scikit-learn
http://scikit-learn.org/stable/
http://scikit-learn.org/stable/auto_examples/applications/plot_stock_market.html#stock-market
1. Install scikit-learn
$ sudo apt-get install python-dev python-numpy python-setuptools python-scipy libatlas-dev g++
$ sudo apt-get install python-scikits-learn
2. NumPy samples:
a. Simulated Random Trading (http://ivanidris.net/wordpress/index.php/2012/03/03/simulated-random-trading)
b. NumPy Periodic Dips (http://ivanidris.net/wordpress/index.php/2012/02/25/numpy-periodic-dips)
c. Power Law Discovery (http://ivanidris.net/wordpress/index.php/2012/02/15/power-law-discovery)
d. Markov chain model (http://ivanidris.net/wordpress/index.php/2011/12/17/steady-state-vector-of-markov-chains)
e. Statistical Bootstarpping (http://ivanidris.net/wordpress/index.php/2012/04/30/statistical-bootstrapping-by-case-resampling)