Index

_

__init__() (azapy.Analyzers.BTADAnalyzer.BTADAnalyzer method) (azapy.Analyzers.BTSDAnalyzer.BTSDAnalyzer method) (azapy.Analyzers.CVaRAnalyzer.CVaRAnalyzer method) (azapy.Analyzers.EVaRAnalyzer.EVaRAnalyzer method) (azapy.Analyzers.GINIAnalyzer.GINIAnalyzer method) (azapy.Analyzers.LSDAnalyzer.LSDAnalyzer method) (azapy.Analyzers.MADAnalyzer.MADAnalyzer method) (azapy.Analyzers.MVAnalyzer.MVAnalyzer method) (azapy.Analyzers.SDAnalyzer.SDAnalyzer method) (azapy.Analyzers.SMCRAnalyzer.SMCRAnalyzer method) (azapy.Engines.InvDDEngine.InvDDEngine method) (azapy.Engines.InvVarEngine.InvVarEngine method) (azapy.Engines.InvVolEngine.InvVolEngine method) (azapy.Engines.KellyEngine.KellyEngine method) (azapy.Engines.UniversalEngine.UniversalEngine method) (azapy.Generators.ModelPipeline.ModelPipeline method) (azapy.Generators.Port_Generator.Port_Generator method) (azapy.Generators.Port_Simple.Port_Simple method) (azapy.MkT.MkTreader.MkTreader method) (azapy.PortOpt.Port_BTAD.Port_BTAD method) (azapy.PortOpt.Port_BTSD.Port_BTSD method) (azapy.PortOpt.Port_ConstW.Port_ConstW method) (azapy.PortOpt.Port_CVaR.Port_CVaR method) (azapy.PortOpt.Port_EVaR.Port_EVaR method) (azapy.PortOpt.Port_GINI.Port_GINI method) (azapy.PortOpt.Port_InvDD.Port_InvDD method) (azapy.PortOpt.Port_InvVar.Port_InvVar method) (azapy.PortOpt.Port_InvVol.Port_InvVol method) (azapy.PortOpt.Port_Kelly.Port_Kelly method) (azapy.PortOpt.Port_LSD.Port_LSD method) (azapy.PortOpt.Port_MAD.Port_MAD method) (azapy.PortOpt.Port_MV.Port_MV method) (azapy.PortOpt.Port_Rebalanced.Port_Rebalanced method) (azapy.PortOpt.Port_SD.Port_SD method) (azapy.PortOpt.Port_SMCR.Port_SMCR method) (azapy.PortOpt.Port_Universal.Port_Universal method) (azapy.Selectors.CorrClusterSelector.CorrClusterSelector method) (azapy.Selectors.DualMomentumSelector.DualMomentumSelector method) (azapy.Selectors.NullSelector.NullSelector method)

A

add_cash_security() (in module azapy.Util.add_cash_security) azapy module azapy.Analyzers module azapy.Analyzers.BTADAnalyzer module azapy.Analyzers.BTSDAnalyzer module azapy.Analyzers.CVaRAnalyzer module azapy.Analyzers.EVaRAnalyzer module azapy.Analyzers.GINIAnalyzer module azapy.Analyzers.LSDAnalyzer module azapy.Analyzers.MADAnalyzer module azapy.Analyzers.MVAnalyzer module azapy.Analyzers.SDAnalyzer module azapy.Analyzers.SMCRAnalyzer module azapy.Engines module azapy.Engines.InvDDEngine module azapy.Engines.InvVarEngine module azapy.Engines.InvVolEngine module azapy.Engines.KellyEngine module azapy.Engines.UniversalEngine module azapy.Generators module azapy.Generators.ModelPipeline module azapy.Generators.Port_Generator module azapy.Generators.Port_Simple module azapy.MkT module azapy.MkT.MkTcalendar module azapy.MkT.MkTreader module azapy.MkT.readMkT module azapy.MkT.summary_MkTdata module

azapy.MkT.update_MkTdata module azapy.PortOpt module azapy.PortOpt.Port_BTAD module azapy.PortOpt.Port_BTSD module azapy.PortOpt.Port_ConstW module azapy.PortOpt.Port_CVaR module azapy.PortOpt.Port_EVaR module azapy.PortOpt.Port_GINI module azapy.PortOpt.Port_InvDD module azapy.PortOpt.Port_InvVar module azapy.PortOpt.Port_InvVol module azapy.PortOpt.Port_Kelly module azapy.PortOpt.Port_LSD module azapy.PortOpt.Port_MAD module azapy.PortOpt.Port_MV module azapy.PortOpt.Port_Rebalanced module azapy.PortOpt.Port_SD module azapy.PortOpt.Port_SMCR module azapy.PortOpt.Port_Universal module azapy.Selectors module azapy.Selectors.CorrClusterSelector module azapy.Selectors.DualMomentumSelector module azapy.Selectors.NullSelector module azapy.Util module azapy.Util.add_cash_security module azapy.Util.randomgen module azapy.Util.schedule module

B

benchmark() (azapy.Engines.UniversalEngine.UniversalEngine method)

BTADAnalyzer (class in azapy.Analyzers.BTADAnalyzer) BTSDAnalyzer (class in azapy.Analyzers.BTSDAnalyzer)

C

CorrClusterSelector (class in azapy.Selectors.CorrClusterSelector)

CVaRAnalyzer (class in azapy.Analyzers.CVaRAnalyzer)

D

DualMomentumSelector (class in azapy.Selectors.DualMomentumSelector)

E

EVaRAnalyzer (class in azapy.Analyzers.EVaRAnalyzer)

G

get() (azapy.MkT.MkTreader.MkTreader method) get_account() (azapy.Generators.Port_Generator.Port_Generator method) (azapy.PortOpt.Port_BTAD.Port_BTAD method) (azapy.PortOpt.Port_BTSD.Port_BTSD method) (azapy.PortOpt.Port_ConstW.Port_ConstW method) (azapy.PortOpt.Port_CVaR.Port_CVaR method) (azapy.PortOpt.Port_EVaR.Port_EVaR method) (azapy.PortOpt.Port_GINI.Port_GINI method) (azapy.PortOpt.Port_InvDD.Port_InvDD method) (azapy.PortOpt.Port_InvVar.Port_InvVar method) (azapy.PortOpt.Port_InvVol.Port_InvVol method) (azapy.PortOpt.Port_Kelly.Port_Kelly method) (azapy.PortOpt.Port_LSD.Port_LSD method) (azapy.PortOpt.Port_MAD.Port_MAD method) (azapy.PortOpt.Port_MV.Port_MV method) (azapy.PortOpt.Port_Rebalanced.Port_Rebalanced method) (azapy.PortOpt.Port_SD.Port_SD method) (azapy.PortOpt.Port_SMCR.Port_SMCR method) (azapy.PortOpt.Port_Universal.Port_Universal method) get_error_log() (azapy.MkT.MkTreader.MkTreader method) get_mktdata() (azapy.Generators.Port_Generator.Port_Generator method) (azapy.Generators.Port_Simple.Port_Simple method) (azapy.PortOpt.Port_BTAD.Port_BTAD method) (azapy.PortOpt.Port_BTSD.Port_BTSD method) (azapy.PortOpt.Port_ConstW.Port_ConstW method) (azapy.PortOpt.Port_CVaR.Port_CVaR method) (azapy.PortOpt.Port_EVaR.Port_EVaR method) (azapy.PortOpt.Port_GINI.Port_GINI method) (azapy.PortOpt.Port_InvDD.Port_InvDD method) (azapy.PortOpt.Port_InvVar.Port_InvVar method) (azapy.PortOpt.Port_InvVol.Port_InvVol method) (azapy.PortOpt.Port_Kelly.Port_Kelly method) (azapy.PortOpt.Port_LSD.Port_LSD method) (azapy.PortOpt.Port_MAD.Port_MAD method) (azapy.PortOpt.Port_MV.Port_MV method) (azapy.PortOpt.Port_Rebalanced.Port_Rebalanced method) (azapy.PortOpt.Port_SD.Port_SD method) (azapy.PortOpt.Port_SMCR.Port_SMCR method) (azapy.PortOpt.Port_Universal.Port_Universal method) get_nshares() (azapy.Generators.Port_Generator.Port_Generator method) (azapy.Generators.Port_Simple.Port_Simple method) (azapy.PortOpt.Port_BTAD.Port_BTAD method) (azapy.PortOpt.Port_BTSD.Port_BTSD method) (azapy.PortOpt.Port_ConstW.Port_ConstW method) (azapy.PortOpt.Port_CVaR.Port_CVaR method) (azapy.PortOpt.Port_EVaR.Port_EVaR method) (azapy.PortOpt.Port_GINI.Port_GINI method) (azapy.PortOpt.Port_InvDD.Port_InvDD method) (azapy.PortOpt.Port_InvVar.Port_InvVar method) (azapy.PortOpt.Port_InvVol.Port_InvVol method) (azapy.PortOpt.Port_Kelly.Port_Kelly method) (azapy.PortOpt.Port_LSD.Port_LSD method) (azapy.PortOpt.Port_MAD.Port_MAD method) (azapy.PortOpt.Port_MV.Port_MV method) (azapy.PortOpt.Port_Rebalanced.Port_Rebalanced method) (azapy.PortOpt.Port_SD.Port_SD method) (azapy.PortOpt.Port_SMCR.Port_SMCR method) (azapy.PortOpt.Port_Universal.Port_Universal method) get_port() (azapy.Generators.Port_Generator.Port_Generator method) (azapy.Generators.Port_Simple.Port_Simple method) (azapy.PortOpt.Port_BTAD.Port_BTAD method) (azapy.PortOpt.Port_BTSD.Port_BTSD method) (azapy.PortOpt.Port_ConstW.Port_ConstW method) (azapy.PortOpt.Port_CVaR.Port_CVaR method) (azapy.PortOpt.Port_EVaR.Port_EVaR method) (azapy.PortOpt.Port_GINI.Port_GINI method) (azapy.PortOpt.Port_InvDD.Port_InvDD method) (azapy.PortOpt.Port_InvVar.Port_InvVar method) (azapy.PortOpt.Port_InvVol.Port_InvVol method) (azapy.PortOpt.Port_Kelly.Port_Kelly method) (azapy.PortOpt.Port_LSD.Port_LSD method) (azapy.PortOpt.Port_MAD.Port_MAD method) (azapy.PortOpt.Port_MV.Port_MV method) (azapy.PortOpt.Port_Rebalanced.Port_Rebalanced method) (azapy.PortOpt.Port_SD.Port_SD method) (azapy.PortOpt.Port_SMCR.Port_SMCR method) (azapy.PortOpt.Port_Universal.Port_Universal method) get_request_status() (azapy.MkT.MkTreader.MkTreader method) get_weights() (azapy.Generators.Port_Generator.Port_Generator method) (azapy.Generators.Port_Simple.Port_Simple method) (azapy.PortOpt.Port_BTAD.Port_BTAD method) (azapy.PortOpt.Port_BTSD.Port_BTSD method) (azapy.PortOpt.Port_ConstW.Port_ConstW method) (azapy.PortOpt.Port_CVaR.Port_CVaR method) (azapy.PortOpt.Port_EVaR.Port_EVaR method) (azapy.PortOpt.Port_GINI.Port_GINI method) (azapy.PortOpt.Port_InvDD.Port_InvDD method) (azapy.PortOpt.Port_InvVar.Port_InvVar method) (azapy.PortOpt.Port_InvVol.Port_InvVol method) (azapy.PortOpt.Port_Kelly.Port_Kelly method) (azapy.PortOpt.Port_LSD.Port_LSD method) (azapy.PortOpt.Port_MAD.Port_MAD method) (azapy.PortOpt.Port_MV.Port_MV method) (azapy.PortOpt.Port_Rebalanced.Port_Rebalanced method) (azapy.PortOpt.Port_SD.Port_SD method) (azapy.PortOpt.Port_SMCR.Port_SMCR method) (azapy.PortOpt.Port_Universal.Port_Universal method)

getDiversification() (azapy.Analyzers.BTADAnalyzer.BTADAnalyzer method) (azapy.Analyzers.BTSDAnalyzer.BTSDAnalyzer method) (azapy.Analyzers.CVaRAnalyzer.CVaRAnalyzer method) (azapy.Analyzers.EVaRAnalyzer.EVaRAnalyzer method) (azapy.Analyzers.GINIAnalyzer.GINIAnalyzer method) (azapy.Analyzers.LSDAnalyzer.LSDAnalyzer method) (azapy.Analyzers.MADAnalyzer.MADAnalyzer method) (azapy.Analyzers.MVAnalyzer.MVAnalyzer method) (azapy.Analyzers.SDAnalyzer.SDAnalyzer method) (azapy.Analyzers.SMCRAnalyzer.SMCRAnalyzer method) getPositions() (azapy.Analyzers.BTADAnalyzer.BTADAnalyzer method) (azapy.Analyzers.BTSDAnalyzer.BTSDAnalyzer method) (azapy.Analyzers.CVaRAnalyzer.CVaRAnalyzer method) (azapy.Analyzers.EVaRAnalyzer.EVaRAnalyzer method) (azapy.Analyzers.GINIAnalyzer.GINIAnalyzer method) (azapy.Analyzers.LSDAnalyzer.LSDAnalyzer method) (azapy.Analyzers.MADAnalyzer.MADAnalyzer method) (azapy.Analyzers.MVAnalyzer.MVAnalyzer method) (azapy.Analyzers.SDAnalyzer.SDAnalyzer method) (azapy.Analyzers.SMCRAnalyzer.SMCRAnalyzer method) (azapy.Engines.InvDDEngine.InvDDEngine method) (azapy.Engines.InvVarEngine.InvVarEngine method) (azapy.Engines.InvVolEngine.InvVolEngine method) (azapy.Engines.KellyEngine.KellyEngine method) (azapy.Engines.UniversalEngine.UniversalEngine method) (azapy.Generators.ModelPipeline.ModelPipeline method) getRisk() (azapy.Analyzers.BTADAnalyzer.BTADAnalyzer method) (azapy.Analyzers.BTSDAnalyzer.BTSDAnalyzer method) (azapy.Analyzers.CVaRAnalyzer.CVaRAnalyzer method) (azapy.Analyzers.EVaRAnalyzer.EVaRAnalyzer method) (azapy.Analyzers.GINIAnalyzer.GINIAnalyzer method) (azapy.Analyzers.LSDAnalyzer.LSDAnalyzer method) (azapy.Analyzers.MADAnalyzer.MADAnalyzer method) (azapy.Analyzers.MVAnalyzer.MVAnalyzer method) (azapy.Analyzers.SDAnalyzer.SDAnalyzer method) (azapy.Analyzers.SMCRAnalyzer.SMCRAnalyzer method) getRiskComp() (azapy.Analyzers.BTADAnalyzer.BTADAnalyzer method) (azapy.Analyzers.BTSDAnalyzer.BTSDAnalyzer method) (azapy.Analyzers.CVaRAnalyzer.CVaRAnalyzer method) (azapy.Analyzers.EVaRAnalyzer.EVaRAnalyzer method) (azapy.Analyzers.GINIAnalyzer.GINIAnalyzer method) (azapy.Analyzers.LSDAnalyzer.LSDAnalyzer method) (azapy.Analyzers.MADAnalyzer.MADAnalyzer method) (azapy.Analyzers.MVAnalyzer.MVAnalyzer method) (azapy.Analyzers.SDAnalyzer.SDAnalyzer method) (azapy.Analyzers.SMCRAnalyzer.SMCRAnalyzer method) getSelection() (azapy.Selectors.CorrClusterSelector.CorrClusterSelector method) (azapy.Selectors.DualMomentumSelector.DualMomentumSelector method) (azapy.Selectors.NullSelector.NullSelector method) getWeights() (azapy.Analyzers.BTADAnalyzer.BTADAnalyzer method) (azapy.Analyzers.BTSDAnalyzer.BTSDAnalyzer method) (azapy.Analyzers.CVaRAnalyzer.CVaRAnalyzer method) (azapy.Analyzers.EVaRAnalyzer.EVaRAnalyzer method) (azapy.Analyzers.GINIAnalyzer.GINIAnalyzer method) (azapy.Analyzers.LSDAnalyzer.LSDAnalyzer method) (azapy.Analyzers.MADAnalyzer.MADAnalyzer method) (azapy.Analyzers.MVAnalyzer.MVAnalyzer method) (azapy.Analyzers.SDAnalyzer.SDAnalyzer method) (azapy.Analyzers.SMCRAnalyzer.SMCRAnalyzer method) (azapy.Engines.InvDDEngine.InvDDEngine method) (azapy.Engines.InvVarEngine.InvVarEngine method) (azapy.Engines.InvVolEngine.InvVolEngine method) (azapy.Engines.KellyEngine.KellyEngine method) (azapy.Engines.UniversalEngine.UniversalEngine method) (azapy.Generators.ModelPipeline.ModelPipeline method) GINIAnalyzer (class in azapy.Analyzers.GINIAnalyzer)

I

InvDDEngine (class in azapy.Engines.InvDDEngine)

InvVarEngine (class in azapy.Engines.InvVarEngine) InvVolEngine (class in azapy.Engines.InvVolEngine)

K

KellyEngine (class in azapy.Engines.KellyEngine)

L

LSDAnalyzer (class in azapy.Analyzers.LSDAnalyzer)

M

MADAnalyzer (class in azapy.Analyzers.MADAnalyzer) MkTreader (class in azapy.MkT.MkTreader) ModelPipeline (class in azapy.Generators.ModelPipeline) module azapy azapy.Analyzers azapy.Analyzers.BTADAnalyzer azapy.Analyzers.BTSDAnalyzer azapy.Analyzers.CVaRAnalyzer azapy.Analyzers.EVaRAnalyzer azapy.Analyzers.GINIAnalyzer azapy.Analyzers.LSDAnalyzer azapy.Analyzers.MADAnalyzer azapy.Analyzers.MVAnalyzer azapy.Analyzers.SDAnalyzer azapy.Analyzers.SMCRAnalyzer azapy.Engines azapy.Engines.InvDDEngine azapy.Engines.InvVarEngine azapy.Engines.InvVolEngine azapy.Engines.KellyEngine azapy.Engines.UniversalEngine azapy.Generators azapy.Generators.ModelPipeline azapy.Generators.Port_Generator azapy.Generators.Port_Simple azapy.MkT azapy.MkT.MkTcalendar azapy.MkT.MkTreader azapy.MkT.readMkT azapy.MkT.summary_MkTdata azapy.MkT.update_MkTdata azapy.PortOpt azapy.PortOpt.Port_BTAD azapy.PortOpt.Port_BTSD azapy.PortOpt.Port_ConstW azapy.PortOpt.Port_CVaR azapy.PortOpt.Port_EVaR azapy.PortOpt.Port_GINI azapy.PortOpt.Port_InvDD azapy.PortOpt.Port_InvVar azapy.PortOpt.Port_InvVol azapy.PortOpt.Port_Kelly azapy.PortOpt.Port_LSD azapy.PortOpt.Port_MAD azapy.PortOpt.Port_MV azapy.PortOpt.Port_Rebalanced azapy.PortOpt.Port_SD azapy.PortOpt.Port_SMCR azapy.PortOpt.Port_Universal azapy.Selectors azapy.Selectors.CorrClusterSelector azapy.Selectors.DualMomentumSelector azapy.Selectors.NullSelector azapy.Util azapy.Util.add_cash_security azapy.Util.randomgen azapy.Util.schedule

MVAnalyzer (class in azapy.Analyzers.MVAnalyzer)

N

NullSelector (class in azapy.Selectors.NullSelector)

NYSEgen() (in module azapy.MkT.MkTcalendar)

P

port_annual_returns() (azapy.Generators.Port_Generator.Port_Generator method) (azapy.Generators.Port_Simple.Port_Simple method) (azapy.PortOpt.Port_BTAD.Port_BTAD method) (azapy.PortOpt.Port_BTSD.Port_BTSD method) (azapy.PortOpt.Port_ConstW.Port_ConstW method) (azapy.PortOpt.Port_CVaR.Port_CVaR method) (azapy.PortOpt.Port_EVaR.Port_EVaR method) (azapy.PortOpt.Port_GINI.Port_GINI method) (azapy.PortOpt.Port_InvDD.Port_InvDD method) (azapy.PortOpt.Port_InvVar.Port_InvVar method) (azapy.PortOpt.Port_InvVol.Port_InvVol method) (azapy.PortOpt.Port_Kelly.Port_Kelly method) (azapy.PortOpt.Port_LSD.Port_LSD method) (azapy.PortOpt.Port_MAD.Port_MAD method) (azapy.PortOpt.Port_MV.Port_MV method) (azapy.PortOpt.Port_Rebalanced.Port_Rebalanced method) (azapy.PortOpt.Port_SD.Port_SD method) (azapy.PortOpt.Port_SMCR.Port_SMCR method) (azapy.PortOpt.Port_Universal.Port_Universal method) Port_BTAD (class in azapy.PortOpt.Port_BTAD) Port_BTSD (class in azapy.PortOpt.Port_BTSD) Port_ConstW (class in azapy.PortOpt.Port_ConstW) Port_CVaR (class in azapy.PortOpt.Port_CVaR) port_drawdown() (azapy.Generators.Port_Generator.Port_Generator method) (azapy.Generators.Port_Simple.Port_Simple method) (azapy.PortOpt.Port_BTAD.Port_BTAD method) (azapy.PortOpt.Port_BTSD.Port_BTSD method) (azapy.PortOpt.Port_ConstW.Port_ConstW method) (azapy.PortOpt.Port_CVaR.Port_CVaR method) (azapy.PortOpt.Port_EVaR.Port_EVaR method) (azapy.PortOpt.Port_GINI.Port_GINI method) (azapy.PortOpt.Port_InvDD.Port_InvDD method) (azapy.PortOpt.Port_InvVar.Port_InvVar method) (azapy.PortOpt.Port_InvVol.Port_InvVol method) (azapy.PortOpt.Port_Kelly.Port_Kelly method) (azapy.PortOpt.Port_LSD.Port_LSD method) (azapy.PortOpt.Port_MAD.Port_MAD method) (azapy.PortOpt.Port_MV.Port_MV method) (azapy.PortOpt.Port_Rebalanced.Port_Rebalanced method) (azapy.PortOpt.Port_SD.Port_SD method) (azapy.PortOpt.Port_SMCR.Port_SMCR method) (azapy.PortOpt.Port_Universal.Port_Universal method) Port_EVaR (class in azapy.PortOpt.Port_EVaR) Port_Generator (class in azapy.Generators.Port_Generator) Port_GINI (class in azapy.PortOpt.Port_GINI) Port_InvDD (class in azapy.PortOpt.Port_InvDD) Port_InvVar (class in azapy.PortOpt.Port_InvVar) Port_InvVol (class in azapy.PortOpt.Port_InvVol) Port_Kelly (class in azapy.PortOpt.Port_Kelly) Port_LSD (class in azapy.PortOpt.Port_LSD) Port_MAD (class in azapy.PortOpt.Port_MAD) port_monthly_returns() (azapy.Generators.Port_Generator.Port_Generator method) (azapy.Generators.Port_Simple.Port_Simple method) (azapy.PortOpt.Port_BTAD.Port_BTAD method) (azapy.PortOpt.Port_BTSD.Port_BTSD method) (azapy.PortOpt.Port_ConstW.Port_ConstW method) (azapy.PortOpt.Port_CVaR.Port_CVaR method) (azapy.PortOpt.Port_EVaR.Port_EVaR method) (azapy.PortOpt.Port_GINI.Port_GINI method) (azapy.PortOpt.Port_InvDD.Port_InvDD method) (azapy.PortOpt.Port_InvVar.Port_InvVar method) (azapy.PortOpt.Port_InvVol.Port_InvVol method) (azapy.PortOpt.Port_Kelly.Port_Kelly method) (azapy.PortOpt.Port_LSD.Port_LSD method) (azapy.PortOpt.Port_MAD.Port_MAD method) (azapy.PortOpt.Port_MV.Port_MV method) (azapy.PortOpt.Port_Rebalanced.Port_Rebalanced method) (azapy.PortOpt.Port_SD.Port_SD method) (azapy.PortOpt.Port_SMCR.Port_SMCR method) (azapy.PortOpt.Port_Universal.Port_Universal method) Port_MV (class in azapy.PortOpt.Port_MV) port_perf() (azapy.Generators.Port_Generator.Port_Generator method) (azapy.Generators.Port_Simple.Port_Simple method) (azapy.PortOpt.Port_BTAD.Port_BTAD method) (azapy.PortOpt.Port_BTSD.Port_BTSD method) (azapy.PortOpt.Port_ConstW.Port_ConstW method) (azapy.PortOpt.Port_CVaR.Port_CVaR method) (azapy.PortOpt.Port_EVaR.Port_EVaR method) (azapy.PortOpt.Port_GINI.Port_GINI method) (azapy.PortOpt.Port_InvDD.Port_InvDD method) (azapy.PortOpt.Port_InvVar.Port_InvVar method) (azapy.PortOpt.Port_InvVol.Port_InvVol method) (azapy.PortOpt.Port_Kelly.Port_Kelly method) (azapy.PortOpt.Port_LSD.Port_LSD method) (azapy.PortOpt.Port_MAD.Port_MAD method) (azapy.PortOpt.Port_MV.Port_MV method) (azapy.PortOpt.Port_Rebalanced.Port_Rebalanced method) (azapy.PortOpt.Port_SD.Port_SD method) (azapy.PortOpt.Port_SMCR.Port_SMCR method) (azapy.PortOpt.Port_Universal.Port_Universal method) port_period_perf() (azapy.Generators.Port_Generator.Port_Generator method) (azapy.PortOpt.Port_BTAD.Port_BTAD method) (azapy.PortOpt.Port_BTSD.Port_BTSD method) (azapy.PortOpt.Port_ConstW.Port_ConstW method) (azapy.PortOpt.Port_CVaR.Port_CVaR method) (azapy.PortOpt.Port_EVaR.Port_EVaR method) (azapy.PortOpt.Port_GINI.Port_GINI method) (azapy.PortOpt.Port_InvDD.Port_InvDD method) (azapy.PortOpt.Port_InvVar.Port_InvVar method) (azapy.PortOpt.Port_InvVol.Port_InvVol method) (azapy.PortOpt.Port_Kelly.Port_Kelly method) (azapy.PortOpt.Port_LSD.Port_LSD method) (azapy.PortOpt.Port_MAD.Port_MAD method) (azapy.PortOpt.Port_MV.Port_MV method) (azapy.PortOpt.Port_Rebalanced.Port_Rebalanced method) (azapy.PortOpt.Port_SD.Port_SD method) (azapy.PortOpt.Port_SMCR.Port_SMCR method) (azapy.PortOpt.Port_Universal.Port_Universal method)

port_period_returns() (azapy.Generators.Port_Generator.Port_Generator method) (azapy.PortOpt.Port_BTAD.Port_BTAD method) (azapy.PortOpt.Port_BTSD.Port_BTSD method) (azapy.PortOpt.Port_ConstW.Port_ConstW method) (azapy.PortOpt.Port_CVaR.Port_CVaR method) (azapy.PortOpt.Port_EVaR.Port_EVaR method) (azapy.PortOpt.Port_GINI.Port_GINI method) (azapy.PortOpt.Port_InvDD.Port_InvDD method) (azapy.PortOpt.Port_InvVar.Port_InvVar method) (azapy.PortOpt.Port_InvVol.Port_InvVol method) (azapy.PortOpt.Port_Kelly.Port_Kelly method) (azapy.PortOpt.Port_LSD.Port_LSD method) (azapy.PortOpt.Port_MAD.Port_MAD method) (azapy.PortOpt.Port_MV.Port_MV method) (azapy.PortOpt.Port_Rebalanced.Port_Rebalanced method) (azapy.PortOpt.Port_SD.Port_SD method) (azapy.PortOpt.Port_SMCR.Port_SMCR method) (azapy.PortOpt.Port_Universal.Port_Universal method) port_quarterly_returns() (azapy.Generators.Port_Generator.Port_Generator method) (azapy.Generators.Port_Simple.Port_Simple method) (azapy.PortOpt.Port_BTAD.Port_BTAD method) (azapy.PortOpt.Port_BTSD.Port_BTSD method) (azapy.PortOpt.Port_ConstW.Port_ConstW method) (azapy.PortOpt.Port_CVaR.Port_CVaR method) (azapy.PortOpt.Port_EVaR.Port_EVaR method) (azapy.PortOpt.Port_GINI.Port_GINI method) (azapy.PortOpt.Port_InvDD.Port_InvDD method) (azapy.PortOpt.Port_InvVar.Port_InvVar method) (azapy.PortOpt.Port_InvVol.Port_InvVol method) (azapy.PortOpt.Port_Kelly.Port_Kelly method) (azapy.PortOpt.Port_LSD.Port_LSD method) (azapy.PortOpt.Port_MAD.Port_MAD method) (azapy.PortOpt.Port_MV.Port_MV method) (azapy.PortOpt.Port_Rebalanced.Port_Rebalanced method) (azapy.PortOpt.Port_SD.Port_SD method) (azapy.PortOpt.Port_SMCR.Port_SMCR method) (azapy.PortOpt.Port_Universal.Port_Universal method) Port_Rebalanced (class in azapy.PortOpt.Port_Rebalanced) Port_SD (class in azapy.PortOpt.Port_SD) Port_Simple (class in azapy.Generators.Port_Simple) Port_SMCR (class in azapy.PortOpt.Port_SMCR) Port_Universal (class in azapy.PortOpt.Port_Universal) port_view() (azapy.Generators.Port_Generator.Port_Generator method) (azapy.Generators.Port_Simple.Port_Simple method) (azapy.PortOpt.Port_BTAD.Port_BTAD method) (azapy.PortOpt.Port_BTSD.Port_BTSD method) (azapy.PortOpt.Port_ConstW.Port_ConstW method) (azapy.PortOpt.Port_CVaR.Port_CVaR method) (azapy.PortOpt.Port_EVaR.Port_EVaR method) (azapy.PortOpt.Port_GINI.Port_GINI method) (azapy.PortOpt.Port_InvDD.Port_InvDD method) (azapy.PortOpt.Port_InvVar.Port_InvVar method) (azapy.PortOpt.Port_InvVol.Port_InvVol method) (azapy.PortOpt.Port_Kelly.Port_Kelly method) (azapy.PortOpt.Port_LSD.Port_LSD method) (azapy.PortOpt.Port_MAD.Port_MAD method) (azapy.PortOpt.Port_MV.Port_MV method) (azapy.PortOpt.Port_Rebalanced.Port_Rebalanced method) (azapy.PortOpt.Port_SD.Port_SD method) (azapy.PortOpt.Port_SMCR.Port_SMCR method) (azapy.PortOpt.Port_Universal.Port_Universal method) port_view_all() (azapy.Generators.Port_Generator.Port_Generator method) (azapy.Generators.Port_Simple.Port_Simple method) (azapy.PortOpt.Port_BTAD.Port_BTAD method) (azapy.PortOpt.Port_BTSD.Port_BTSD method) (azapy.PortOpt.Port_ConstW.Port_ConstW method) (azapy.PortOpt.Port_CVaR.Port_CVaR method) (azapy.PortOpt.Port_EVaR.Port_EVaR method) (azapy.PortOpt.Port_GINI.Port_GINI method) (azapy.PortOpt.Port_InvDD.Port_InvDD method) (azapy.PortOpt.Port_InvVar.Port_InvVar method) (azapy.PortOpt.Port_InvVol.Port_InvVol method) (azapy.PortOpt.Port_Kelly.Port_Kelly method) (azapy.PortOpt.Port_LSD.Port_LSD method) (azapy.PortOpt.Port_MAD.Port_MAD method) (azapy.PortOpt.Port_MV.Port_MV method) (azapy.PortOpt.Port_Rebalanced.Port_Rebalanced method) (azapy.PortOpt.Port_SD.Port_SD method) (azapy.PortOpt.Port_SMCR.Port_SMCR method) (azapy.PortOpt.Port_Universal.Port_Universal method)

R

random_simplex() (in module azapy.Util.randomgen)

readMkT() (in module azapy.MkT.readMkT) runif_simplex() (in module azapy.Util.randomgen)

S

schedule_offset() (in module azapy.Util.schedule) schedule_roll() (in module azapy.Util.schedule) schedule_simple() (in module azapy.Util.schedule) SDAnalyzer (class in azapy.Analyzers.SDAnalyzer) set_method() (azapy.Analyzers.BTADAnalyzer.BTADAnalyzer method) (azapy.Analyzers.BTSDAnalyzer.BTSDAnalyzer method) (azapy.Analyzers.CVaRAnalyzer.CVaRAnalyzer method) (azapy.Analyzers.EVaRAnalyzer.EVaRAnalyzer method) (azapy.Analyzers.GINIAnalyzer.GINIAnalyzer method) (azapy.Analyzers.LSDAnalyzer.LSDAnalyzer method) (azapy.Analyzers.MADAnalyzer.MADAnalyzer method) (azapy.Analyzers.MVAnalyzer.MVAnalyzer method) (azapy.Analyzers.SDAnalyzer.SDAnalyzer method) (azapy.Analyzers.SMCRAnalyzer.SMCRAnalyzer method) set_mktdata() (azapy.Analyzers.BTADAnalyzer.BTADAnalyzer method) (azapy.Analyzers.BTSDAnalyzer.BTSDAnalyzer method) (azapy.Analyzers.CVaRAnalyzer.CVaRAnalyzer method) (azapy.Analyzers.EVaRAnalyzer.EVaRAnalyzer method) (azapy.Analyzers.GINIAnalyzer.GINIAnalyzer method) (azapy.Analyzers.LSDAnalyzer.LSDAnalyzer method) (azapy.Analyzers.MADAnalyzer.MADAnalyzer method) (azapy.Analyzers.MVAnalyzer.MVAnalyzer method) (azapy.Analyzers.SDAnalyzer.SDAnalyzer method) (azapy.Analyzers.SMCRAnalyzer.SMCRAnalyzer method) (azapy.Engines.InvDDEngine.InvDDEngine method) (azapy.Engines.InvVarEngine.InvVarEngine method) (azapy.Engines.InvVolEngine.InvVolEngine method) (azapy.Engines.KellyEngine.KellyEngine method) (azapy.Engines.UniversalEngine.UniversalEngine method) set_model() (azapy.Generators.Port_Generator.Port_Generator method) (azapy.Generators.Port_Simple.Port_Simple method) (azapy.PortOpt.Port_BTAD.Port_BTAD method) (azapy.PortOpt.Port_BTSD.Port_BTSD method) (azapy.PortOpt.Port_ConstW.Port_ConstW method) (azapy.PortOpt.Port_CVaR.Port_CVaR method) (azapy.PortOpt.Port_EVaR.Port_EVaR method) (azapy.PortOpt.Port_GINI.Port_GINI method) (azapy.PortOpt.Port_InvDD.Port_InvDD method) (azapy.PortOpt.Port_InvVar.Port_InvVar method) (azapy.PortOpt.Port_InvVol.Port_InvVol method) (azapy.PortOpt.Port_Kelly.Port_Kelly method) (azapy.PortOpt.Port_LSD.Port_LSD method) (azapy.PortOpt.Port_MAD.Port_MAD method) (azapy.PortOpt.Port_MV.Port_MV method) (azapy.PortOpt.Port_Rebalanced.Port_Rebalanced method) (azapy.PortOpt.Port_SD.Port_SD method) (azapy.PortOpt.Port_SMCR.Port_SMCR method) (azapy.PortOpt.Port_Universal.Port_Universal method)

set_random_seed() (azapy.Analyzers.BTADAnalyzer.BTADAnalyzer method) (azapy.Analyzers.BTSDAnalyzer.BTSDAnalyzer method) (azapy.Analyzers.CVaRAnalyzer.CVaRAnalyzer method) (azapy.Analyzers.EVaRAnalyzer.EVaRAnalyzer method) (azapy.Analyzers.GINIAnalyzer.GINIAnalyzer method) (azapy.Analyzers.LSDAnalyzer.LSDAnalyzer method) (azapy.Analyzers.MADAnalyzer.MADAnalyzer method) (azapy.Analyzers.MVAnalyzer.MVAnalyzer method) (azapy.Analyzers.SDAnalyzer.SDAnalyzer method) (azapy.Analyzers.SMCRAnalyzer.SMCRAnalyzer method) set_rrate() (azapy.Analyzers.BTADAnalyzer.BTADAnalyzer method) (azapy.Analyzers.BTSDAnalyzer.BTSDAnalyzer method) (azapy.Analyzers.CVaRAnalyzer.CVaRAnalyzer method) (azapy.Analyzers.EVaRAnalyzer.EVaRAnalyzer method) (azapy.Analyzers.GINIAnalyzer.GINIAnalyzer method) (azapy.Analyzers.LSDAnalyzer.LSDAnalyzer method) (azapy.Analyzers.MADAnalyzer.MADAnalyzer method) (azapy.Analyzers.MVAnalyzer.MVAnalyzer method) (azapy.Analyzers.SDAnalyzer.SDAnalyzer method) (azapy.Analyzers.SMCRAnalyzer.SMCRAnalyzer method) (azapy.Engines.InvDDEngine.InvDDEngine method) (azapy.Engines.InvVarEngine.InvVarEngine method) (azapy.Engines.InvVolEngine.InvVolEngine method) (azapy.Engines.KellyEngine.KellyEngine method) (azapy.Engines.UniversalEngine.UniversalEngine method) set_rtype() (azapy.Analyzers.BTADAnalyzer.BTADAnalyzer method) (azapy.Analyzers.BTSDAnalyzer.BTSDAnalyzer method) (azapy.Analyzers.CVaRAnalyzer.CVaRAnalyzer method) (azapy.Analyzers.EVaRAnalyzer.EVaRAnalyzer method) (azapy.Analyzers.GINIAnalyzer.GINIAnalyzer method) (azapy.Analyzers.LSDAnalyzer.LSDAnalyzer method) (azapy.Analyzers.MADAnalyzer.MADAnalyzer method) (azapy.Analyzers.MVAnalyzer.MVAnalyzer method) (azapy.Analyzers.SDAnalyzer.SDAnalyzer method) (azapy.Analyzers.SMCRAnalyzer.SMCRAnalyzer method) (azapy.Engines.KellyEngine.KellyEngine method) SMCRAnalyzer (class in azapy.Analyzers.SMCRAnalyzer) summary_MkTdata() (in module azapy.MkT.summary_MkTdata)

U

UniversalEngine (class in azapy.Engines.UniversalEngine)

update_MkTdata() (in module azapy.MkT.update_MkTdata)

V

version() (in module azapy) viewFrontiers() (azapy.Analyzers.BTADAnalyzer.BTADAnalyzer method) (azapy.Analyzers.BTSDAnalyzer.BTSDAnalyzer method) (azapy.Analyzers.CVaRAnalyzer.CVaRAnalyzer method) (azapy.Analyzers.EVaRAnalyzer.EVaRAnalyzer method) (azapy.Analyzers.GINIAnalyzer.GINIAnalyzer method) (azapy.Analyzers.LSDAnalyzer.LSDAnalyzer method) (azapy.Analyzers.MADAnalyzer.MADAnalyzer method) (azapy.Analyzers.MVAnalyzer.MVAnalyzer method) (azapy.Analyzers.SDAnalyzer.SDAnalyzer method) (azapy.Analyzers.SMCRAnalyzer.SMCRAnalyzer method)