Index

A

Allocations (class in portfoliofinder)

as_dataframe() (portfoliofinder.Allocations method) (portfoliofinder.BacktestedStatistics method)

B

BacktestedStatistics (class in portfoliofinder)

BacktestedTimeframes (class in portfoliofinder) BacktestedValues (class in portfoliofinder)

C

Callable (in module portfoliofinder.stats)

Contributions (class in portfoliofinder) (class in portfoliofinder.contributions)

D

DEFAULT_CONTRIBUTION (in module portfoliofinder.contributions)

F

filter() (portfoliofinder.Allocations method) (portfoliofinder.BacktestedStatistics method) filter_by_gte_percentile_of() (portfoliofinder.BacktestedStatistics method)

filter_by_lte_percentile_of() (portfoliofinder.BacktestedStatistics method) filter_by_max_of() (portfoliofinder.BacktestedStatistics method) filter_by_min_of() (portfoliofinder.BacktestedStatistics method)

G

get_allocation_which_max_statistic() (portfoliofinder.BacktestedStatistics method) get_allocation_which_min_statistic() (portfoliofinder.BacktestedStatistics method) get_allocations_which_max_each_statistic() (portfoliofinder.BacktestedStatistics method) get_allocations_which_min_each_statistic() (portfoliofinder.BacktestedStatistics method) get_contribution_for_year() (portfoliofinder.Contributions method) (portfoliofinder.contributions.Contributions method) (portfoliofinder.contributions.InitialContribution method) (portfoliofinder.contributions.RegularContributions method) (portfoliofinder.contributions.ScheduledContributions method) (portfoliofinder.InitialContribution method) (portfoliofinder.RegularContributions method) (portfoliofinder.ScheduledContributions method)

get_series() (portfoliofinder.BacktestedTimeframes method) (portfoliofinder.BacktestedValues method) (portfoliofinder.Returns method) get_statistics() (portfoliofinder.BacktestedTimeframes method) (portfoliofinder.BacktestedValues method) gmean() (in module portfoliofinder.stats) graph() (portfoliofinder.BacktestedStatistics method)

I

InitialContribution (class in portfoliofinder) (class in portfoliofinder.contributions)

L

load() (portfoliofinder.Allocations class method) (portfoliofinder.BacktestedStatistics class method) (portfoliofinder.BacktestedTimeframes class method) (portfoliofinder.BacktestedValues class method) (portfoliofinder.Returns class method)

M

module portfoliofinder portfoliofinder.contributions portfoliofinder.stats

P

percentile_for() (in module portfoliofinder.stats) portfoliofinder module

portfoliofinder.contributions module portfoliofinder.stats module

R

RegularContributions (class in portfoliofinder) (class in portfoliofinder.contributions)

Returns (class in portfoliofinder)

S

save() (portfoliofinder.Allocations method) (portfoliofinder.BacktestedStatistics method) (portfoliofinder.BacktestedTimeframes method) (portfoliofinder.BacktestedValues method) (portfoliofinder.Returns method)

ScheduledContributions (class in portfoliofinder) (class in portfoliofinder.contributions) sharpe_ratio() (in module portfoliofinder.stats)

T

to_dataframe() (portfoliofinder.BacktestedTimeframes method) (portfoliofinder.BacktestedValues method) (portfoliofinder.Returns method)

W

with_contributions() (portfoliofinder.Returns method) with_initial_contribution() (portfoliofinder.Returns method)

with_regular_contributions() (portfoliofinder.Returns method) with_returns() (portfoliofinder.Allocations method) with_scheduled_contributions() (portfoliofinder.Returns method)