Index A | B | C | D | E | F | G | H | I | K | L | M | N | O | P | Q | R | S | T | U | V | W | Y | Z A active_share() (in module finance_calcs) ad() (in module finance_calcs) adosc() (in module finance_calcs) adx() (in module finance_calcs) aggregate_returns() (in module finance_calcs) alpha() (in module finance_calcs) annualized_return() (in module finance_calcs) annualized_volatility() (in module finance_calcs) assign_quantile() (in module finance_calcs) atr() (in module finance_calcs) avg_trade_pnl() (in module finance_calcs) B batting_average() (in module finance_calcs) bbands_lower() (in module finance_calcs) bbands_middle() (in module finance_calcs) bbands_upper() (in module finance_calcs) beta() (in module finance_calcs) C calmar() (in module finance_calcs) cci() (in module finance_calcs) cmo() (in module finance_calcs) common_sense_ratio() (in module finance_calcs) concentration() (in module finance_calcs) conditional_ic() (in module finance_calcs) conditional_value_at_risk() (in module finance_calcs) consecutive_wins_losses() (in module finance_calcs) cost_attribution() (in module finance_calcs) cost_per_trade() (in module finance_calcs) cum_returns() (in module finance_calcs) cum_returns_final() (in module finance_calcs) D deflated_sharpe() (in module finance_calcs) dema() (in module finance_calcs) donchian_lower() (in module finance_calcs) donchian_middle() (in module finance_calcs) donchian_upper() (in module finance_calcs) down_alpha() (in module finance_calcs) down_beta() (in module finance_calcs) down_capture() (in module finance_calcs) downside_deviation() (in module finance_calcs) downside_risk() (in module finance_calcs) drawdown_series() (in module finance_calcs) E ema() (in module finance_calcs) ewma_vol() (in module finance_calcs) exit_reason_stats() (in module finance_calcs) extract_round_trips() (in module finance_calcs) F forward_returns() (in module finance_calcs) G garman_klass_vol() (in module finance_calcs) gpd_cvar() (in module finance_calcs) gpd_var() (in module finance_calcs) gross_exposure() (in module finance_calcs) gross_leverage() (in module finance_calcs) H higher_moments() (in module finance_calcs) hit_rate() (in module finance_calcs) horizon_ic() (in module finance_calcs) I ic_decay() (in module finance_calcs) ic_ir() (in module finance_calcs) ic_summary_stats() (in module finance_calcs) implementation_shortfall() (in module finance_calcs) information_coefficient() (in module finance_calcs) information_ratio() (in module finance_calcs) K kurtosis() (in module finance_calcs) L log_returns() (in module finance_calcs) long_exposure() (in module finance_calcs) long_short_round_trip_stats() (in module finance_calcs) long_short_spread() (in module finance_calcs) M macd_hist() (in module finance_calcs) macd_line() (in module finance_calcs) macd_signal() (in module finance_calcs) mae_mfe() (in module finance_calcs) max_drawdown() (in module finance_calcs) mean_return_by_quantile() (in module finance_calcs) midpoint() (in module finance_calcs) midprice() (in module finance_calcs) minimum_track_record_length() (in module finance_calcs) minus_di() (in module finance_calcs) minus_dm() (in module finance_calcs) mom() (in module finance_calcs) N natr() (in module finance_calcs) net_exposure() (in module finance_calcs) O obv() (in module finance_calcs) omega_ratio() (in module finance_calcs) P parametric_var() (in module finance_calcs) parkinson_vol() (in module finance_calcs) payoff_ratio() (in module finance_calcs) pearson_ic() (in module finance_calcs) period_bucket() (in module finance_calcs) plus_di() (in module finance_calcs) plus_dm() (in module finance_calcs) probabilistic_sharpe() (in module finance_calcs) profit_factor() (in module finance_calcs) Q quantile_changed() (in module finance_calcs) quantile_turnover() (in module finance_calcs) R rank_normalize() (in module finance_calcs) realized_vol() (in module finance_calcs) returns() (in module finance_calcs) roc() (in module finance_calcs) rocp() (in module finance_calcs) rocr() (in module finance_calcs) rocr100() (in module finance_calcs) rogers_satchell_vol() (in module finance_calcs) round_trip_stats() (in module finance_calcs) rsi() (in module finance_calcs) S sector_round_trip_stats() (in module finance_calcs) sharpe() (in module finance_calcs) sharpe_ci_bootstrap() (in module finance_calcs) sharpe_with_ci() (in module finance_calcs) short_exposure() (in module finance_calcs) simple_returns() (in module finance_calcs) skewness() (in module finance_calcs) slippage_bps() (in module finance_calcs) sma() (in module finance_calcs) sortino() (in module finance_calcs) spearman_ic() (in module finance_calcs) stability_of_timeseries() (in module finance_calcs) stoch_d() (in module finance_calcs) stoch_k() (in module finance_calcs) T tail_ratio() (in module finance_calcs) tema() (in module finance_calcs) top_n_concentration() (in module finance_calcs) tracking_error() (in module finance_calcs) trade_duration_stats() (in module finance_calcs) trade_size_return_correlation() (in module finance_calcs) transaction_cost() (in module finance_calcs) transaction_notional() (in module finance_calcs) transaction_volume() (in module finance_calcs) trix() (in module finance_calcs) true_range() (in module finance_calcs) turnover() (in module finance_calcs) U ulcer_index() (in module finance_calcs) underwater_series() (in module finance_calcs) up_alpha() (in module finance_calcs) up_beta() (in module finance_calcs) up_capture() (in module finance_calcs) up_down_capture() (in module finance_calcs) V value_at_risk() (in module finance_calcs) volatility() (in module finance_calcs) vwap_slippage() (in module finance_calcs) W willr() (in module finance_calcs) win_rate() (in module finance_calcs) winsorize() (in module finance_calcs) wma() (in module finance_calcs) Y yang_zhang_vol() (in module finance_calcs) Z zscore() (in module finance_calcs)