pmorissette/ffn
Some data may be outdated — see provenance labels.
ffn - a financial function library for Python observed · 2026-09-30
Health v2 · maintenance only
92/100
- Activity 97
- Release rhythm 82
- Longevity 100
How is this computed?
round(0.45*activity + 0.35*rhythm + 0.20*longevity); archived -> min(score, 10) — computed 2026-10-21. Adoption (stars, forks) is never an input.
- gap_med: 60.0
- age_days: 4506
- days_rel: 43
- days_push: 21
- n_releases_24m: 7
Adoption not part of the score
2679 stars · 378 forks observed · 2026-09-30
What it is AI-extracted, prompt v1, taxonomy v1, 2026-08-30, confidence not recorded
ffn is a Python library of financial functions for quantitative finance, built on Pandas, NumPy, and SciPy. It provides utilities for performance measurement, evaluation, plotting, and common data transformations of financial time series.
Use cases
- calculate portfolio performance metrics like sharpe ratio and drawdown
- compute mean-variance optimal portfolio weights
- analyze returns of a set of tickers
- transform and resample financial price data
- plot cumulative performance of multiple assets
- evaluate algorithmic trading strategy statistics
When to choose
- you need quick quantitative finance calculations on pandas data
- you want performance and risk metrics without a full backtesting engine
- you are prototyping portfolio analysis in Python
When to avoid
- you need a full backtesting framework (use bt instead)
- you need real-time market data feeds
- you need enterprise-grade guaranteed stability (it is an alpha release)
Facets
library · maturity active
data-science math data-visualization fintech data-science analytics python cross-platform quantitative-finance finance portfolio-analysis performance-metrics pandas
2 sources
- readme: https://github.com/pmorissette/ffn · fetched 2026-09-30 · 4f79373870e4
- registry_pypi: https://pypi.org/pypi/ffn/json · fetched 2026-08-29 · 933656b0aeee
Member repositories
| Repository | Role | Health v2 |
|---|---|---|
| pmorissette/ffn | main | 92 |
For agents
Data as of 2026-10-19T08:05:51.212177+00:00 · Report a problem