The Latin American capital market is still in development and faces challenges in infrastructure, innovation, efficiency, and financial integration. It is important to address these problems due to their impact on the economic development of countries and their relation to social well-being. Therefore, this work addresses the widespread need for access to information regarding the financial sector by creating a Python platform that facilitates people’s investment decisions. The methodology is based on the recreation of financial models (such as Markowitz) and technical analysis strategies (such as VixFix, moving averages, and momentum) in Python, so users could have the opportunity to test on asset prices extracted from Yahoo Finance-including stocks, ETFs, cryptocurrencies, forex, and futures under the different models to evaluate their performance when compared to buying them passively. From this, an easy-to-manipulate console was created for processing the information using the mentioned algorithms and providing easy-to-understand graphical results. This allows the evaluation of asset performance under different strategies that could offer superior returns compared to other passive income methods. This article represents a promising proposal for automation and analysis in the stock market that could potentially serve as a free-access tool for price analysis in less liquid and shallow markets in the future.

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A Comprehensive Market Price Analysis Using Python

  • Fernando Baca Ordónez,
  • Camila Jennifer Chong Carmen,
  • Bruno Gerwer Campero Del Pozo,
  • Patrick Henry Cordova Velarde,
  • Abner Samuel Huinapi Huaman,
  • Victor Andres Ayma Quirita

摘要

The Latin American capital market is still in development and faces challenges in infrastructure, innovation, efficiency, and financial integration. It is important to address these problems due to their impact on the economic development of countries and their relation to social well-being. Therefore, this work addresses the widespread need for access to information regarding the financial sector by creating a Python platform that facilitates people’s investment decisions. The methodology is based on the recreation of financial models (such as Markowitz) and technical analysis strategies (such as VixFix, moving averages, and momentum) in Python, so users could have the opportunity to test on asset prices extracted from Yahoo Finance-including stocks, ETFs, cryptocurrencies, forex, and futures under the different models to evaluate their performance when compared to buying them passively. From this, an easy-to-manipulate console was created for processing the information using the mentioned algorithms and providing easy-to-understand graphical results. This allows the evaluation of asset performance under different strategies that could offer superior returns compared to other passive income methods. This article represents a promising proposal for automation and analysis in the stock market that could potentially serve as a free-access tool for price analysis in less liquid and shallow markets in the future.