jakekali/financial_signal_proccessing_toolkit

What is the FSP Toolkit?

The FSP Toolkit is a Python library for the Anylasis and Simulation of Financial data. I built it to help with projects I am working on for ECE-497 Financial Signal Processing at the Cooper Union taught by Professor Fred Fontaine.

It is designed to provide as much plug and play functionality as possible. The goal is to be able to import the library and start using it right away. The library is designed to be modular and extensible. It is also designed to be easy to use and understand. The library is built on top of the NumPy and Pandas library. Particularly in Jupyter notebooks, this library can be used interactively to explore data and build models.

Structure

• /docs - Documentation
• /examples - Examples of how to use the library, including Jupyter notebooks. (The examples are primarily homework assignments for the class, which each utilize the library in some way.)
• /fsp - The FSP library