analysis
Base class for most PDF documents with charts and tables. |
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Creates a document summarising all the statistics related to the probability of backtest overfitting. |
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Class providing statistics and analysis for checking if backtest is overfitted. |
Creates a PDF containing main statistics of strength of a day trend. |
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Creates a PDF 'one-pager' as often found in institutional strategy performance reports. |
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Provides information about currently open positions in the portfolio. |
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Creates a PDF containing a visual representation of portfolio changes over time. |
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Creates PDF with strategy monitoring analysis. |
Creates a PDF report, which additionally contains a benchmark. |
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Creates a PDF report without a benchamrk. |
Creates a PDF report, which additionally contains a benchamrk. |
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Used for analysing a timeseries of returns. |
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Class responsible for generating Trade objects from information provided in the form of Transactions or BacktestPositions. |
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Creates a PDF containing main statistics of the trades. |
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Generates a document with candlestick charts for each given ticker and highlights the background to indicate at which time a position has been opened. |
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Class to generate exposure data based on provided regressors tickers |
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Creates an Exposure Sheet in PDF format |
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Class to combine data provider with exposure related functionality. |