Index

A

adfTest() (in module btQuant.econometrics), [1] adTest() (in module btQuant.distributions), [1] aic() (in module btQuant.fit), [1] anomalyScore() (in module btQuant.ml), [1] appraisalRatio() (in module btQuant.factor), [1]

apt() (in module btQuant.factor), [1] ar1() (in module btQuant.sim), [1] arch() (in module btQuant.sim), [1] arma() (in module btQuant.sim), [1] asian() (in module btQuant.options), [1]

B

barrier() (in module btQuant.options), [1] beta() (in module btQuant.risk), [1] bic() (in module btQuant.fit), [1] binary() (in module btQuant.options), [1] binomial() (in module btQuant.options), [1] blackLitterman() (in module btQuant.portfolio), [1] blackScholes() (in module btQuant.options), [1] bootstrapCurve() (in module btQuant.options), [1] breuschPaganTest() (in module btQuant.econometrics), [1] btQuant module btQuant.bootstrap module btQuant.dimension module, [1] btQuant.distributions module, [1]

btQuant.econometrics module, [1] btQuant.factor module, [1] btQuant.fit module, [1] btQuant.ml module, [1] btQuant.options module, [1] btQuant.portfolio module, [1] btQuant.risk module, [1] btQuant.sim module, [1] buildForwardCurve() (in module btQuant.options), [1]

C

calmarRatio() (in module btQuant.risk), [1] capm() (in module btQuant.factor), [1] capturRatio() (in module btQuant.risk), [1] carhart4() (in module btQuant.factor), [1]

cir() (in module btQuant.sim), [1] compoundPoisson() (in module btQuant.sim), [1] conditionalValueAtRisk() (in module btQuant.risk), [1] creditCurve() (in module btQuant.bootstrap) curve() (in module btQuant.bootstrap)

D

decisionTree() (in module btQuant.ml), [1] discountCurve() (in module btQuant.bootstrap)

downsideDeviation() (in module btQuant.risk), [1] drawdown() (in module btQuant.risk), [1] durbinWatson() (in module btQuant.econometrics), [1]

E

efficientFrontier() (in module btQuant.portfolio), [1] equalWeight() (in module btQuant.portfolio), [1] estimateBeta() (in module btQuant.factor), [1]

estimateFactorLoading() (in module btQuant.factor), [1] excessKurtosis() (in module btQuant.risk), [1] expectedShortfall() (in module btQuant.risk), [1]

F

factorMimicking() (in module btQuant.factor), [1] famaFrench3() (in module btQuant.factor), [1] fitAr1() (in module btQuant.fit), [1] fitArma() (in module btQuant.fit), [1] fitBeta() (in module btQuant.distributions), [1] fitCir() (in module btQuant.fit), [1] fitCopula() (in module btQuant.fit), [1] fitDistributions() (in module btQuant.fit), [1] fitExponential() (in module btQuant.distributions), [1] fitGamma() (in module btQuant.distributions), [1] fitGarch() (in module btQuant.fit), [1]

fitGbm() (in module btQuant.fit), [1] fitHeston() (in module btQuant.fit), [1] fitJumpDiffusion() (in module btQuant.fit), [1] fitLevyOu() (in module btQuant.fit), [1] fitLognormal() (in module btQuant.distributions), [1] fitMixture() (in module btQuant.distributions), [1] fitNormal() (in module btQuant.distributions), [1] fitOu() (in module btQuant.fit), [1] fitT() (in module btQuant.distributions), [1] fitVasicek() (in module btQuant.fit), [1] forwardCurve() (in module btQuant.bootstrap) fxForwardCurve() (in module btQuant.bootstrap)

G

garch() (in module btQuant.sim), [1] gbm() (in module btQuant.sim), [1]

gradientBoosting() (in module btQuant.ml), [1] grangerCausality() (in module btQuant.econometrics), [1]

H

heston() (in module btQuant.sim), [1] hierarchicalRiskParity() (in module btQuant.portfolio), [1]

hillTailIndex() (in module btQuant.risk), [1] historicalCvar() (in module btQuant.risk), [1] historicalVar() (in module btQuant.risk), [1]

I

ica() (in module btQuant.dimension), [1] impliedVol() (in module btQuant.options), [1] inflationCurve() (in module btQuant.bootstrap)

informationRatio() (in module btQuant.factor), [1] (in module btQuant.risk), [1] isolationForest() (in module btQuant.ml), [1] isomap() (in module btQuant.dimension), [1]

J

jensenAlpha() (in module btQuant.factor), [1]

jsDivergence() (in module btQuant.distributions), [1]

K

kernelPca() (in module btQuant.dimension), [1] klDivergence() (in module btQuant.distributions), [1] kmeans() (in module btQuant.ml), [1]

knn() (in module btQuant.ml), [1] kpssTest() (in module btQuant.econometrics), [1] ksTest() (in module btQuant.distributions), [1]

L

lda() (in module btQuant.dimension), [1] (in module btQuant.ml), [1]

levyOu() (in module btQuant.sim), [1] ljungBox() (in module btQuant.econometrics), [1] logisticRegression() (in module btQuant.ml), [1]

M

markovSwitching() (in module btQuant.sim), [1] maxDiversification() (in module btQuant.portfolio), [1] maxDrawdownDuration() (in module btQuant.risk), [1] maxReturn() (in module btQuant.portfolio), [1] maxSharpe() (in module btQuant.portfolio), [1] mds() (in module btQuant.dimension), [1] meanVariance() (in module btQuant.portfolio), [1] minCvar() (in module btQuant.portfolio), [1] minVariance() (in module btQuant.portfolio), [1] modifiedVar() (in module btQuant.risk), [1] module btQuant btQuant.bootstrap btQuant.dimension, [1] btQuant.distributions, [1] btQuant.econometrics, [1] btQuant.factor, [1] btQuant.fit, [1] btQuant.ml, [1] btQuant.options, [1] btQuant.portfolio, [1] btQuant.risk, [1] btQuant.sim, [1]

moments() (in module btQuant.distributions), [1] multifactor() (in module btQuant.factor), [1]

N

naiveBayes() (in module btQuant.ml), [1]

nmf() (in module btQuant.dimension), [1]

O

ols() (in module btQuant.econometrics), [1]

omegaRatio() (in module btQuant.risk), [1] ou() (in module btQuant.sim), [1]

P

painIndex() (in module btQuant.risk), [1] parametricCvar() (in module btQuant.risk), [1] parametricVar() (in module btQuant.risk), [1] pca() (in module btQuant.dimension), [1] (in module btQuant.ml), [1]

pcaFactors() (in module btQuant.factor), [1] poisson() (in module btQuant.sim), [1] predictTree() (in module btQuant.ml), [1]

Q

qqPlot() (in module btQuant.distributions), [1]

quantile() (in module btQuant.distributions), [1]

R

randomForest() (in module btQuant.ml), [1] regressionTree() (in module btQuant.ml), [1]

riskParity() (in module btQuant.portfolio), [1] rollingBeta() (in module btQuant.factor), [1]

S

sharpeRatio() (in module btQuant.risk), [1] simulate() (in module btQuant.options), [1] (in module btQuant.sim), [1]

sortinoRatio() (in module btQuant.risk), [1] spread() (in module btQuant.options), [1] stabilityRatio() (in module btQuant.risk), [1] surface() (in module btQuant.bootstrap)

T

tailRatio() (in module btQuant.risk), [1] tangency() (in module btQuant.portfolio), [1] trackingError() (in module btQuant.factor), [1] (in module btQuant.risk), [1]

treynorMazuy() (in module btQuant.factor), [1] treynorRatio() (in module btQuant.risk), [1] trinomial() (in module btQuant.options), [1] tsne() (in module btQuant.dimension), [1]

U

ulcerIndex() (in module btQuant.risk), [1]

V

valueAtRisk() (in module btQuant.risk), [1]

vasicek() (in module btQuant.sim), [1] volSurface() (in module btQuant.bootstrap)

W

whiteTest() (in module btQuant.econometrics), [1]

Y

yieldCurve() (in module btQuant.bootstrap)

Z

zeroRateCurve() (in module btQuant.bootstrap)