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Expected Return, Volatility, Sharpe Ratio
Daily and Historical Returns
Moving Average
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Monte Carlo
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FinQuant
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Index
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A
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B
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C
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D
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E
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F
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G
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H
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I
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L
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M
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N
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O
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P
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__init__() (finquant.asset.Asset method)
(finquant.efficient_frontier.EfficientFrontier method)
(finquant.market.Market method)
(finquant.monte_carlo.MonteCarlo method)
(finquant.monte_carlo.MonteCarloOpt method)
(finquant.portfolio.Portfolio method)
(finquant.stock.Stock method)
A
add_stock() (finquant.portfolio.Portfolio method)
annualised_portfolio_quantities() (in module finquant.quants)
ARRAY_OR_DATAFRAME (in module finquant.data_types)
ARRAY_OR_LIST (in module finquant.data_types)
ARRAY_OR_SERIES (in module finquant.data_types)
Asset (class in finquant.asset)
B
build_portfolio() (finquant.portfolio method)
C
comp_beta() (finquant.portfolio.Portfolio method)
(finquant.stock.Stock method)
comp_cov() (finquant.portfolio.Portfolio method)
comp_cumulative_returns() (finquant.portfolio.Portfolio method)
comp_daily_log_returns() (finquant.portfolio.Portfolio method)
comp_daily_returns() (finquant.asset.Asset method)
(finquant.market.Market method)
(finquant.portfolio.Portfolio method)
comp_downside_risk() (finquant.portfolio.Portfolio method)
comp_expected_return() (finquant.asset.Asset method)
(finquant.portfolio.Portfolio method)
comp_mean_returns() (finquant.portfolio.Portfolio method)
comp_rsquared() (finquant.portfolio.Portfolio method)
(finquant.stock.Stock method)
comp_sharpe() (finquant.portfolio.Portfolio method)
comp_sortino() (finquant.portfolio.Portfolio method)
comp_stock_volatility() (finquant.portfolio.Portfolio method)
comp_treynor() (finquant.portfolio.Portfolio method)
comp_var() (finquant.portfolio.Portfolio method)
comp_volatility() (finquant.asset.Asset method)
(finquant.portfolio.Portfolio method)
comp_weights() (finquant.portfolio.Portfolio method)
compute_ma() (in module finquant.moving_average)
cumulative_returns() (in module finquant.returns)
D
daily_log_returns() (in module finquant.returns)
daily_returns() (in module finquant.returns)
downside_risk() (in module finquant.quants)
E
ef_efficient_frontier() (finquant.portfolio.Portfolio method)
ef_efficient_return() (finquant.portfolio.Portfolio method)
ef_efficient_volatility() (finquant.portfolio.Portfolio method)
ef_maximum_sharpe_ratio() (finquant.portfolio.Portfolio method)
ef_minimum_volatility() (finquant.portfolio.Portfolio method)
ef_plot_efrontier() (finquant.portfolio.Portfolio method)
ef_plot_optimal_portfolios() (finquant.portfolio.Portfolio method)
efficient_frontier() (finquant.efficient_frontier.EfficientFrontier method)
efficient_return() (finquant.efficient_frontier.EfficientFrontier method)
efficient_volatility() (finquant.efficient_frontier.EfficientFrontier method)
EfficientFrontier (class in finquant.efficient_frontier)
ema() (in module finquant.moving_average)
ema_std() (in module finquant.moving_average)
F
finquant.asset
module
finquant.data_types
module
finquant.market
module
finquant.monte_carlo
module
finquant.moving_average
module
finquant.portfolio
module
finquant.quants
module
finquant.returns
module
finquant.stock
module
finquant.type_utilities
module
FLOAT (in module finquant.data_types)
G
get_stock() (finquant.portfolio.Portfolio method)
H
historical_mean_return() (in module finquant.returns)
I
INT (in module finquant.data_types)
L
LIST_DICT_KEYS (in module finquant.data_types)
M
Market (class in finquant.market)
maximum_sharpe_ratio() (finquant.efficient_frontier.EfficientFrontier method)
mc_optimisation() (finquant.portfolio.Portfolio method)
mc_plot_results() (finquant.portfolio.Portfolio method)
mc_properties() (finquant.portfolio.Portfolio method)
minimum_volatility() (finquant.efficient_frontier.EfficientFrontier method)
module
finquant.asset
finquant.data_types
finquant.market
finquant.monte_carlo
finquant.moving_average
finquant.portfolio
finquant.quants
finquant.returns
finquant.stock
finquant.type_utilities
MonteCarlo (class in finquant.monte_carlo)
MonteCarloOpt (class in finquant.monte_carlo)
N
NUMERIC (in module finquant.data_types)
O
optimisation() (finquant.monte_carlo.MonteCarloOpt method)
P
plot_bollinger_band() (in module finquant.moving_average)
plot_efrontier() (finquant.efficient_frontier.EfficientFrontier method)
plot_optimal_portfolios() (finquant.efficient_frontier.EfficientFrontier method)
plot_results() (finquant.monte_carlo.MonteCarloOpt method)
plot_stocks() (finquant.portfolio.Portfolio method)
Portfolio (class in finquant.portfolio)
properties() (finquant.asset.Asset method)
(finquant.efficient_frontier.EfficientFrontier method)
(finquant.monte_carlo.MonteCarloOpt method)
(finquant.portfolio.Portfolio method)
(finquant.stock.Stock method)
R
run() (finquant.monte_carlo.MonteCarlo method)
S
SERIES_OR_DATAFRAME (in module finquant.data_types)
sharpe_ratio() (in module finquant.quants)
sma() (in module finquant.moving_average)
sma_std() (in module finquant.moving_average)
sortino_ratio() (in module finquant.quants)
Stock (class in finquant.stock)
T
treynor_ratio() (in module finquant.quants)
type_validation (in module finquant.type_utilities)
V
value_at_risk() (in module finquant.quants)
W
weighted_mean() (in module finquant.quants)
weighted_mean_daily_returns() (in module finquant.returns)
weighted_std() (in module finquant.quants)
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