Index

A

aggregate_returns() (in module pyfolio.timeseries) alpha() (in module pyfolio.timeseries)

alpha_beta() (in module pyfolio.timeseries) annual_return() (in module pyfolio.timeseries) annual_volatility() (in module pyfolio.timeseries)

B

beta() (in module pyfolio.timeseries)

C

calc_bootstrap() (in module pyfolio.timeseries) calc_distribution_stats() (in module pyfolio.timeseries) calmar_ratio() (in module pyfolio.timeseries) check_intraday() (in module pyfolio.utils) clip_returns_to_benchmark() (in module pyfolio.utils) common_sense_ratio() (in module pyfolio.timeseries) compute_exposures() (in module pyfolio.perf_attrib) configure_legend() (in module pyfolio.utils) create_capacity_tear_sheet() (in module pyfolio.tears) create_full_tear_sheet() (in module pyfolio.tears)

create_interesting_times_tear_sheet() (in module pyfolio.tears) create_perf_attrib_stats() (in module pyfolio.perf_attrib) create_perf_attrib_tear_sheet() (in module pyfolio.tears) create_position_tear_sheet() (in module pyfolio.tears) create_returns_tear_sheet() (in module pyfolio.tears) create_round_trip_tear_sheet() (in module pyfolio.tears) create_simple_tear_sheet() (in module pyfolio.tears) create_txn_tear_sheet() (in module pyfolio.tears) cum_returns() (in module pyfolio.timeseries) customize() (in module pyfolio.plotting)

D

detect_intraday() (in module pyfolio.utils)

downside_risk() (in module pyfolio.timeseries)

E

estimate_intraday() (in module pyfolio.utils)

extract_interesting_date_ranges() (in module pyfolio.timeseries) extract_rets_pos_txn_from_zipline() (in module pyfolio.utils)

F

forecast_cone_bootstrap() (in module pyfolio.timeseries)

format_asset() (in module pyfolio.utils)

G

gen_drawdown_table() (in module pyfolio.timeseries) get_max_drawdown() (in module pyfolio.timeseries) get_max_drawdown_underwater() (in module pyfolio.timeseries)

get_symbol_rets() (in module pyfolio.utils) get_top_drawdowns() (in module pyfolio.timeseries) gross_lev() (in module pyfolio.timeseries)

M

max_drawdown() (in module pyfolio.timeseries) module pyfolio.perf_attrib pyfolio.plotting pyfolio.tears pyfolio.timeseries pyfolio.utils

N

normalize() (in module pyfolio.timeseries)

O

omega_ratio() (in module pyfolio.timeseries)

one_dec_places() (in module pyfolio.utils)

P

percentage() (in module pyfolio.utils) perf_attrib() (in module pyfolio.perf_attrib) perf_stats() (in module pyfolio.timeseries) perf_stats_bootstrap() (in module pyfolio.timeseries) plot_alpha_returns() (in module pyfolio.perf_attrib) plot_annual_returns() (in module pyfolio.plotting) plot_capacity_sweep() (in module pyfolio.plotting) plot_cones() (in module pyfolio.plotting) plot_daily_turnover_hist() (in module pyfolio.plotting) plot_daily_volume() (in module pyfolio.plotting) plot_drawdown_periods() (in module pyfolio.plotting) plot_drawdown_underwater() (in module pyfolio.plotting) plot_exposures() (in module pyfolio.plotting) plot_factor_contribution_to_perf() (in module pyfolio.perf_attrib) plot_gross_leverage() (in module pyfolio.plotting) plot_holdings() (in module pyfolio.plotting) plot_long_short_holdings() (in module pyfolio.plotting) plot_max_median_position_concentration() (in module pyfolio.plotting) plot_monthly_returns_dist() (in module pyfolio.plotting) plot_monthly_returns_heatmap() (in module pyfolio.plotting) plot_monthly_returns_timeseries() (in module pyfolio.plotting) plot_perf_stats() (in module pyfolio.plotting) plot_prob_profit_trade() (in module pyfolio.plotting) plot_return_quantiles() (in module pyfolio.plotting)

plot_returns() (in module pyfolio.perf_attrib) (in module pyfolio.plotting) plot_risk_exposures() (in module pyfolio.perf_attrib) plot_rolling_beta() (in module pyfolio.plotting) plot_rolling_returns() (in module pyfolio.plotting) plot_rolling_sharpe() (in module pyfolio.plotting) plot_rolling_volatility() (in module pyfolio.plotting) plot_round_trip_lifetimes() (in module pyfolio.plotting) plot_sector_allocations() (in module pyfolio.plotting) plot_slippage_sensitivity() (in module pyfolio.plotting) plot_slippage_sweep() (in module pyfolio.plotting) plot_turnover() (in module pyfolio.plotting) plot_txn_time_hist() (in module pyfolio.plotting) print_table() (in module pyfolio.utils) pyfolio.perf_attrib module pyfolio.plotting module pyfolio.tears module pyfolio.timeseries module pyfolio.utils module

R

register_return_func() (in module pyfolio.utils) rolling_beta() (in module pyfolio.timeseries)

rolling_regression() (in module pyfolio.timeseries) rolling_sharpe() (in module pyfolio.timeseries) rolling_volatility() (in module pyfolio.timeseries)

S

sample_colormap() (in module pyfolio.utils) sharpe_ratio() (in module pyfolio.timeseries) show_and_plot_top_positions() (in module pyfolio.plotting) show_perf_attrib_stats() (in module pyfolio.perf_attrib) show_perf_stats() (in module pyfolio.plotting) show_profit_attribution() (in module pyfolio.plotting)

show_worst_drawdown_periods() (in module pyfolio.plotting) simulate_paths() (in module pyfolio.timeseries) sortino_ratio() (in module pyfolio.timeseries) stability_of_timeseries() (in module pyfolio.timeseries) standardize_data() (in module pyfolio.utils) summarize_paths() (in module pyfolio.timeseries)

T

tail_ratio() (in module pyfolio.timeseries) timer() (in module pyfolio.tears)

to_series() (in module pyfolio.utils) to_utc() (in module pyfolio.utils) two_dec_places() (in module pyfolio.utils)

V

value_at_risk() (in module pyfolio.timeseries)

var_cov_var_normal() (in module pyfolio.timeseries) vectorize() (in module pyfolio.utils)