.. azapy documentation master file

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Welcome to **azapy** project - Financial Portfolio Optimization Algorithms
==========================================================================

An open source python library for everyone.

Implements a large spectrum of portfolio optimization techniques.
Performs *in* and *out-of* sample portfolio analysis.

Package source code: `here <https://github.com/Mircea-MMXXI/azapy>`_

.. role:: blue

Package installation: :blue:`pip install azapy`

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Risk-based portfolio optimizations
==================================

.. toctree::
   :maxdepth: 1

   RiskBased_intro
   CVaR_th_doc
   SMCR_th_doc
   EVaR_th_doc
   MAD_th_doc
   LSD_th_doc
   BTAD_th_doc
   BTSD_th_doc
   GINI_th_doc
   SD_th_doc
   MV_th_doc

Naïve portfolios
================

.. toctree::
   :maxdepth: 1

   Naive_intro
   Simple_th_doc
   ConstW_th_doc
   InvVol_th_doc
   InvVar_th_doc
   InvDD_th_doc

Greedy portfolio optimizations
==============================

.. toctree::
   :maxdepth: 1

   Greedy_intro
   Kelly_th_doc
   Universal_th_doc

Market Selectors
================

.. toctree::
   :maxdepth: 1

   Selectors_intro
   NullSelector_th_doc
   DualMomentumSelector_th_doc
   CorrClusterSelector_th_doc

Model Generators
================

.. toctree::
   :maxdepth: 1

   ModelPipeline_th_doc
   Port_Generator_th_doc

Utility functions
=================

.. toctree::
   :maxdepth: 1

   Rebalanced_th_doc
   readMkT_th_doc
   summary_MkTdata_th_doc
   NYSEgen_th_doc
   add_cash_security_th_doc
   update_MkTdata_th_doc
   schedule_th_doc
   random_num_th_doc

Modules
=======

.. toctree::
   :maxdepth: 1

   modules

Indices and tables
==================

* :ref:`genindex`
* :ref:`modindex`
* :ref:`search`