Index

_

__or__() (pipefolio.mixins.TransformerPipeMixin method) __ror__() (pipefolio.mixins.AdaptorPipeMixin method) (pipefolio.mixins.OptimizerPipeMixin method) (pipefolio.mixins.SelectorPipeMixin method) (pipefolio.mixins.TransformerPipeMixin method) __version__ (in module pipefolio)

_select() (pipefolio.selector.ann_vlty.AnnualVolatilitySelector method) (pipefolio.selector.AnnualVolatilitySelector method) (pipefolio.selector.AverageTradeValueSelector method) (pipefolio.selector.avg_trade_value.AverageTradeValueSelector method) (pipefolio.selector.tot_ret.TotalReturnSelector method) (pipefolio.selector.TotalReturnSelector method)

A

AdaptorPipeMixin (class in pipefolio.mixins) AnnualVolatilitySelector (class in pipefolio.selector) (class in pipefolio.selector.ann_vlty)

AVERAGE_DRAWDOWN (pipefolio.enums.RiskMetric attribute), [1] AverageTradeValueSelector (class in pipefolio.selector) (class in pipefolio.selector.avg_trade_value)

C

CDAR (pipefolio.enums.RiskMetric attribute), [1] close (pipefolio.data.DataPlaceHolder property) (pipefolio.data.OHLCV attribute)

copy_with_new_data() (pipefolio.data.DataPlaceHolder method) CVAR (pipefolio.enums.RiskMetric attribute), [1]

D

DAILY (pipefolio.enums.DataPeriod attribute), [1] data (pipefolio.data.DataPlaceHolder attribute), [1]

DataPeriod (class in pipefolio.enums) DataPlaceHolder (class in pipefolio.data)

E

end (pipefolio.data.DataPlaceHolder attribute), [1]

EqualWeightOptimizer (class in pipefolio.optimizer) (class in pipefolio.optimizer.equal)

F

fit() (pipefolio.adaptor.weight_arr.WeightArrayAdaptor method) (pipefolio.adaptor.weight_map.WeightMappingAdaptor method) (pipefolio.adaptor.WeightArrayAdaptor method) (pipefolio.adaptor.WeightMappingAdaptor method) (pipefolio.optimizer.equal.EqualWeightOptimizer method) (pipefolio.optimizer.EqualWeightOptimizer method) (pipefolio.optimizer.inverse_vlty.InverseVolatilityOptimizer method) (pipefolio.optimizer.InverseVolatilityOptimizer method) (pipefolio.optimizer.max_ratio.MaxRatioOptimizer method) (pipefolio.optimizer.max_ret.MaxReturnOptimizer method) (pipefolio.optimizer.MaxRatioOptimizer method) (pipefolio.optimizer.MaxReturnOptimizer method) (pipefolio.optimizer.mean_risk.MeanRiskOptimizer method) (pipefolio.optimizer.MeanRiskOptimizer method) (pipefolio.optimizer.min_risk.MinRiskOptimizer method) (pipefolio.optimizer.MinRiskOptimizer method) (pipefolio.optimizer.risk_averse.RiskAverseOptimizer method) (pipefolio.optimizer.RiskAverseOptimizer method) (pipefolio.selector.ann_vlty.AnnualVolatilitySelector method) (pipefolio.selector.AnnualVolatilitySelector method) (pipefolio.selector.AverageTradeValueSelector method) (pipefolio.selector.avg_trade_value.AverageTradeValueSelector method) (pipefolio.selector.tot_ret.TotalReturnSelector method) (pipefolio.selector.TotalReturnSelector method) (pipefolio.transformer.price_to_return.PriceToReturnTransformer method) (pipefolio.transformer.PriceToReturnTransformer method)

from_dataframe() (pipefolio.data.DataPlaceHolder class method)

H

high (pipefolio.data.DataPlaceHolder property) (pipefolio.data.OHLCV attribute)

I

InverseVolatilityOptimizer (class in pipefolio.optimizer) (class in pipefolio.optimizer.inverse_vlty)

L

LARGEST (pipefolio.enums.SelectMode attribute), [1] log_returns (pipefolio.transformer.price_to_return.PriceToReturnTransformer attribute) (pipefolio.transformer.PriceToReturnTransformer attribute)

low (pipefolio.data.DataPlaceHolder property) (pipefolio.data.OHLCV attribute)

M

MAX_DRAWDOWN (pipefolio.enums.RiskMetric attribute), [1] MAXIMIZE_RATIO (pipefolio.enums.OptimizeObjective attribute), [1] MAXIMIZE_RETURN (pipefolio.enums.OptimizeObjective attribute), [1] MAXIMIZE_UTILITY (pipefolio.enums.OptimizeObjective attribute), [1] MaxRatioOptimizer (class in pipefolio.optimizer) (class in pipefolio.optimizer.max_ratio) MaxReturnOptimizer (class in pipefolio.optimizer) (class in pipefolio.optimizer.max_ret) MEAN_ABSOLUTE_DEVIATION (pipefolio.enums.RiskMetric attribute), [1] MeanRiskOptimizer (class in pipefolio.optimizer) (class in pipefolio.optimizer.mean_risk) MINIMIZE_RISK (pipefolio.enums.OptimizeObjective attribute), [1] MinRiskOptimizer (class in pipefolio.optimizer) (class in pipefolio.optimizer.min_risk) mode (pipefolio.selector.ann_vlty.AnnualVolatilitySelector attribute), [1] (pipefolio.selector.AnnualVolatilitySelector attribute), [1] (pipefolio.selector.AverageTradeValueSelector attribute), [1] (pipefolio.selector.avg_trade_value.AverageTradeValueSelector attribute), [1] (pipefolio.selector.tot_ret.TotalReturnSelector attribute), [1] (pipefolio.selector.TotalReturnSelector attribute), [1] model (pipefolio.optimizer.equal.EqualWeightOptimizer attribute) (pipefolio.optimizer.EqualWeightOptimizer attribute) (pipefolio.optimizer.inverse_vlty.InverseVolatilityOptimizer attribute), [1] (pipefolio.optimizer.InverseVolatilityOptimizer attribute), [1] (pipefolio.optimizer.max_ratio.MaxRatioOptimizer attribute), [1] (pipefolio.optimizer.max_ret.MaxReturnOptimizer attribute), [1] (pipefolio.optimizer.MaxRatioOptimizer attribute), [1] (pipefolio.optimizer.MaxReturnOptimizer attribute), [1] (pipefolio.optimizer.mean_risk.MeanRiskOptimizer attribute), [1] (pipefolio.optimizer.MeanRiskOptimizer attribute), [1] (pipefolio.optimizer.min_risk.MinRiskOptimizer attribute), [1] (pipefolio.optimizer.MinRiskOptimizer attribute), [1] (pipefolio.optimizer.risk_averse.RiskAverseOptimizer attribute), [1] (pipefolio.optimizer.RiskAverseOptimizer attribute), [1]

module pipefolio pipefolio.adaptor pipefolio.adaptor.weight_arr pipefolio.adaptor.weight_map pipefolio.data pipefolio.enums pipefolio.mixins pipefolio.optimizer pipefolio.optimizer.equal pipefolio.optimizer.inverse_vlty pipefolio.optimizer.max_ratio pipefolio.optimizer.max_ret pipefolio.optimizer.mean_risk pipefolio.optimizer.min_risk pipefolio.optimizer.risk_averse pipefolio.selector pipefolio.selector.ann_vlty pipefolio.selector.avg_trade_value pipefolio.selector.tot_ret pipefolio.transformer pipefolio.transformer.price_to_return MONTHLY (pipefolio.enums.DataPeriod attribute), [1]

N

n (pipefolio.selector.ann_vlty.AnnualVolatilitySelector attribute), [1] (pipefolio.selector.AnnualVolatilitySelector attribute), [1] (pipefolio.selector.AverageTradeValueSelector attribute), [1] (pipefolio.selector.avg_trade_value.AverageTradeValueSelector attribute), [1] (pipefolio.selector.tot_ret.TotalReturnSelector attribute), [1] (pipefolio.selector.TotalReturnSelector attribute), [1]

None (pipefolio.adaptor.weight_arr.WeightArrayAdaptor attribute) (pipefolio.adaptor.WeightArrayAdaptor attribute)

O

OHLCV (class in pipefolio.data) ohlcv (pipefolio.data.DataPlaceHolder attribute), [1] open (pipefolio.data.DataPlaceHolder property) (pipefolio.data.OHLCV attribute)

OptimizeObjective (class in pipefolio.enums) OptimizerPipeMixin (class in pipefolio.mixins)

P

period (pipefolio.data.DataPlaceHolder attribute), [1] pipefolio module pipefolio.adaptor module pipefolio.adaptor.weight_arr module pipefolio.adaptor.weight_map module pipefolio.data module pipefolio.enums module pipefolio.mixins module pipefolio.optimizer module pipefolio.optimizer.equal module pipefolio.optimizer.inverse_vlty module pipefolio.optimizer.max_ratio module pipefolio.optimizer.max_ret module pipefolio.optimizer.mean_risk module pipefolio.optimizer.min_risk module pipefolio.optimizer.risk_averse module

pipefolio.selector module pipefolio.selector.ann_vlty module pipefolio.selector.avg_trade_value module pipefolio.selector.tot_ret module pipefolio.transformer module pipefolio.transformer.price_to_return module predict() (pipefolio.optimizer.equal.EqualWeightOptimizer method) (pipefolio.optimizer.EqualWeightOptimizer method) (pipefolio.optimizer.inverse_vlty.InverseVolatilityOptimizer method) (pipefolio.optimizer.InverseVolatilityOptimizer method) (pipefolio.optimizer.max_ratio.MaxRatioOptimizer method) (pipefolio.optimizer.max_ret.MaxReturnOptimizer method) (pipefolio.optimizer.MaxRatioOptimizer method) (pipefolio.optimizer.MaxReturnOptimizer method) (pipefolio.optimizer.mean_risk.MeanRiskOptimizer method) (pipefolio.optimizer.MeanRiskOptimizer method) (pipefolio.optimizer.min_risk.MinRiskOptimizer method) (pipefolio.optimizer.MinRiskOptimizer method) (pipefolio.optimizer.risk_averse.RiskAverseOptimizer method) (pipefolio.optimizer.RiskAverseOptimizer method) price (pipefolio.data.DataPlaceHolder property) price_col (pipefolio.data.DataPlaceHolder attribute), [1] PriceToReturnTransformer (class in pipefolio.transformer) (class in pipefolio.transformer.price_to_return)

Q

QUARTERLY (pipefolio.enums.DataPeriod attribute), [1]

R

RiskAverseOptimizer (class in pipefolio.optimizer) (class in pipefolio.optimizer.risk_averse)

RiskMetric (class in pipefolio.enums)

S

select_symbols() (pipefolio.data.DataPlaceHolder method) SelectMode (class in pipefolio.enums) SelectorPipeMixin (class in pipefolio.mixins) SEMI_DEVIATION (pipefolio.enums.RiskMetric attribute), [1]

SEMI_VARIANCE (pipefolio.enums.RiskMetric attribute), [1] SMALLEST (pipefolio.enums.SelectMode attribute), [1] STANDARD_DEVIATION (pipefolio.enums.RiskMetric attribute), [1] start (pipefolio.data.DataPlaceHolder attribute), [1] symbols (pipefolio.data.DataPlaceHolder attribute), [1]

T

TotalReturnSelector (class in pipefolio.selector) (class in pipefolio.selector.tot_ret) transform() (pipefolio.adaptor.weight_arr.WeightArrayAdaptor method) (pipefolio.adaptor.weight_map.WeightMappingAdaptor method) (pipefolio.adaptor.WeightArrayAdaptor method) (pipefolio.adaptor.WeightMappingAdaptor method) (pipefolio.selector.ann_vlty.AnnualVolatilitySelector method) (pipefolio.selector.AnnualVolatilitySelector method) (pipefolio.selector.AverageTradeValueSelector method) (pipefolio.selector.avg_trade_value.AverageTradeValueSelector method) (pipefolio.selector.tot_ret.TotalReturnSelector method) (pipefolio.selector.TotalReturnSelector method) (pipefolio.transformer.price_to_return.PriceToReturnTransformer method) (pipefolio.transformer.PriceToReturnTransformer method)

TransformerPipeMixin (class in pipefolio.mixins)

V

VARIANCE (pipefolio.enums.RiskMetric attribute), [1]

volume (pipefolio.data.DataPlaceHolder property) (pipefolio.data.OHLCV attribute)

W

WEEKLY (pipefolio.enums.DataPeriod attribute), [1] WeightArrayAdaptor (class in pipefolio.adaptor) (class in pipefolio.adaptor.weight_arr)

WeightMappingAdaptor (class in pipefolio.adaptor) (class in pipefolio.adaptor.weight_map) WORST_REALIZATION (pipefolio.enums.RiskMetric attribute), [1]

Y

YEARLY (pipefolio.enums.DataPeriod attribute), [1]