more efficient and flexible functionalities. **Find the Notebook [here](https://www.jeroenbouma.com/projects/financetoolkit/getting-started) and the full historical data documentation [here](https://www.jeroenbouma.com/projects/financetoolkit/docs/historical-data).**
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### Obtaining Financial Statements
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Obtain an [Income Statement](https://www.jeroenbouma.com/projects/financetoolkit/docs/income-statements) on an annual or quarterly basis. This can also be a [balance statement](https://www.jeroenbouma.com/projects/financetoolkit/docs/balance-sheet-statements) or [cash flow statement](https://www.jeroenbouma.com/projects/financetoolkit/docs/cash-flow-statements).
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### Obtaining Financial Ratios
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Get [Profitability Ratios](https://www.jeroenbouma.com/projects/financetoolkit/docs/ratios/all-profitability-ratios) based on the inputted balance sheet, income and cash flow statements. This can be any of the 80+ ratios within the `ratios` module.
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The 80+ ratios are divided into five categories: [**Efficiency**](https://www.jeroenbouma.com/projects/financetoolkit/docs/ratios
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The 80+ ratios are divided into five categories: [**Efficiency**](https://www.jeroenbouma.com/projects/financetoolkit/docs/ratios/all-efficiency-ratios) (asset/inventory/receivables turnover, cash conversion cycle, R&D/SG&A/SBC-to-revenue), [**Liquidity**](https://www.jeroenbouma.com/projects/financetoolkit/docs/ratios/all-liquidity-ratios) (current, quick and cash ratios, working capital), [**Profitability**](https://www.jeroenbouma.com/projects/financetoolkit/docs/ratios/all-profitability-ratios) (margins, ROE/ROA/ROIC, cash vs. effective tax rate), [**Solvency**](https://www.jeroenbouma.com/projects/financetoolkit/docs/ratios/all-solvency-ratios) (debt-to-equity, debt-to-capital, interest and dividend coverage) and [**Valuation**](https://www.jeroenbouma.com/projects/financetoolkit/docs/ratios/all-valuation-ratios) (P/E, PEG, Forward P/E, EV multiples, buyback and shareholder yield). It's also possible to define fully [custom ratios](https://www.jeroenbouma.com/projects/financetoolkit/docs/ratios/custom-ratios) calculated automatically from the balance sheet, income and cash flow statements. **Find the Notebook [here](https://www.jeroenbouma.com/projects/financetoolkit/ratios-notebook) and the full ratio-by-ratio documentation [here](https://www.jeroenbouma.com/projects/financetoolkit/docs/ratios).**
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### Obtaining Financial Models
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The `models` module covers 10+ models in total, for example [DuPont Analysis](https://www.jeroenbouma.com/projects/financetoolkit/docs/models
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The `models` module covers 10+ models in total, for example [DuPont Analysis](https://www.jeroenbouma.com/projects/financetoolkit/docs/models/dupont-analysis), [WACC](https://www.jeroenbouma.com/projects/financetoolkit/docs/models/weighted-average-cost-of-capital-wacc), [Economic Value Added (EVA)](https://www.jeroenbouma.com/projects/financetoolkit/docs/models/economic-value-added-eva), [Altman Z-Score](https://www.jeroenbouma.com/projects/financetoolkit/docs/models/altman-z-score), [Beneish M-Score](https://www.jeroenbouma.com/projects/financetoolkit/docs/models/beneish-m-score) and the [Graham Number](https://www.jeroenbouma.com/projects/financetoolkit/docs/models/graham-number). **Find the Notebook [here](https://www.jeroenbouma.com/projects/financetoolkit/models-notebook) and the full model-by-model documentation [here](https://www.jeroenbouma.com/projects/financetoolkit/docs/models).**
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### Obtaining Options and Greeks
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Get the [Black Scholes Model](https://www.jeroenbouma.com/projects/financetoolkit/docs/options/black-scholes-model) for both call and put options including the relevant Greeks, in this case [Delta](https://www.jeroenbouma.com/projects/financetoolkit/docs/options/delta), [Gamma](https://www.jeroenbouma.com/projects/financetoolkit/docs/options/gamma), [Theta](https://www.jeroenbouma.com/projects/financetoolkit/docs/options/theta) and [Vega](https://www.jeroenbouma.com/projects/financetoolkit/docs/options/vega). This can be any of the First, Second or Third Order Greeks.
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The `options` module is divided into four categories: [**Option Pricing**](https://www.jeroenbouma.com/projects/financetoolkit/docs/options
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The `options` module is divided into four categories: [**Option Pricing**](https://www.jeroenbouma.com/projects/financetoolkit/docs/options/black-scholes-model) (Black-Scholes, Binomial Model, Implied Volatility), [**First-Order Greeks**](https://www.jeroenbouma.com/projects/financetoolkit/docs/options/first-order-greeks) (Delta, Vega, Theta, Rho), [**Second-Order Greeks**](https://www.jeroenbouma.com/projects/financetoolkit/docs/options/second-order-greeks) (Gamma, Vanna, Charm, Vomma) and [**Third-Order Greeks**](https://www.jeroenbouma.com/projects/financetoolkit/docs/options/third-order-greeks) (Speed, Zomma, Color, Ultima). **Find the Notebook [here](https://www.jeroenbouma.com/projects/financetoolkit/options-notebook) and the full option pricing and Greeks documentation [here](https://www.jeroenbouma.com/projects/financetoolkit/docs/options).**
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### Obtaining Performance Metrics
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Get the correlations with the [factors as defined by Fama-and-French](https://www.jeroenbouma.com/projects/financetoolkit/docs/performance
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Get the correlations with the [factors as defined by Fama-and-French](https://www.jeroenbouma.com/projects/financetoolkit/docs/performance/factor-asset-correlations). These include market, size, value, operating profitability and investment. The beauty of all functionality here is that it can be based on any period as the function accepts the period `intraday`, `weekly`, `monthly`, `quarterly` and `yearly`.
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# Get the Fama-French factor correlations for all tickers, quarterly
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Beyond Beta, CAPM and the Fama-French factors, the `performance` module covers around 20+ metrics in total, for example [Sharpe Ratio](https://www.jeroenbouma.com/projects/financetoolkit/docs/performance
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Beyond Beta, CAPM and the Fama-French factors, the `performance` module covers around 20+ metrics in total, for example [Sharpe Ratio](https://www.jeroenbouma.com/projects/financetoolkit/docs/performance/sharpe-ratio), [Sortino Ratio](https://www.jeroenbouma.com/projects/financetoolkit/docs/performance/sortino-ratio), [Calmar Ratio](https://www.jeroenbouma.com/projects/financetoolkit/docs/performance/calmar-ratio), [Omega Ratio](https://www.jeroenbouma.com/projects/financetoolkit/docs/performance/omega-ratio) and the [Correlation Matrix](https://www.jeroenbouma.com/projects/financetoolkit/docs/performance/correlation-matrix). Most of these also support `rolling=<n>` for a value that evolves through time instead of one number per period. **Find the Notebook [here](https://www.jeroenbouma.com/projects/financetoolkit/performance-notebook) and the full performance metric documentation [here](https://www.jeroenbouma.com/projects/financetoolkit/docs/performance).**
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### Obtaining Risk Metrics
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Get the [Value at Risk](https://www.jeroenbouma.com/projects/financetoolkit/docs/risk
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Get the [Value at Risk](https://www.jeroenbouma.com/projects/financetoolkit/docs/risk/value-at-risk-var) for each week. Here, the days within each week are considered for the Value at Risk. This makes it so that you can understand within each period what is the expected Value at Risk (VaR) which can again be any period but also based on distributions such as Historical, Gaussian, Student-t, Cornish-Fisher, or a Peak-over-Threshold Extreme Value Theory (`distribution="evt"`) fit for the tail.
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```python
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Beyond VaR/CVaR/Entropic VaR, the `risk` module covers around 20+ metrics in total, for example [Conditional Drawdown at Risk](https://www.jeroenbouma.com/projects/financetoolkit/docs/risk
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Beyond VaR/CVaR/Entropic VaR, the `risk` module covers around 20+ metrics in total, for example [Conditional Drawdown at Risk](https://www.jeroenbouma.com/projects/financetoolkit/docs/risk/conditional-drawdown-at-risk-cdar), [Maximum Drawdown Duration](https://www.jeroenbouma.com/projects/financetoolkit/docs/risk/maximum-drawdown-duration), [EWMA Volatility](https://www.jeroenbouma.com/projects/financetoolkit/docs/risk/ewma-volatility) and the [Hurst Exponent](https://www.jeroenbouma.com/projects/financetoolkit/docs/risk/hurst-exponent). Most of these support `rolling=<n>` for a value that evolves through time instead of one number per period. **Find the Notebook [here](https://www.jeroenbouma.com/projects/financetoolkit/risk-notebook) and the full risk metric documentation [here](https://www.jeroenbouma.com/projects/financetoolkit/docs/risk).**
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### Obtaining Technical Indicators
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Get the [Ichimoku Cloud](https://www.jeroenbouma.com/projects/financetoolkit/docs/technicals
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Get the [Ichimoku Cloud](https://www.jeroenbouma.com/projects/financetoolkit/docs/technicals/ichimoku-cloud) parameters based on the historical market data. This can be any of the 40+ technical indicators within the `technicals` module.
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```python
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The 40+ indicators are divided into four categories: [**Breadth**](https://www.jeroenbouma.com/projects/financetoolkit/docs/technicals
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The 40+ indicators are divided into four categories: [**Breadth**](https://www.jeroenbouma.com/projects/financetoolkit/docs/technicals/all-breadth-indicators) (McClellan Oscillator, Advancers/Decliners, OBV, ADL, Chaikin Oscillator, TRIN, New Highs - New Lows), [**Momentum**](https://www.jeroenbouma.com/projects/financetoolkit/docs/technicals/all-momentum-indicators) (RSI, MACD, Stochastic, Williams %R, Aroon, CCI, ADX and more), [**Overlap**](https://www.jeroenbouma.com/projects/financetoolkit/docs/technicals/all-overlap-indicators) (SMA, EMA, DEMA, TRIX, WMA, Hull MA, VWAP, Parabolic SAR, Pivot Points, Support/Resistance) and [**Volatility**](https://www.jeroenbouma.com/projects/financetoolkit/docs/technicals/all-volatility-indicators) (ATR, Keltner Channels, Bollinger Bands, Donchian Channels, Volatility Cone). **Find the Notebook [here](https://www.jeroenbouma.com/projects/financetoolkit/technicals-notebook) and the full technical indicator documentation [here](https://www.jeroenbouma.com/projects/financetoolkit/docs/technicals).**
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### Obtaining Fixed Income Metrics
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Get access to the [ICE BofA Corporate Bond](https://www.jeroenbouma.com/projects/financetoolkit/docs/fixedincome
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Get access to the [ICE BofA Corporate Bond](https://www.jeroenbouma.com/projects/financetoolkit/docs/fixedincome/effective-yield) benchmark indices and a variety of other bond and derivative related valuations within the `fixedincome` module.
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```python
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# Get the ICE BofA Effective Yield for each Credit Rating
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@@ -418,11 +418,11 @@ And below a variety of Fixed Income metrics are shown all acquired from the Fixe
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Beyond ICE BofA benchmarks, the `fixedincome` module covers [**Bond Valuations**](https://www.jeroenbouma.com/projects/financetoolkit/docs/fixedincome
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Beyond ICE BofA benchmarks, the `fixedincome` module covers [**Bond Valuations**](https://www.jeroenbouma.com/projects/financetoolkit/docs/fixedincome/general-statistics) (Present Value, Macaulay/Modified Duration, Convexity, Yield to Maturity), [**Derivative Valuations**](https://www.jeroenbouma.com/projects/financetoolkit/docs/fixedincome/black-model) (Black and Bachelier models for Swaptions), [**Government Bonds**](https://www.jeroenbouma.com/projects/financetoolkit/docs/fixedincome/3-month-government-bond-yield) (3-month and 10-year yields) and **Central Bank rates** ([Euribor](https://www.jeroenbouma.com/projects/financetoolkit/docs/fixedincome/euro-interbank-offered-rate-euribor), [ECB](https://www.jeroenbouma.com/projects/financetoolkit/docs/fixedincome/main-refinancing-operations-ecb) and [Federal Reserve rates](https://www.jeroenbouma.com/projects/financetoolkit/docs/fixedincome/secured-overnight-financing-rate-sofr) incl. SOFR). It can be called via `companies.fixedincome` or standalone through `from financetoolkit import FixedIncome`. **Find the Notebook [here](https://www.jeroenbouma.com/projects/financetoolkit/fixed-income-notebook) and the full fixed income documentation [here](https://www.jeroenbouma.com/projects/financetoolkit/docs/fixedincome).**
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### Understanding Key Economic Indicators
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Get insights for 60+ countries into key economic indicators such as the [Consumer Price Index (CPI)](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics
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Get insights for 60+ countries into key economic indicators such as the [Consumer Price Index (CPI)](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics/consumer-price-index), [Gross Domestic Product (GDP)](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics/gross-domestic-product-gdp), [Unemployment Rates](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics/unemployment-rates) and [3-month](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics/short-term-interest-rate) and [10-year](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics/long-term-interest-rate) Government Interest Rates. This is done through the `economics` module and can be used as a standalone module as well by using `from financetoolkit import Economics`.
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```python
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The 40+ indicators are divided into five categories: [**Government**](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics
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+
The 40+ indicators are divided into five categories: [**Government**](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics/government-debt) (GDP, government debt/revenue/expenditure/deficit, trust in government), [**Economy**](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics/consumer-price-index) (CPI, inflation, consumer/business confidence, house/rent/share prices), [**Finance**](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics/money-supply) (money supply, central bank policy rate, short/long-term interest rates), [**Environment**](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics/renewable-energy) (renewable energy, carbon footprint) and [**Jobs & Society**](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics/unemployment-rates) (unemployment, labour productivity, income inequality, population, poverty rate). **Find the Notebook [here](https://www.jeroenbouma.com/projects/financetoolkit/economics-notebook) and the full economic indicator documentation [here](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics).**
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### Explore your own Portfolio
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@@ -483,7 +483,7 @@ In which the weights and returns can be depicted as follows:
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### Applying Econometric Techniques
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The `econometrics` module provides [regression](https://www.jeroenbouma.com/projects/financetoolkit/docs/econometrics
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The `econometrics` module provides [regression](https://www.jeroenbouma.com/projects/financetoolkit/docs/econometrics/ordinary-least-squares-ols), [hypothesis testing](https://www.jeroenbouma.com/projects/financetoolkit/docs/econometrics/jarque-bera-test), [unit root and cointegration](https://www.jeroenbouma.com/projects/financetoolkit/docs/econometrics/augmented-dickey-fuller-adf), [Granger causality](https://www.jeroenbouma.com/projects/financetoolkit/docs/econometrics/granger-causality) and [panel data](https://www.jeroenbouma.com/projects/financetoolkit/docs/econometrics/fixed-effects) methods built on `statsmodels` and `linearmodels`. It requires the optional `financetoolkit[econometrics]` extra (`pip install financetoolkit[econometrics]`) and can be used via `companies.econometrics`.
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```python
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# AAPL is the Toolkit's first ticker, so it's the default dependent ticker;
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Only `QCOM`, `SWKS`, `MSFT` and `GOOGL` come out statistically significant once every regressor is controlled for at once. The `econometrics` module covers 48 methods in total, including [unit root tests](https://www.jeroenbouma.com/projects/financetoolkit/docs/econometrics/augmented-dickey-fuller-adf) (ADF, KPSS, Phillips-Perron), [cointegration and Granger causality](https://www.jeroenbouma.com/projects/financetoolkit/docs/econometrics/engle-granger-cointegration), [panel data estimators](https://www.jeroenbouma.com/projects/financetoolkit/docs/econometrics/fixed-effects) (Fixed/Random Effects), [causal inference](https://www.jeroenbouma.com/projects/financetoolkit/docs/econometrics/propensity-score-matching-psm) (IV-2SLS, Difference-in-Differences, Regression Discontinuity, Propensity Score Matching, Synthetic Control) and [time-series forecasting](https://www.jeroenbouma.com/projects/financetoolkit/docs/econometrics/arima-forecast) (ARIMA, VAR, VECM). **Find the Notebook [here](https://www.jeroenbouma.com/projects/financetoolkit/econometrics-notebook) and the full econometrics documentation [here](https://www.jeroenbouma.com/projects/financetoolkit/docs/econometrics).**
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Generally, it should take less than 15 seconds to retrieve the historical data of 100 tickers. If it takes much longer, this could be due to reaching the API limit (the Starter plan has 250 requests per minute), due to a slow internet connection or due to unoptimized code. The Finance Toolkit collects data with a bounded pool of worker threads (10 by default, configurable through the `FINANCETOOLKIT_MAX_WORKERS` environment variable) over a shared connection, so it is recommended to initialize the Toolkit with all tickers you want to analyze at once rather than one at a time. If it is taking 10+ minutes consider having a look at [this issue](https://github.com/JerBouma/FinanceToolkit/issues/99#issuecomment-1889726000) that managed to resolve the problem.
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Furthermore, you can find in this module [stock screeners](https://www.jeroenbouma.com/projects/financetoolkit/docs/discovery/stock-screener), [sector/industry performance](https://www.jeroenbouma.com/projects/financetoolkit/docs/discovery/sector-performance) and [news feeds](https://www.jeroenbouma.com/projects/financetoolkit/docs/discovery/stock-market-news) and more. **Find the Notebook [here](https://www.jeroenbouma.com/projects/financetoolkit/discovery-notebook) and the full instrument discovery documentation [here](https://www.jeroenbouma.com/projects/financetoolkit/docs/discovery).**
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Obtain [historical data](https://www.jeroenbouma.com/projects/financetoolkit/docs/historical-data) on a daily, weekly, monthly or yearly basis. This includes OHLC, volumes, dividends, returns and cumulative returns for each corresponding period.
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Metrics such as `Volatility`, `Excess Return` and `Excess Volatility` are calculated as dedicated [Risk](https://www.jeroenbouma.com/projects/financetoolkit/docs/risk/volatility) and [Performance](https://www.jeroenbouma.com/projects/financetoolkit/docs/performance/excess-return) methods rather than columns on this table to create more efficient and flexible functionalities. **Find the Notebook [here](https://www.jeroenbouma.com/projects/financetoolkit/getting-started) and the full historical data documentation [here](https://www.jeroenbouma.com/projects/financetoolkit/docs/historical-data).**
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The `models` module covers 10+ models in total, for example [DuPont Analysis](https://www.jeroenbouma.com/projects/financetoolkit/docs/models/dupont-analysis), [WACC](https://www.jeroenbouma.com/projects/financetoolkit/docs/models/weighted-average-cost-of-capital-wacc), [Economic Value Added (EVA)](https://www.jeroenbouma.com/projects/financetoolkit/docs/models/economic-value-added-eva), [Altman Z-Score](https://www.jeroenbouma.com/projects/financetoolkit/docs/models/altman-z-score), [Beneish M-Score](https://www.jeroenbouma.com/projects/financetoolkit/docs/models/beneish-m-score) and the [Graham Number](https://www.jeroenbouma.com/projects/financetoolkit/docs/models/graham-number). **Find the Notebook [here](https://www.jeroenbouma.com/projects/financetoolkit/models-notebook) and the full model-by-model documentation [here](https://www.jeroenbouma.com/projects/financetoolkit/docs/models).**
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The `options` module is divided into four categories: [**Option Pricing**](https://www.jeroenbouma.com/projects/financetoolkit/docs/options/black-scholes-model) (Black-Scholes, Binomial Model, Implied Volatility), [**First-Order Greeks**](https://www.jeroenbouma.com/projects/financetoolkit/docs/options/first-order-greeks) (Delta, Vega, Theta, Rho), [**Second-Order Greeks**](https://www.jeroenbouma.com/projects/financetoolkit/docs/options/second-order-greeks) (Gamma, Vanna, Charm, Vomma) and [**Third-Order Greeks**](https://www.jeroenbouma.com/projects/financetoolkit/docs/options/third-order-greeks) (Speed, Zomma, Color, Ultima). **Find the Notebook [here](https://www.jeroenbouma.com/projects/financetoolkit/options-notebook) and the full option pricing and Greeks documentation [here](https://www.jeroenbouma.com/projects/financetoolkit/docs/options).**
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Get the correlations with the [factors as defined by Fama-and-French](https://www.jeroenbouma.com/projects/financetoolkit/docs/performance/factor-asset-correlations). These include market, size, value, operating profitability and investment. The beauty of all functionality here is that it can be based on any period as the function accepts the period `intraday`, `weekly`, `monthly`, `quarterly` and `yearly`.
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Beyond Beta, CAPM and the Fama-French factors, the `performance` module covers around 20+ metrics in total, for example [Sharpe Ratio](https://www.jeroenbouma.com/projects/financetoolkit/docs/performance
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Beyond Beta, CAPM and the Fama-French factors, the `performance` module covers around 20+ metrics in total, for example [Sharpe Ratio](https://www.jeroenbouma.com/projects/financetoolkit/docs/performance/sharpe-ratio), [Sortino Ratio](https://www.jeroenbouma.com/projects/financetoolkit/docs/performance/sortino-ratio), [Calmar Ratio](https://www.jeroenbouma.com/projects/financetoolkit/docs/performance/calmar-ratio), [Omega Ratio](https://www.jeroenbouma.com/projects/financetoolkit/docs/performance/omega-ratio) and the [Correlation Matrix](https://www.jeroenbouma.com/projects/financetoolkit/docs/performance/correlation-matrix). Most of these also support `rolling=<n>` for a value that evolves through time instead of one number per period. **Find the Notebook [here](https://www.jeroenbouma.com/projects/financetoolkit/performance-notebook) and the full performance metric documentation [here](https://www.jeroenbouma.com/projects/financetoolkit/docs/performance).**
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Get the [Value at Risk](https://www.jeroenbouma.com/projects/financetoolkit/docs/risk/value-at-risk-var) for each week. Here, the days within each week are considered for the Value at Risk. This makes it so that you can understand within each period what is the expected Value at Risk (VaR) which can again be any period but also based on distributions such as Historical, Gaussian, Student-t, Cornish-Fisher, or a Peak-over-Threshold Extreme Value Theory (`distribution="evt"`) fit for the tail.
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Beyond VaR/CVaR/Entropic VaR, the `risk` module covers around 20+ metrics in total, for example [Conditional Drawdown at Risk](https://www.jeroenbouma.com/projects/financetoolkit/docs/risk
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Beyond VaR/CVaR/Entropic VaR, the `risk` module covers around 20+ metrics in total, for example [Conditional Drawdown at Risk](https://www.jeroenbouma.com/projects/financetoolkit/docs/risk/conditional-drawdown-at-risk-cdar), [Maximum Drawdown Duration](https://www.jeroenbouma.com/projects/financetoolkit/docs/risk/maximum-drawdown-duration), [EWMA Volatility](https://www.jeroenbouma.com/projects/financetoolkit/docs/risk/ewma-volatility) and the [Hurst Exponent](https://www.jeroenbouma.com/projects/financetoolkit/docs/risk/hurst-exponent). Most of these support `rolling=<n>` for a value that evolves through time instead of one number per period. **Find the Notebook [here](https://www.jeroenbouma.com/projects/financetoolkit/risk-notebook) and the full risk metric documentation [here](https://www.jeroenbouma.com/projects/financetoolkit/docs/risk).**
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### Obtaining Technical Indicators
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Get the [Ichimoku Cloud](https://www.jeroenbouma.com/projects/financetoolkit/docs/technicals/ichimoku-cloud) parameters based on the historical market data. This can be any of the 40+ technical indicators within the `technicals` module.
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The 40+ indicators are divided into four categories: [**Breadth**](https://www.jeroenbouma.com/projects/financetoolkit/docs/technicals
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The 40+ indicators are divided into four categories: [**Breadth**](https://www.jeroenbouma.com/projects/financetoolkit/docs/technicals/all-breadth-indicators) (McClellan Oscillator, Advancers/Decliners, OBV, ADL, Chaikin Oscillator, TRIN, New Highs - New Lows), [**Momentum**](https://www.jeroenbouma.com/projects/financetoolkit/docs/technicals/all-momentum-indicators) (RSI, MACD, Stochastic, Williams %R, Aroon, CCI, ADX and more), [**Overlap**](https://www.jeroenbouma.com/projects/financetoolkit/docs/technicals/all-overlap-indicators) (SMA, EMA, DEMA, TRIX, WMA, Hull MA, VWAP, Parabolic SAR, Pivot Points, Support/Resistance) and [**Volatility**](https://www.jeroenbouma.com/projects/financetoolkit/docs/technicals/all-volatility-indicators) (ATR, Keltner Channels, Bollinger Bands, Donchian Channels, Volatility Cone). **Find the Notebook [here](https://www.jeroenbouma.com/projects/financetoolkit/technicals-notebook) and the full technical indicator documentation [here](https://www.jeroenbouma.com/projects/financetoolkit/docs/technicals).**
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Get access to the [ICE BofA Corporate Bond](https://www.jeroenbouma.com/projects/financetoolkit/docs/fixedincome/effective-yield) benchmark indices and a variety of other bond and derivative related valuations within the `fixedincome` module.
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Beyond ICE BofA benchmarks, the `fixedincome` module covers [**Bond Valuations**](https://www.jeroenbouma.com/projects/financetoolkit/docs/fixedincome
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Beyond ICE BofA benchmarks, the `fixedincome` module covers [**Bond Valuations**](https://www.jeroenbouma.com/projects/financetoolkit/docs/fixedincome/general-statistics) (Present Value, Macaulay/Modified Duration, Convexity, Yield to Maturity), [**Derivative Valuations**](https://www.jeroenbouma.com/projects/financetoolkit/docs/fixedincome/black-model) (Black and Bachelier models for Swaptions), [**Government Bonds**](https://www.jeroenbouma.com/projects/financetoolkit/docs/fixedincome/3-month-government-bond-yield) (3-month and 10-year yields) and **Central Bank rates** ([Euribor](https://www.jeroenbouma.com/projects/financetoolkit/docs/fixedincome/euro-interbank-offered-rate-euribor), [ECB](https://www.jeroenbouma.com/projects/financetoolkit/docs/fixedincome/main-refinancing-operations-ecb) and [Federal Reserve rates](https://www.jeroenbouma.com/projects/financetoolkit/docs/fixedincome/secured-overnight-financing-rate-sofr) incl. SOFR). It can be called via `companies.fixedincome` or standalone through `from financetoolkit import FixedIncome`. **Find the Notebook [here](https://www.jeroenbouma.com/projects/financetoolkit/fixed-income-notebook) and the full fixed income documentation [here](https://www.jeroenbouma.com/projects/financetoolkit/docs/fixedincome).**
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Get insights for 60+ countries into key economic indicators such as the [Consumer Price Index (CPI)](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics/consumer-price-index), [Gross Domestic Product (GDP)](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics/gross-domestic-product-gdp), [Unemployment Rates](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics/unemployment-rates) and [3-month](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics/short-term-interest-rate) and [10-year](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics/long-term-interest-rate) Government Interest Rates. This is done through the `economics` module and can be used as a standalone module as well by using `from financetoolkit import Economics`.
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The 40+ indicators are divided into five categories: [**Government**](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics
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The 40+ indicators are divided into five categories: [**Government**](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics/government-debt) (GDP, government debt/revenue/expenditure/deficit, trust in government), [**Economy**](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics/consumer-price-index) (CPI, inflation, consumer/business confidence, house/rent/share prices), [**Finance**](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics/money-supply) (money supply, central bank policy rate, short/long-term interest rates), [**Environment**](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics/renewable-energy) (renewable energy, carbon footprint) and [**Jobs & Society**](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics/unemployment-rates) (unemployment, labour productivity, income inequality, population, poverty rate). **Find the Notebook [here](https://www.jeroenbouma.com/projects/financetoolkit/economics-notebook) and the full economic indicator documentation [here](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics).**
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### Explore your own Portfolio
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### Applying Econometric Techniques
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The `econometrics` module provides [regression](https://www.jeroenbouma.com/projects/financetoolkit/docs/econometrics/ordinary-least-squares-ols), [hypothesis testing](https://www.jeroenbouma.com/projects/financetoolkit/docs/econometrics/jarque-bera-test), [unit root and cointegration](https://www.jeroenbouma.com/projects/financetoolkit/docs/econometrics/augmented-dickey-fuller-adf), [Granger causality](https://www.jeroenbouma.com/projects/financetoolkit/docs/econometrics/granger-causality) and [panel data](https://www.jeroenbouma.com/projects/financetoolkit/docs/econometrics/fixed-effects) methods built on `statsmodels` and `linearmodels`. It requires the optional `financetoolkit[econometrics]` extra (`pip install financetoolkit[econometrics]`) and can be used via `companies.econometrics`.
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Only `QCOM`, `SWKS`, `MSFT` and `GOOGL` come out statistically significant once every regressor is controlled for at once. The `econometrics` module covers 48 methods in total, including [unit root tests](https://www.jeroenbouma.com/projects/financetoolkit/docs/econometrics
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Only `QCOM`, `SWKS`, `MSFT` and `GOOGL` come out statistically significant once every regressor is controlled for at once. The `econometrics` module covers 48 methods in total, including [unit root tests](https://www.jeroenbouma.com/projects/financetoolkit/docs/econometrics/augmented-dickey-fuller-adf) (ADF, KPSS, Phillips-Perron), [cointegration and Granger causality](https://www.jeroenbouma.com/projects/financetoolkit/docs/econometrics/engle-granger-cointegration), [panel data estimators](https://www.jeroenbouma.com/projects/financetoolkit/docs/econometrics/fixed-effects) (Fixed/Random Effects), [causal inference](https://www.jeroenbouma.com/projects/financetoolkit/docs/econometrics/propensity-score-matching-psm) (IV-2SLS, Difference-in-Differences, Regression Discontinuity, Propensity Score Matching, Synthetic Control) and [time-series forecasting](https://www.jeroenbouma.com/projects/financetoolkit/docs/econometrics/arima-forecast) (ARIMA, VAR, VECM). **Find the Notebook [here](https://www.jeroenbouma.com/projects/financetoolkit/econometrics-notebook) and the full econometrics documentation [here](https://www.jeroenbouma.com/projects/financetoolkit/docs/econometrics).**
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Generally, it should take less than 15 seconds to retrieve the historical data of 100 tickers. If it takes much longer, this could be due to reaching the API limit (the Starter plan has 250 requests per minute), due to a slow internet connection or due to unoptimized code. The Finance Toolkit collects data with a bounded pool of worker threads (10 by default, configurable through the `FINANCETOOLKIT_MAX_WORKERS` environment variable) over a shared connection, so it is recommended to initialize the Toolkit with all tickers you want to analyze at once rather than one at a time. If it is taking 10+ minutes consider having a look at [this issue](https://github.com/JerBouma/FinanceToolkit/issues/99#issuecomment-1889726000) that managed to resolve the problem.
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{financetoolkit-2.2.0 → financetoolkit-2.2.1}/financetoolkit/discovery/discovery_controller.py
RENAMED
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