All modules for which code is available
- qf_lib.analysis.backtests_overfitting.backtest_overfitting_sheet
- qf_lib.analysis.backtests_overfitting.overfitting_analysis
- qf_lib.analysis.breakout_strength.trend_strength_sheet
- qf_lib.analysis.common.abstract_document
- qf_lib.analysis.exposure_analysis.exposure_generator
- qf_lib.analysis.exposure_analysis.exposure_settings
- qf_lib.analysis.exposure_analysis.exposure_sheet
- qf_lib.analysis.signals_analysis.signals_plotter
- qf_lib.analysis.tearsheets.abstract_tearsheet
- qf_lib.analysis.tearsheets.current_positions_sheet
- qf_lib.analysis.tearsheets.portfolio_analysis_sheet
- qf_lib.analysis.tearsheets.strategy_monitoring_document
- qf_lib.analysis.tearsheets.tearsheet_comparative
- qf_lib.analysis.tearsheets.tearsheet_with_benchmark
- qf_lib.analysis.tearsheets.tearsheet_without_benchmark
- qf_lib.analysis.timeseries_analysis.timeseries_analysis
- qf_lib.analysis.trade_analysis.trade_analysis_sheet
- qf_lib.analysis.trade_analysis.trades_generator
- qf_lib.backtesting.alpha_model.alpha_model
- qf_lib.backtesting.alpha_model.futures_model
- qf_lib.backtesting.contract.contract_to_ticker_conversion.base
- qf_lib.backtesting.contract.contract_to_ticker_conversion.ib_contract_ticker_mapper
- qf_lib.backtesting.contract.contract_to_ticker_conversion.simulated_contract_ticker_mapper
- qf_lib.backtesting.data_handler.daily_data_handler
- qf_lib.backtesting.data_handler.data_handler
- qf_lib.backtesting.data_handler.intraday_data_handler
- qf_lib.backtesting.events.time_event.regular_time_event.after_market_close_event
- qf_lib.backtesting.events.time_event.regular_time_event.calculate_and_place_orders_event
- qf_lib.backtesting.events.time_event.regular_time_event.market_close_event
- qf_lib.backtesting.events.time_event.regular_time_event.market_open_event
- qf_lib.backtesting.events.time_event.regular_time_event.regular_time_event
- qf_lib.backtesting.events.time_event.time_event
- qf_lib.backtesting.execution_handler.commission_models.bps_trade_value_commission_model
- qf_lib.backtesting.execution_handler.commission_models.commission_model
- qf_lib.backtesting.execution_handler.commission_models.fixed_commission_model
- qf_lib.backtesting.execution_handler.commission_models.ib_commission_model
- qf_lib.backtesting.execution_handler.slippage.base
- qf_lib.backtesting.execution_handler.slippage.fixed_slippage
- qf_lib.backtesting.execution_handler.slippage.price_based_slippage
- qf_lib.backtesting.execution_handler.slippage.square_root_market_impact_slippage
- qf_lib.backtesting.fast_alpha_model_tester.backtest_summary
- qf_lib.backtesting.fast_alpha_model_tester.fast_alpha_models_tester
- qf_lib.backtesting.fast_alpha_model_tester.initial_risk_stats
- qf_lib.backtesting.fast_alpha_model_tester.scenarios_generator
- qf_lib.backtesting.monitoring.abstract_monitor
- qf_lib.backtesting.monitoring.backtest_monitor
- qf_lib.backtesting.monitoring.backtest_result
- qf_lib.backtesting.order.execution_style
- qf_lib.backtesting.order.order
- qf_lib.backtesting.order.order_factory
- qf_lib.backtesting.order.time_in_force
- qf_lib.backtesting.orders_filter.orders_filter
- qf_lib.backtesting.orders_filter.volume_orders_filter
- qf_lib.backtesting.portfolio.backtest_crypto_position
- qf_lib.backtesting.portfolio.backtest_equity_position
- qf_lib.backtesting.portfolio.backtest_future_position
- qf_lib.backtesting.portfolio.backtest_position
- qf_lib.backtesting.portfolio.portfolio
- qf_lib.backtesting.portfolio.trade
- qf_lib.backtesting.portfolio.transaction
- qf_lib.backtesting.position_sizer.fixed_portfolio_percentage_position_sizer
- qf_lib.backtesting.position_sizer.initial_risk_position_sizer
- qf_lib.backtesting.position_sizer.initial_risk_with_volume_position_sizer
- qf_lib.backtesting.position_sizer.position_sizer
- qf_lib.backtesting.position_sizer.simple_position_sizer
- qf_lib.backtesting.signals.backtest_signals_register
- qf_lib.backtesting.signals.signal
- qf_lib.backtesting.signals.signals_register
- qf_lib.backtesting.strategies.abstract_strategy
- qf_lib.backtesting.strategies.alpha_model_strategy
- qf_lib.backtesting.trading_session.backtest_trading_session
- qf_lib.backtesting.trading_session.backtest_trading_session_builder
- qf_lib.backtesting.trading_session.trading_session
- qf_lib.common.enums.expiration_date_field
- qf_lib.common.enums.frequency
- qf_lib.common.enums.price_field
- qf_lib.common.enums.quandl_db_type
- qf_lib.common.enums.security_type
- qf_lib.common.exceptions.broker_exceptions
- qf_lib.common.exceptions.future_contracts_exceptions
- qf_lib.common.risk_parity_boxes.risk_parity_boxes
- qf_lib.common.tickers.tickers
- qf_lib.common.timeseries_analysis.return_attribution_analysis
- qf_lib.common.timeseries_analysis.risk_contribution_analysis
- qf_lib.common.utils.close_open_gap.close_open_gap
- qf_lib.common.utils.confidence_interval.analytical_cone
- qf_lib.common.utils.confidence_interval.analytical_cone_base
- qf_lib.common.utils.confidence_interval.analytical_cone_oos
- qf_lib.common.utils.data_cleaner
- qf_lib.common.utils.dateutils.common_start_and_end
- qf_lib.common.utils.dateutils.date_format
- qf_lib.common.utils.dateutils.date_to_string
- qf_lib.common.utils.dateutils.get_quarter
- qf_lib.common.utils.dateutils.get_values_common_dates
- qf_lib.common.utils.dateutils.iso_to_gregorian
- qf_lib.common.utils.dateutils.string_to_date
- qf_lib.common.utils.dateutils.timer
- qf_lib.common.utils.dateutils.to_days
- qf_lib.common.utils.factorization.data_models.data_model
- qf_lib.common.utils.factorization.data_models.data_model_input
- qf_lib.common.utils.factorization.data_models.rolling_window_estimation
- qf_lib.common.utils.factorization.data_presenters.data_presenter
- qf_lib.common.utils.factorization.data_presenters.rolling_data_presenter
- qf_lib.common.utils.factorization.factors_identification.elastic_net_factors_identifier
- qf_lib.common.utils.factorization.factors_identification.elastic_net_factors_identifier_simplified
- qf_lib.common.utils.factorization.factors_identification.stepwise_factor_identifier
- qf_lib.common.utils.factorization.manager
- qf_lib.common.utils.miscellaneous.annualise_with_sqrt
- qf_lib.common.utils.miscellaneous.average_true_range
- qf_lib.common.utils.miscellaneous.consecutive_duplicates
- qf_lib.common.utils.miscellaneous.function_name
- qf_lib.common.utils.miscellaneous.kelly
- qf_lib.common.utils.miscellaneous.periods_list
- qf_lib.common.utils.miscellaneous.to_list_conversion
- qf_lib.common.utils.miscellaneous.volume_weighted_average_price
- qf_lib.common.utils.numberutils.is_finite_number
- qf_lib.common.utils.ratios.calmar_ratio
- qf_lib.common.utils.ratios.gain_to_pain_ratio
- qf_lib.common.utils.ratios.information_ratio
- qf_lib.common.utils.ratios.omega_ratio
- qf_lib.common.utils.ratios.sharpe_ratio
- qf_lib.common.utils.ratios.sorino_ratio
- qf_lib.common.utils.returns.annualise_total_return
- qf_lib.common.utils.returns.avg_drawdown
- qf_lib.common.utils.returns.avg_drawdown_duration
- qf_lib.common.utils.returns.beta_and_alpha
- qf_lib.common.utils.returns.cagr
- qf_lib.common.utils.returns.convert_dataframe_frequency
- qf_lib.common.utils.returns.custom_returns_aggregating
- qf_lib.common.utils.returns.cvar
- qf_lib.common.utils.returns.drawdown_tms
- qf_lib.common.utils.returns.get_aggregate_returns
- qf_lib.common.utils.returns.index_grouping
- qf_lib.common.utils.returns.is_return_stats
- qf_lib.common.utils.returns.list_longest_drawdowns
- qf_lib.common.utils.returns.list_of_max_drawdowns
- qf_lib.common.utils.returns.log_to_simple_return
- qf_lib.common.utils.returns.max_drawdown
- qf_lib.common.utils.returns.return_distribution_helpers
- qf_lib.common.utils.returns.simple_to_log_return
- qf_lib.common.utils.returns.sqn
- qf_lib.common.utils.returns.tail_events
- qf_lib.common.utils.technical_analysis.utils
- qf_lib.common.utils.volatility.drift_independent_volatility
- qf_lib.common.utils.volatility.get_volatility
- qf_lib.common.utils.volatility.intraday_volatility
- qf_lib.common.utils.volatility.rolling_volatility
- qf_lib.common.utils.volatility.volatility_forecast
- qf_lib.common.utils.volatility.volatility_manager
- qf_lib.containers.dataframe.log_returns_dataframe
- qf_lib.containers.dataframe.prices_dataframe
- qf_lib.containers.dataframe.qf_dataframe
- qf_lib.containers.dataframe.simple_returns_dataframe
- qf_lib.containers.futures.future_contract
- qf_lib.containers.futures.future_tickers.bloomberg_future_ticker
- qf_lib.containers.futures.future_tickers.future_ticker
- qf_lib.containers.futures.future_tickers.portara_future_ticker
- qf_lib.containers.futures.futures_adjustment_method
- qf_lib.containers.futures.futures_chain
- qf_lib.containers.futures.futures_rolling_orders_generator
- qf_lib.containers.qf_data_array
- qf_lib.containers.series.log_returns_series
- qf_lib.containers.series.prices_series
- qf_lib.containers.series.qf_series
- qf_lib.containers.series.returns_series
- qf_lib.containers.series.simple_returns_series
- qf_lib.data_providers.abstract_price_data_provider
- qf_lib.data_providers.bloomberg.bloomberg_data_provider
- qf_lib.data_providers.bloomberg_beap_hapi.bloomberg_beap_hapi_data_provider
- qf_lib.data_providers.csv.csv_data_provider
- qf_lib.data_providers.data_provider
- qf_lib.data_providers.general_price_provider
- qf_lib.data_providers.haver.haver_data_provider
- qf_lib.data_providers.helpers
- qf_lib.data_providers.portara.portara_data_provider
- qf_lib.data_providers.prefetching_data_provider
- qf_lib.data_providers.preset_data_provider
- qf_lib.data_providers.quandl.quandl_data_provider
- qf_lib.documents_utils.document_exporting.document_exporter
- qf_lib.documents_utils.document_exporting.html_exporter
- qf_lib.documents_utils.document_exporting.pdf_exporter
- qf_lib.documents_utils.email_publishing.email_publisher
- qf_lib.documents_utils.excel.excel_exporter
- qf_lib.documents_utils.excel.excel_importer
- qf_lib.indicators.market_stress_indicator_us
- qf_lib.plotting.charts.annual_returns_bar_chart
- qf_lib.plotting.charts.bar_chart
- qf_lib.plotting.charts.boxplot_chart
- qf_lib.plotting.charts.chart
- qf_lib.plotting.charts.cone_chart
- qf_lib.plotting.charts.cone_chart_oos
- qf_lib.plotting.charts.dist_chart
- qf_lib.plotting.charts.heatmap.heatmap_chart
- qf_lib.plotting.charts.heatmap.heatmap_chart_decorator
- qf_lib.plotting.charts.heatmap.values_annotations
- qf_lib.plotting.charts.histogram_chart
- qf_lib.plotting.charts.kde_chart
- qf_lib.plotting.charts.line_chart
- qf_lib.plotting.charts.pie_chart
- qf_lib.plotting.charts.regression_chart
- qf_lib.plotting.charts.returns_heatmap_chart
- qf_lib.plotting.charts.surface_chart_3d
- qf_lib.plotting.decorators.axes_formatter_decorator
- qf_lib.plotting.decorators.axes_label_decorator
- qf_lib.plotting.decorators.axes_locator_decorator
- qf_lib.plotting.decorators.axes_position_decorator
- qf_lib.plotting.decorators.axis_tick_labels_decorator
- qf_lib.plotting.decorators.bar_values_decorator
- qf_lib.plotting.decorators.chart_decorator
- qf_lib.plotting.decorators.cone_decorator
- qf_lib.plotting.decorators.cone_process_decorator
- qf_lib.plotting.decorators.coordinate
- qf_lib.plotting.decorators.data_element_decorator
- qf_lib.plotting.decorators.legend_decorator
- qf_lib.plotting.decorators.line_decorators
- qf_lib.plotting.decorators.point_emphasis_decorator
- qf_lib.plotting.decorators.scatter_decorator
- qf_lib.plotting.decorators.series_line_decorator
- qf_lib.plotting.decorators.simple_legend_item
- qf_lib.plotting.decorators.span_decorator
- qf_lib.plotting.decorators.stem_decorator
- qf_lib.plotting.decorators.text_decorator
- qf_lib.plotting.decorators.title_decorator
- qf_lib.plotting.decorators.top_drawdown_decorator
- qf_lib.plotting.decorators.vertical_span_decorator
- qf_lib.plotting.helpers.create_bar_chart
- qf_lib.plotting.helpers.create_dd_probability_chart
- qf_lib.plotting.helpers.create_dd_probability_chart_3d
- qf_lib.plotting.helpers.create_dot_plot
- qf_lib.plotting.helpers.create_event_comparison_chart
- qf_lib.plotting.helpers.create_gross_leverage_chart
- qf_lib.plotting.helpers.create_holdings_chart
- qf_lib.plotting.helpers.create_line_chart
- qf_lib.plotting.helpers.create_qq_chart
- qf_lib.plotting.helpers.create_return_quantiles
- qf_lib.plotting.helpers.create_returns_bar_chart
- qf_lib.plotting.helpers.create_returns_distribution
- qf_lib.plotting.helpers.create_returns_similarity
- qf_lib.plotting.helpers.create_rolling_chart
- qf_lib.plotting.helpers.create_rolling_chart_using_benchmark
- qf_lib.plotting.helpers.create_skewness_chart
- qf_lib.plotting.helpers.index_translator
- qf_lib.portfolio_construction.black_litterman.black_litterman
- qf_lib.portfolio_construction.covariance_estimation.robust_covariance
- qf_lib.portfolio_construction.optimizers.nonlinear_function_optimizer
- qf_lib.portfolio_construction.optimizers.quadratic_optimizer
- qf_lib.portfolio_construction.portfolio_models.efficient_frontier_portfolio
- qf_lib.portfolio_construction.portfolio_models.equal_risk_contribution_portfolio
- qf_lib.portfolio_construction.portfolio_models.kelly_portfolio
- qf_lib.portfolio_construction.portfolio_models.max_diversification_portfolio
- qf_lib.portfolio_construction.portfolio_models.max_excess_return_portfolio
- qf_lib.portfolio_construction.portfolio_models.max_sharpe_ratio_portfolio
- qf_lib.portfolio_construction.portfolio_models.min_variance_portfolio
- qf_lib.portfolio_construction.portfolio_models.multifactor_portfolio
- qf_lib.portfolio_construction.portfolio_models.portfolio
- qf_lib.portfolio_construction.portfolio_models.risk_parity_portfolio