Index

A

AccessorABC (class in garpar.utils.accabc) argnearest() (in module garpar.datasets.risso)

as_prices() (garpar.core.stocks_set.StocksSet method) as_returns() (garpar.core.stocks_set.StocksSet method)

B

box() (garpar.core.plot_acc.StocksSetPlotterAccessor method)

Bunch (class in garpar.utils.bunch)

C

capm() (garpar.core.ereturns_acc.ExpectedReturnsAccessor method) coerce_covariance_matrix() (garpar.core.coercer_mixin.CoercerMixin method) coerce_expected_returns() (garpar.core.coercer_mixin.CoercerMixin method) coerce_weights() (garpar.core.coercer_mixin.CoercerMixin method)

CoercerMixin (class in garpar.core.coercer_mixin) copy() (garpar.core.stocks_set.StocksSet method) CorrelationAccessor (class in garpar.core.covcorr_acc) CovarianceAccessor (class in garpar.core.covcorr_acc) cross_entropy() (garpar.core.div_acc.DiversificationMetricsAccessor method)

D

delisted (garpar.core.stocks_set.StocksSet property) delisted_prune() (garpar.core.stocks_set.StocksSet method)

df_temporal_header() (in module garpar.utils.context) DiversificationMetricsAccessor (class in garpar.core.div_acc) dprune() (garpar.core.stocks_set.StocksSet method)

E

emah() (garpar.core.ereturns_acc.ExpectedReturnsAccessor method) entropy (garpar.core.stocks_set.StocksSet property) EPSILON (in module garpar.constants) ex_ante_tracking_error() (garpar.core.utilities_acc.UtilitiesAccessor method)

ex_post_tracking_error() (garpar.core.utilities_acc.UtilitiesAccessor method) exp_corr() (garpar.core.covcorr_acc.CorrelationAccessor method) exp_cov() (garpar.core.covcorr_acc.CovarianceAccessor method) ExpectedReturnsAccessor (class in garpar.core.ereturns_acc)

F

family (garpar.optimize.opt_base.MeanVarianceFamilyMixin attribute) (garpar.optimize.opt_base.OptimizerABC attribute)

from_prices() (garpar.core.stocks_set.StocksSet class method)

G

garpar module garpar.constants module garpar.core module garpar.core.coercer_mixin module garpar.core.covcorr_acc module garpar.core.div_acc module garpar.core.ereturns_acc module garpar.core.plot_acc module garpar.core.prices_acc module garpar.core.risk_acc module garpar.core.stocks_set module garpar.core.utilities_acc module garpar.datasets module garpar.datasets.data module garpar.datasets.ds_base module garpar.datasets.multisector module

garpar.datasets.risso module garpar.garpar_io module garpar.optimize module garpar.optimize.mean_variance module garpar.optimize.opt_base module garpar.utils module garpar.utils.accabc module garpar.utils.bunch module garpar.utils.context module garpar.utils.entropy module garpar.utils.mabc module garpar.utils.scalers module garpar.utils.unames module GARPAR_METADATA_KEY (in module garpar.constants) get_optimizer_family() (garpar.optimize.opt_base.OptimizerABC class method) get_window_loss_probability() (garpar.datasets.ds_base.RandomEntropyStocksSetMakerABC method) (garpar.datasets.risso.RissoMixin method)

H

heatmap() (garpar.core.plot_acc.StocksSetPlotterAccessor method)

hist() (garpar.core.plot_acc.StocksSetPlotterAccessor method) hparam() (in module garpar.utils.mabc)

I

iloc (garpar.core.stocks_set.StocksSet property)

K

kde() (garpar.core.plot_acc.StocksSetPlotterAccessor method)

ke_zang_entropy() (garpar.core.div_acc.DiversificationMetricsAccessor method)

L

ledoit_wolf_corr() (garpar.core.covcorr_acc.CorrelationAccessor method) ledoit_wolf_cov() (garpar.core.covcorr_acc.CovarianceAccessor method) line() (garpar.core.plot_acc.StocksSetPlotterAccessor method) load_MERVAL() (in module garpar.datasets.data)

loc (garpar.core.stocks_set.StocksSet property) log() (garpar.core.prices_acc.PricesAccessor method) log10() (garpar.core.prices_acc.PricesAccessor method) log2() (garpar.core.prices_acc.PricesAccessor method)

M

mad() (garpar.core.prices_acc.PricesAccessor method) mah() (garpar.core.ereturns_acc.ExpectedReturnsAccessor method) make_multisector() (in module garpar.datasets.multisector) make_risso_levy_stable() (in module garpar.datasets.risso) make_risso_normal() (in module garpar.datasets.risso) make_risso_uniform() (in module garpar.datasets.risso) make_stock_price() (garpar.datasets.ds_base.RandomEntropyStocksSetMakerABC method) (garpar.datasets.risso.RissoLevyStable method) (garpar.datasets.risso.RissoNormal method) (garpar.datasets.risso.RissoUniform method) make_stocks_set() (garpar.datasets.ds_base.RandomEntropyStocksSetMakerABC method) (garpar.datasets.ds_base.StocksSetMakerABC method) (garpar.datasets.multisector.MultiSector method) Markowitz (class in garpar.optimize.mean_variance) max_scaler() (in module garpar.utils.scalers) mean_tendency_size() (garpar.core.prices_acc.PricesAccessor method) MeanVarianceFamilyMixin (class in garpar.optimize.opt_base) metadata (garpar.core.stocks_set.StocksSet property) minmax_scaler() (in module garpar.utils.scalers) mkss() (in module garpar.core.stocks_set) ModelABC (class in garpar.utils.mabc) module garpar garpar.constants garpar.core garpar.core.coercer_mixin garpar.core.covcorr_acc garpar.core.div_acc garpar.core.ereturns_acc garpar.core.plot_acc garpar.core.prices_acc garpar.core.risk_acc garpar.core.stocks_set garpar.core.utilities_acc garpar.datasets garpar.datasets.data garpar.datasets.ds_base garpar.datasets.multisector garpar.datasets.risso garpar.garpar_io garpar.optimize garpar.optimize.mean_variance garpar.optimize.opt_base garpar.utils garpar.utils.accabc garpar.utils.bunch garpar.utils.context garpar.utils.entropy garpar.utils.mabc garpar.utils.scalers garpar.utils.unames

mproperty() (in module garpar.utils.mabc) mrc() (garpar.core.div_acc.DiversificationMetricsAccessor method) MultiSector (class in garpar.datasets.multisector) MVOptimizer (class in garpar.optimize.mean_variance)

O

ogive() (garpar.core.plot_acc.StocksSetPlotterAccessor method) optimize() (garpar.optimize.opt_base.OptimizerABC method)

OptimizerABC (class in garpar.optimize.opt_base) oracle_approximating_corr() (garpar.core.covcorr_acc.CorrelationAccessor method) oracle_approximating_cov() (garpar.core.covcorr_acc.CovarianceAccessor method)

P

pdi() (garpar.core.div_acc.DiversificationMetricsAccessor method)

PricesAccessor (class in garpar.core.prices_acc) proportion_scaler() (in module garpar.utils.scalers)

Q

quadratic_utility() (garpar.core.utilities_acc.UtilitiesAccessor method)

qutility() (garpar.core.utilities_acc.UtilitiesAccessor method)

R

RandomEntropyStocksSetMakerABC (class in garpar.datasets.ds_base) ratio() (garpar.core.div_acc.DiversificationMetricsAccessor method) read_hdf5() (in module garpar.garpar_io) refresh_entropy() (garpar.core.stocks_set.StocksSet method) RiskAccessor (class in garpar.core.risk_acc)

risso() (in module garpar.utils.entropy) RissoLevyStable (class in garpar.datasets.risso) RissoMixin (class in garpar.datasets.risso) RissoNormal (class in garpar.datasets.risso) RissoUniform (class in garpar.datasets.risso)

S

sample_corr() (garpar.core.covcorr_acc.CorrelationAccessor method) sample_cov() (garpar.core.covcorr_acc.CovarianceAccessor method) scale_weights() (garpar.core.stocks_set.StocksSet method) semi_corr() (garpar.core.covcorr_acc.CorrelationAccessor method) semi_cov() (garpar.core.covcorr_acc.CovarianceAccessor method) shannon() (in module garpar.utils.entropy) shape (garpar.core.stocks_set.StocksSet property) sharpe_ratio() (garpar.core.risk_acc.RiskAccessor method) ss_beta() (garpar.core.risk_acc.RiskAccessor method) ss_return() (garpar.core.utilities_acc.UtilitiesAccessor method)

ss_var() (garpar.core.risk_acc.RiskAccessor method) standar_scaler() (in module garpar.utils.scalers) stock_beta() (garpar.core.risk_acc.RiskAccessor method) stocks (garpar.core.stocks_set.StocksSet property) stocks_number (garpar.core.stocks_set.StocksSet property) stocks_set_beta() (garpar.core.risk_acc.RiskAccessor method) stocks_set_return() (garpar.core.utilities_acc.UtilitiesAccessor method) stocks_set_variance() (garpar.core.risk_acc.RiskAccessor method) StocksSet (class in garpar.core.stocks_set) StocksSetMakerABC (class in garpar.datasets.ds_base) StocksSetPlotterAccessor (class in garpar.core.plot_acc)

T

to_dataframe() (garpar.core.stocks_set.StocksSet method) to_dict() (garpar.utils.bunch.Bunch method)

to_hdf5() (garpar.core.stocks_set.StocksSet method) (in module garpar.garpar_io) treynor_ratio() (garpar.core.risk_acc.RiskAccessor method)

U

unique_names() (in module garpar.utils.unames)

UtilitiesAccessor (class in garpar.core.utilities_acc)

V

value_at_risk() (garpar.core.risk_acc.RiskAccessor method)

var() (garpar.core.risk_acc.RiskAccessor method) VERSION (in module garpar.constants)

W

wbox() (garpar.core.plot_acc.StocksSetPlotterAccessor method) weights (garpar.core.stocks_set.StocksSet property) weights_prune() (garpar.core.stocks_set.StocksSet method) wheatmap() (garpar.core.plot_acc.StocksSetPlotterAccessor method)

whist() (garpar.core.plot_acc.StocksSetPlotterAccessor method) window_size (garpar.core.stocks_set.StocksSet property) wkde() (garpar.core.plot_acc.StocksSetPlotterAccessor method) wprune() (garpar.core.stocks_set.StocksSet method)

Y

yager_inf() (in module garpar.utils.entropy)

yager_one() (in module garpar.utils.entropy)

Z

zheng_entropy() (garpar.core.div_acc.DiversificationMetricsAccessor method)