analysis

common.abstract_document.AbstractDocument

Base class for most PDF documents with charts and tables.

backtests_overfitting.backtest_overfitting_sheet.BacktestOverfittingSheet

Creates a document summarising all the statistics related to the probability of backtest overfitting.

backtests_overfitting.overfitting_analysis.OverfittingAnalysis

Class providing statistics and analysis for checking if backtest is overfitted.

breakout_strength.trend_strength_sheet.TrendStrengthSheet

Creates a PDF containing main statistics of strength of a day trend.

tearsheets.abstract_tearsheet.AbstractTearsheet

Creates a PDF 'one-pager' as often found in institutional strategy performance reports.

tearsheets.current_positions_sheet.CurrentPositionsSheet

Provides information about currently open positions in the portfolio.

tearsheets.portfolio_analysis_sheet.PortfolioAnalysisSheet

Creates a PDF containing a visual representation of portfolio changes over time.

tearsheets.strategy_monitoring_document.StrategyMonitoringDocument

Creates PDF with strategy monitoring analysis.

tearsheets.tearsheet_with_benchmark.TearsheetWithBenchmark

Creates a PDF report, which additionally contains a benchmark.

tearsheets.tearsheet_without_benchmark.TearsheetWithoutBenchmark

Creates a PDF report without a benchamrk.

tearsheets.tearsheet_comparative.TearsheetComparative

Creates a PDF report, which additionally contains a benchamrk.

timeseries_analysis.timeseries_analysis.TimeseriesAnalysis

Used for analysing a timeseries of returns.

trade_analysis.trades_generator.TradesGenerator

Class responsible for generating Trade objects from information provided in the form of Transactions or BacktestPositions.

trade_analysis.trade_analysis_sheet.TradeAnalysisSheet

Creates a PDF containing main statistics of the trades.

signals_analysis.signals_plotter.SignalsPlotter

Generates a document with candlestick charts for each given ticker and highlights the background to indicate at which time a position has been opened.

exposure_analysis.exposure_generator.ExposureGenerator

Class to generate exposure data based on provided regressors tickers

exposure_analysis.exposure_sheet.ExposureSheet

Creates an Exposure Sheet in PDF format

exposure_analysis.exposure_settings.ExposureSettings

Class to combine data provider with exposure related functionality.