Index

_

__add__() (finsim.portfolio.portfolio.Portfolio method) __eq__() (finsim.portfolio.portfolio.Portfolio method) __mul__() (finsim.portfolio.portfolio.Portfolio method)

__ne__() (finsim.portfolio.portfolio.Portfolio method) __rmul__() (finsim.portfolio.portfolio.Portfolio method) __sub__() (finsim.portfolio.portfolio.Portfolio method)

A

AbstractStochasticValue (class in finsim.simulation.stock)

align_timestamps_stock_dataframes() (in module finsim.portfolio.helper)

B

BlackScholesMertonStockPrices (class in finsim.simulation.stock)

C

calculate_cash_from_dividends() (finsim.portfolio.dynamic.DynamicPortfolioWithDividends method) checksumarray() (in module finsim.portfolio.optimize.numerics)

compute() (finsim.portfolio.portfolio.OptimizedPortfolio method) correlation_matrix (finsim.portfolio.optimize.policy.OptimizedWeightingPolicy property) (finsim.portfolio.portfolio.OptimizedPortfolio property)

D

dataframe_to_hdf() (in module finsim.data.preader) dumps_json() (finsim.portfolio.dynamic.DynamicPortfolio method) (finsim.portfolio.portfolio.OptimizedPortfolio method) (finsim.portfolio.portfolio.Portfolio method)

DynamicPortfolio (class in finsim.portfolio.dynamic) DynamicPortfolioWithDividends (class in finsim.portfolio.dynamic)

E

estimate_beta() (in module finsim.estimate.risk) estimate_downside_risk() (in module finsim.estimate.risk)

estimate_upside_risk() (in module finsim.estimate.risk) extract_batch_online_yahoofinance_data() (in module finsim.data.preader) extract_online_yahoofinance_data() (in module finsim.data.preader)

F

find_cursor_for_date() (finsim.portfolio.dynamic.DynamicPortfolio method) finding_missing_symbols_in_cache() (in module finsim.data.preader) FinnHubStockReader (class in finsim.data.finnhub) finsim module finsim.data module finsim.data.finnhub module finsim.data.preader module finsim.data.quandl module finsim.estimate module finsim.estimate.constants module finsim.estimate.fit module finsim.estimate.native module finsim.estimate.native.pyfit module finsim.estimate.native.pyrisk module finsim.estimate.risk module finsim.portfolio module finsim.portfolio.create module finsim.portfolio.dynamic module

finsim.portfolio.helper module finsim.portfolio.optimize module finsim.portfolio.optimize.metrics module finsim.portfolio.optimize.native module finsim.portfolio.optimize.native.pymetrics module finsim.portfolio.optimize.numerics module finsim.portfolio.optimize.policy module finsim.portfolio.portfolio module finsim.retrieve_stock_symbols_cli module finsim.retrieve_stock_symbols_cli.cli module finsim.simulation module finsim.simulation.stock module finsim.tech module finsim.tech.ma module fit_BlackScholesMerton_model() (in module finsim.estimate.fit) fit_multivariate_BlackScholesMerton_model() (in module finsim.estimate.fit) fit_timeweighted_BlackScholesMerton_model() (in module finsim.estimate.fit) fit_timeweighted_multivariate_BlackScholesMerton_model() (in module finsim.estimate.fit)

G

generate_dynamic_portfolio_dict() (finsim.portfolio.dynamic.DynamicPortfolio method) generate_time_series() (finsim.simulation.stock.AbstractStochasticValue method) (finsim.simulation.stock.BlackScholesMertonStockPrices method) (finsim.simulation.stock.HestonStockPrices method) (finsim.simulation.stock.MertonJumpDiffusionStockPrices method) (finsim.simulation.stock.SquareRootDiffusionProcesses method) generating_cached_yahoofinance_data() (in module finsim.data.preader) get_all_US_symbols() (finsim.data.finnhub.FinnHubStockReader method) get_argparser() (in module finsim.retrieve_stock_symbols_cli.cli) get_BlackScholesMerton_stocks_estimation() (in module finsim.portfolio.optimize.numerics) get_dividends_df() (in module finsim.data.preader) get_exponential_timeweightdf() (in module finsim.portfolio.create) get_movingaverage_price_data() (in module finsim.tech.ma) get_optimized_exponential_timeweighted_portfolio_on_mpt_entropy_costfunction() (in module finsim.portfolio.create) get_optimized_portfolio_on_mpt_costfunction() (in module finsim.portfolio.create) get_optimized_portfolio_on_mpt_entropy_costfunction() (in module finsim.portfolio.create)

get_optimized_portfolio_on_sharpe_ratio() (in module finsim.portfolio.create) get_portfolio() (finsim.portfolio.portfolio.OptimizedPortfolio method) get_portfolio_value() (finsim.portfolio.dynamic.DynamicPortfolio method) (finsim.portfolio.portfolio.Portfolio method) get_portfolio_values_overtime() (finsim.portfolio.dynamic.DynamicPortfolio method) (finsim.portfolio.dynamic.DynamicPortfolioWithDividends method) (finsim.portfolio.portfolio.Portfolio method) get_stock_candlestick() (finsim.data.finnhub.FinnHubStockReader method) get_stocks_timeweighted_estimation() (in module finsim.portfolio.optimize.numerics) get_symbol_closing_price() (in module finsim.data.preader) get_treasury_longterm_rates() (finsim.data.quandl.QuandlReader method) get_treasury_real_longterm_rates() (finsim.data.quandl.QuandlReader method) get_treasury_real_yield_curve_rates() (finsim.data.quandl.QuandlReader method) get_treasury_yield_curve_rates() (finsim.data.quandl.QuandlReader method) get_yahoofinance_data() (in module finsim.data.preader) getarrayelementminusminvalue() (in module finsim.portfolio.optimize.numerics)

H

HestonStockPrices (class in finsim.simulation.stock)

I

InsufficientSharesException intermediate_wrangle_stock_df_with_dividends() (in module finsim.portfolio.optimize.numerics)

intermediate_wrangle_stock_df_without_dividends() (in module finsim.portfolio.optimize.numerics) is_sorted() (finsim.portfolio.dynamic.DynamicPortfolio method)

L

load_from_dict() (finsim.portfolio.dynamic.DynamicPortfolio class method) (finsim.portfolio.portfolio.OptimizedPortfolio class method) (finsim.portfolio.portfolio.Portfolio class method)

load_from_json() (finsim.portfolio.dynamic.DynamicPortfolio class method) (finsim.portfolio.portfolio.OptimizedPortfolio class method) (finsim.portfolio.portfolio.Portfolio class method)

M

main_cli() (in module finsim.retrieve_stock_symbols_cli.cli) mat_to_list() (in module finsim.portfolio.optimize.policy) MertonJumpDiffusionStockPrices (class in finsim.simulation.stock) module finsim finsim.data finsim.data.finnhub finsim.data.preader finsim.data.quandl finsim.estimate finsim.estimate.constants finsim.estimate.fit finsim.estimate.native finsim.estimate.native.pyfit finsim.estimate.native.pyrisk finsim.estimate.risk finsim.portfolio finsim.portfolio.create finsim.portfolio.dynamic finsim.portfolio.helper finsim.portfolio.optimize finsim.portfolio.optimize.metrics finsim.portfolio.optimize.native finsim.portfolio.optimize.native.pymetrics finsim.portfolio.optimize.numerics finsim.portfolio.optimize.policy finsim.portfolio.portfolio finsim.retrieve_stock_symbols_cli finsim.retrieve_stock_symbols_cli.cli finsim.simulation finsim.simulation.stock finsim.tech finsim.tech.ma

move_cursor_to_date() (finsim.portfolio.dynamic.DynamicPortfolio method) mpt_costfunction (finsim.portfolio.optimize.policy.OptimizedWeightingPolicyUsingMPTCostFunction property) mpt_costfunction() (in module finsim.portfolio.optimize.metrics) mpt_entropy_costfunction (finsim.portfolio.optimize.policy.OptimizedWeightingPolicyUsingMPTEntropyCostFunction property) mpt_entropy_costfunction() (in module finsim.portfolio.optimize.metrics) multiply() (finsim.portfolio.portfolio.Portfolio method)

N

named_correlation_matrix (finsim.portfolio.optimize.policy.OptimizedWeightingPolicy property) (finsim.portfolio.portfolio.OptimizedPortfolio property)

O

optimize() (finsim.portfolio.optimize.policy.OptimizedWeightingPolicy method) (finsim.portfolio.optimize.policy.OptimizedWeightingPolicyUsingMPTCostFunction method) (finsim.portfolio.optimize.policy.OptimizedWeightingPolicyUsingMPTEntropyCostFunction method) (finsim.portfolio.optimize.policy.OptimizedWeightingPolicyUsingMPTSharpeRatio method) optimized_portfolio_mpt_costfunction() (in module finsim.portfolio.optimize.numerics) optimized_portfolio_mpt_entropy_costfunction() (in module finsim.portfolio.optimize.numerics)

optimized_portfolio_on_sharperatio() (in module finsim.portfolio.optimize.numerics) OptimizedPortfolio (class in finsim.portfolio.portfolio) OptimizedWeightingPolicy (class in finsim.portfolio.optimize.policy) OptimizedWeightingPolicyUsingMPTCostFunction (class in finsim.portfolio.optimize.policy) OptimizedWeightingPolicyUsingMPTEntropyCostFunction (class in finsim.portfolio.optimize.policy) OptimizedWeightingPolicyUsingMPTSharpeRatio (class in finsim.portfolio.optimize.policy)

P

policytype (finsim.portfolio.optimize.policy.OptimizedWeightingPolicy property) (finsim.portfolio.optimize.policy.OptimizedWeightingPolicyUsingMPTCostFunction property) (finsim.portfolio.optimize.policy.OptimizedWeightingPolicyUsingMPTEntropyCostFunction property) (finsim.portfolio.optimize.policy.OptimizedWeightingPolicyUsingMPTSharpeRatio property) Portfolio (class in finsim.portfolio.portfolio) portfolio_summary (finsim.portfolio.optimize.policy.OptimizedWeightingPolicy property) (finsim.portfolio.optimize.policy.OptimizedWeightingPolicyUsingMPTCostFunction property) (finsim.portfolio.optimize.policy.OptimizedWeightingPolicyUsingMPTEntropyCostFunction property) (finsim.portfolio.optimize.policy.OptimizedWeightingPolicyUsingMPTSharpeRatio property) (finsim.portfolio.portfolio.OptimizedPortfolio property) portfolio_symbols (finsim.portfolio.optimize.policy.OptimizedWeightingPolicy property) (finsim.portfolio.portfolio.OptimizedPortfolio property)

portfolio_symbols_nbshares (finsim.portfolio.portfolio.Portfolio property) portfolio_yield (finsim.portfolio.optimize.policy.OptimizedWeightingPolicy property) (finsim.portfolio.optimize.policy.OptimizedWeightingPolicyUsingMPTCostFunction property) (finsim.portfolio.optimize.policy.OptimizedWeightingPolicyUsingMPTEntropyCostFunction property) (finsim.portfolio.optimize.policy.OptimizedWeightingPolicyUsingMPTSharpeRatio property) (finsim.portfolio.portfolio.OptimizedPortfolio property) python_estimate_downside_risk() (in module finsim.estimate.native.pyrisk) python_estimate_upside_risk() (in module finsim.estimate.native.pyrisk) python_fit_BlackScholesMerton_model() (in module finsim.estimate.native.pyfit) python_fit_multivariate_BlackScholesMerton_model() (in module finsim.estimate.native.pyfit) python_mpt_costfunction() (in module finsim.portfolio.optimize.native.pymetrics) python_mpt_entropy_costfunction() (in module finsim.portfolio.optimize.native.pymetrics) python_sharpe_ratio() (in module finsim.portfolio.optimize.native.pymetrics)

Q

QuandlReader (class in finsim.data.quandl)

R

roundoff_nbshares() (finsim.portfolio.portfolio.Portfolio method)

S

save_to_json() (finsim.portfolio.dynamic.DynamicPortfolio method) (finsim.portfolio.portfolio.OptimizedPortfolio method) (finsim.portfolio.portfolio.Portfolio method)

sharpe_ratio (finsim.portfolio.optimize.policy.OptimizedWeightingPolicyUsingMPTSharpeRatio property) sharpe_ratio() (in module finsim.portfolio.optimize.metrics) sort_time_series() (finsim.portfolio.dynamic.DynamicPortfolio method) SquareRootDiffusionProcesses (class in finsim.simulation.stock)

T

trade() (finsim.portfolio.dynamic.DynamicPortfolio method)

V

volatility (finsim.portfolio.optimize.policy.OptimizedWeightingPolicy property) (finsim.portfolio.optimize.policy.OptimizedWeightingPolicyUsingMPTCostFunction property) (finsim.portfolio.optimize.policy.OptimizedWeightingPolicyUsingMPTEntropyCostFunction property) (finsim.portfolio.optimize.policy.OptimizedWeightingPolicyUsingMPTSharpeRatio property) (finsim.portfolio.portfolio.OptimizedPortfolio property)

W

weights (finsim.portfolio.optimize.policy.OptimizedWeightingPolicy property) (finsim.portfolio.optimize.policy.OptimizedWeightingPolicyUsingMPTCostFunction property) (finsim.portfolio.optimize.policy.OptimizedWeightingPolicyUsingMPTEntropyCostFunction property) (finsim.portfolio.optimize.policy.OptimizedWeightingPolicyUsingMPTSharpeRatio property) (finsim.portfolio.portfolio.OptimizedPortfolio property)