API ReferenceΒΆ
Complete API documentation for all 27 wraquant modules. Each page includes a brief overview, quick usage examples, and full auto-generated reference for every public function and class.
Recipes
Pre-built workflows
Risk
95+ risk functions
Volatility
28+ vol models
Regimes
38+ regime functions
Technical Analysis
263 indicators
Machine Learning
44+ ML functions
Pricing
50+ pricing functions
Time Series
Forecasting & decomposition
Statistics
Regression & distributions
Optimization
Portfolio & solvers
Backtesting
Engine & tearsheets
Visualization
Plotly dashboards
Fundamental Analysis
Ratios, valuation, screening
News & Sentiment
Sentiment, events, filings
Econometrics
Panel data & VAR
Microstructure
Liquidity & toxicity
Execution
TWAP, VWAP, Almgren-Chriss
Causal Inference
DID, synthetic control
Bayesian
MCMC & model comparison
Forex
Carry, sessions, risk
Data
Fetching & cleaning
Advanced Math
Networks, Levy, optimal stopping
Core
Types, coercion, results
I/O
ETL, SQL, cloud storage