Index

_

__contains__() (BacktestResult method), [1] (ForecastResult method), [1] (GARCHResult method), [1] __getitem__() (BacktestResult method), [1] (ForecastResult method), [1] (GARCHResult method), [1] __init__() (Backtest method), [1] (BacktestResult method), [1] (Constraint method), [1] (CurrencyPair method), [1] (DataFetchError method), [1] (DiskCache method) (Event method), [1] (EventTracker method), [1] (FinancialPipeline method), [1] (ForecastResult method), [1] (GARCHResult method), [1] (MeanReversionStrategy method) (MemoryCache method) (MissingDependencyError method), [1] (MomentumStrategy method) (Objective method), [1] (OptimizationError method), [1] (OptimizationResult method), [1] (ProviderRegistry method), [1] (RegimeResult method), [1] (TickBuffer method), [1] (VectorizedBacktest method), [1] (WebSocketClient method), [1]

__len__() (TickBuffer method), [1] __new__() (AssetClass method), [1] (Currency method), [1] (EventType method), [1] (ForexSession method), [1] (Frequency method), [1] (OptionStyle method) (OptionType method), [1] (OrderSide method), [1] (RegimeState method) (ReturnType method), [1] (RiskMeasure method) (VolModel method)

A

abandoned_baby() (in module wraquant.ta) (in module wraquant.ta.patterns) above() (in module wraquant.ta) (in module wraquant.ta.signals) acceleration_bands() (in module wraquant.ta) (in module wraquant.ta.volatility) accumulation_distribution_oscillator() (in module wraquant.ta.volume) active_share() (in module wraquant.risk) (in module wraquant.risk.portfolio_analytics) ad_line() (in module wraquant.ta) (in module wraquant.ta.volume) adaptive_rsi() (in module wraquant.ta) (in module wraquant.ta.custom) adaptive_schedule() (in module wraquant.execution) (in module wraquant.execution.algorithms) add_tick() (TickBuffer method), [1] adf_test() (in module wraquant.ts) (in module wraquant.ts.stationarity) adjusted_pin() (in module wraquant.microstructure) (in module wraquant.microstructure.toxicity) adosc() (in module wraquant.ta) (in module wraquant.ta.volume) advance_decline_line() (in module wraquant.ta) (in module wraquant.ta.breadth) advance_decline_ratio() (in module wraquant.ta) (in module wraquant.ta.breadth) adx() (in module wraquant.ta) (in module wraquant.ta.trend) aic (GARCHResult attribute), [1], [2], [3] align_series() (in module wraquant.data) (in module wraquant.data.cleaning) all_greeks() (in module wraquant.price) (in module wraquant.price.greeks) alma() (in module wraquant.ta) (in module wraquant.ta.smoothing) almgren_chriss() (in module wraquant.execution) (in module wraquant.execution.optimal) alpha() (in module wraquant.ta) (in module wraquant.ta.performance) ALTERNATIVE (AssetClass attribute), [1] altman_z_score() (in module wraquant.risk) (in module wraquant.risk.credit) AMERICAN (OptionStyle attribute) amihud_illiquidity() (in module wraquant.microstructure) (in module wraquant.microstructure.liquidity) amihud_rolling() (in module wraquant.microstructure) (in module wraquant.microstructure.liquidity) analyze() (in module wraquant.recipes)

anchored_vwap() (in module wraquant.ta) (in module wraquant.ta.custom) annual_reports() (in module wraquant.news) (in module wraquant.news.filings) antithetic_variates() (in module wraquant.risk) (in module wraquant.risk.monte_carlo) aparch_fit() (in module wraquant.vol) (in module wraquant.vol.models) apply_theme() (in module wraquant.viz) (in module wraquant.viz.themes) appraisal_ratio() (in module wraquant.risk) (in module wraquant.risk.metrics) arch_test() (in module wraquant.econometrics) (in module wraquant.econometrics.volatility) arima_diagnostics() (in module wraquant.ts) (in module wraquant.ts.forecasting) arima_model_selection() (in module wraquant.ts) (in module wraquant.ts.forecasting) arms_index() (in module wraquant.ta) (in module wraquant.ta.breadth) aroon() (in module wraquant.ta) (in module wraquant.ta.trend) aroon_oscillator() (in module wraquant.ta.momentum) ArrayLike (in module wraquant.core.types) arrival_price_benchmark() (in module wraquant.execution) (in module wraquant.execution.algorithms) arviz_summary() (in module wraquant.bayes.integrations) ASIAN (OptionStyle attribute) asset_names (OptimizationResult attribute), [1] AssetClass (class in wraquant.core) (class in wraquant.core.types) atr() (in module wraquant.ta) (in module wraquant.ta.volatility) AUD (Currency attribute), [1] auto_arima() (in module wraquant.ts) (in module wraquant.ts.forecasting) auto_fibonacci() (in module wraquant.ta) (in module wraquant.ta.fibonacci) auto_forecast() (in module wraquant.ts) (in module wraquant.ts.forecasting) auto_plot() (in module wraquant.viz) autocorrelation_features() (in module wraquant.ts) (in module wraquant.ts.features) autoencoder_features() (in module wraquant.ml) (in module wraquant.ml.deep) average_candle_body() (in module wraquant.ta) (in module wraquant.ta.candles) awesome_oscillator() (in module wraquant.ta) (in module wraquant.ta.momentum)

B

backend (WQConfig attribute), [1] Backtest (class in wraquant.backtest) (class in wraquant.backtest.engine) backtest_predictions() (in module wraquant.ml) (in module wraquant.ml.evaluation) BacktestError BacktestResult (class in wraquant.core) (class in wraquant.core.results) balance_of_power() (in module wraquant.ta.momentum) balance_sheet_analysis() (in module wraquant.fundamental) (in module wraquant.fundamental.financials) bambi_regression() (in module wraquant.bayes.integrations) bandpass_filter() (in module wraquant.math.spectral) (in module wraquant.ta) (in module wraquant.ta.cycles) base (CurrencyPair attribute), [1] base_currency (WQConfig attribute), [1] bayes_factor() (in module wraquant.bayes) (in module wraquant.bayes.models) bayesian_changepoint() (in module wraquant.bayes) (in module wraquant.bayes.models) bayesian_cointegration() (in module wraquant.bayes) (in module wraquant.bayes.models) bayesian_factor_model() (in module wraquant.bayes) (in module wraquant.bayes.models) bayesian_linear_regression() (in module wraquant.bayes) (in module wraquant.bayes.models) bayesian_portfolio() (in module wraquant.bayes) (in module wraquant.bayes.models) bayesian_portfolio_bl() (in module wraquant.bayes) (in module wraquant.bayes.models) bayesian_regime_inference() (in module wraquant.bayes) (in module wraquant.bayes.models) bayesian_regression() (in module wraquant.bayes) (in module wraquant.bayes.models) bayesian_sharpe() (in module wraquant.bayes) (in module wraquant.bayes.models) bayesian_var() (in module wraquant.bayes) (in module wraquant.bayes.models) bayesian_volatility() (in module wraquant.bayes) (in module wraquant.bayes.models) bbwidth() (in module wraquant.ta) (in module wraquant.ta.volatility) BEAR (RegimeState attribute) below() (in module wraquant.ta) (in module wraquant.ta.signals) belt_hold() (in module wraquant.ta) (in module wraquant.ta.patterns) BERMUDAN (OptionStyle attribute) bertsimas_lo() (in module wraquant.execution) (in module wraquant.execution.optimal) beta() (in module wraquant.ta) (in module wraquant.ta.statistics)

between_effects() (in module wraquant.econometrics) (in module wraquant.econometrics.panel) bic (GARCHResult attribute), [1], [2], [3] binary_segmentation() (in module wraquant.regimes) (in module wraquant.regimes.changepoint) binomial_american() (in module wraquant.math) (in module wraquant.math.optimal_stopping) binomial_tree() (in module wraquant.price) (in module wraquant.price.options) bipower_variation() (in module wraquant.vol) (in module wraquant.vol.realized) bisection() (in module wraquant.math.numerical) black_litterman() (in module wraquant.opt) (in module wraquant.opt.portfolio) black_scholes() (in module wraquant.price) (in module wraquant.price.options) blackjax_nuts() (in module wraquant.bayes.integrations) block_bootstrap() (in module wraquant.risk) (in module wraquant.risk.monte_carlo) blume_adjusted_beta() (in module wraquant.risk) (in module wraquant.risk.beta) body_gap() (in module wraquant.ta) (in module wraquant.ta.candles) body_to_range_ratio() (in module wraquant.ta) (in module wraquant.ta.candles) bollinger_bands() (in module wraquant.ta) (in module wraquant.ta.overlap) bond_price() (in module wraquant.price) (in module wraquant.price.fixed_income) bond_yield() (in module wraquant.price) (in module wraquant.price.fixed_income) bootstrap_zero_curve() (in module wraquant.price) (in module wraquant.price.curves) bounds_analysis() (in module wraquant.causal) (in module wraquant.causal.treatment) breusch_godfrey() (in module wraquant.econometrics) (in module wraquant.econometrics.diagnostics) breusch_pagan() (in module wraquant.econometrics) (in module wraquant.econometrics.diagnostics) BRL (Currency attribute), [1] bulk_volume_classification() (in module wraquant.microstructure) (in module wraquant.microstructure.toxicity) BULL (RegimeState attribute) bullish_percent() (in module wraquant.ta) (in module wraquant.ta.breadth) burke_ratio() (in module wraquant.backtest) (in module wraquant.backtest.metrics) butterworth_filter() (in module wraquant.ta) (in module wraquant.ta.smoothing) BUY (OrderSide attribute), [1] buy_and_hold_abnormal_return() (in module wraquant.econometrics) (in module wraquant.econometrics.event_study) BuyAndHold (class in wraquant.backtest.strategy)

C

cache_dir (WQConfig attribute), [1] cache_enabled (WQConfig attribute), [1] cache_result() (in module wraquant.core) (in module wraquant.core.decorators) cache_ttl_seconds (WQConfig attribute), [1] CAD (Currency attribute), [1] CALL (OptionType attribute), [1] candle_body_size() (in module wraquant.ta) (in module wraquant.ta.candles) candle_direction() (in module wraquant.ta) (in module wraquant.ta.candles) candle_momentum() (in module wraquant.ta) (in module wraquant.ta.candles) candle_range() (in module wraquant.ta) (in module wraquant.ta.candles) capex_analysis() (in module wraquant.fundamental) (in module wraquant.fundamental.financials) capture_ratios() (in module wraquant.risk) (in module wraquant.risk.metrics) cardinality_constraint() (in module wraquant.opt) (in module wraquant.opt.utils) carry_attractiveness() (in module wraquant.forex) (in module wraquant.forex.carry) carry_portfolio() (in module wraquant.forex) (in module wraquant.forex.carry) carry_return() (in module wraquant.forex) (in module wraquant.forex.carry) cash_flow_analysis() (in module wraquant.fundamental) (in module wraquant.fundamental.financials) causal_forest() (in module wraquant.causal) (in module wraquant.causal.treatment) cci() (in module wraquant.ta) (in module wraquant.ta.momentum) cds_spread() (in module wraquant.risk) (in module wraquant.risk.credit) center_of_gravity() (in module wraquant.ta) (in module wraquant.ta.momentum) centrality_measures() (in module wraquant.math) (in module wraquant.math.network) cgmy_characteristic() (in module wraquant.price) (in module wraquant.price.characteristic) cgmy_simulate() (in module wraquant.math) (in module wraquant.math.levy) chaikin_volatility() (in module wraquant.ta) (in module wraquant.ta.volatility) chande_forecast_oscillator() (in module wraquant.ta.momentum) characteristic_function_price() (in module wraquant.price) (in module wraquant.price.characteristic) characteristic_function_vg() (in module wraquant.math) (in module wraquant.math.levy) check_completeness() (in module wraquant.data) (in module wraquant.data.validation) check_staleness() (in module wraquant.data) (in module wraquant.data.validation) CHF (Currency attribute), [1] choppiness_index() (in module wraquant.ta) (in module wraquant.ta.exotic) cir_process() (in module wraquant.price) (in module wraquant.price.stochastic) classification_metrics() (in module wraquant.ml) (in module wraquant.ml.evaluation) clean_symbol() (in module wraquant.data.utils) clear() (DiskCache method) (MemoryCache method) (TickBuffer method), [1] clip_weights() (in module wraquant.backtest) (in module wraquant.backtest.position) close_auction_allocation() (in module wraquant.execution) (in module wraquant.execution.algorithms) close_to_close() (in module wraquant.ta) (in module wraquant.ta.volatility) closing_marubozu() (in module wraquant.ta) (in module wraquant.ta.patterns) closing_quoted_spread() (in module wraquant.microstructure) (in module wraquant.microstructure.liquidity) cmf() (in module wraquant.ta) (in module wraquant.ta.volume) cmo() (in module wraquant.ta) (in module wraquant.ta.momentum) CNH (Currency attribute), [1] CNY (Currency attribute), [1] coerce_array() (in module wraquant.core) coerce_dataframe() (in module wraquant.core) coerce_returns() (in module wraquant.core) coerce_series() (in module wraquant.core) combinatorial_purged_kfold() (in module wraquant.ml) (in module wraquant.ml.preprocessing) commission_cost() (in module wraquant.execution) (in module wraquant.execution.cost) COMMODITY (AssetClass attribute), [1] common_sense_ratio() (in module wraquant.backtest) (in module wraquant.backtest.metrics) common_size_analysis() (in module wraquant.fundamental) (in module wraquant.fundamental.financials) community_detection() (in module wraquant.math) (in module wraquant.math.network) compare_regime_methods() (in module wraquant.regimes) (in module wraquant.regimes.scoring) complexity_features() (in module wraquant.ts) (in module wraquant.ts.features) component_var() (in module wraquant.risk) (in module wraquant.risk.portfolio_analytics) composite_regime_labels() (in module wraquant.regimes) (in module wraquant.regimes.labels) comprehensive_ratios() (in module wraquant.fundamental) (in module wraquant.fundamental.ratios)

comprehensive_tearsheet() (in module wraquant.backtest) concealing_baby_swallow() (in module wraquant.ta) (in module wraquant.ta.patterns) concentration_ratio() (in module wraquant.risk) (in module wraquant.risk.portfolio_analytics) condition_number() (in module wraquant.econometrics) (in module wraquant.econometrics.diagnostics) conditional_beta() (in module wraquant.risk) (in module wraquant.risk.beta) conditional_covariance() (in module wraquant.risk) (in module wraquant.risk.dcc) conditional_drawdown_at_risk() (in module wraquant.risk) (in module wraquant.risk.tail) conditional_entropy() (in module wraquant.math.information) conditional_var() (in module wraquant.risk) (in module wraquant.risk.var) conditional_volatility (GARCHResult attribute), [1], [2], [3] confidence_lower (ForecastResult attribute), [1], [2], [3] confidence_upper (ForecastResult attribute), [1], [2], [3] ConfigError, [1] configure_logging() (in module wraquant.core.logging) connect() (WebSocketClient method), [1] connors_rsi() (in module wraquant.ta.momentum) connors_tps() (in module wraquant.ta) (in module wraquant.ta.exotic) Constraint (class in wraquant.opt) (class in wraquant.opt.base) contagion_analysis() (in module wraquant.risk) (in module wraquant.risk.historical) contagion_simulation() (in module wraquant.math) (in module wraquant.math.network) convergence_diagnostics() (in module wraquant.bayes) (in module wraquant.bayes.mcmc) convexity() (in module wraquant.price) (in module wraquant.price.fixed_income) coppock_curve() (in module wraquant.ta.momentum) copula_simulate() (in module wraquant.risk) (in module wraquant.risk.copulas) copulae_fit() (in module wraquant.risk) (in module wraquant.risk.integrations) copulas_fit() (in module wraquant.risk) (in module wraquant.risk.integrations) cornish_fisher_var() (in module wraquant.risk) (in module wraquant.risk.tail) correlation() (in module wraquant.ta) (in module wraquant.ta.statistics) correlation_clustering() (in module wraquant.ml) (in module wraquant.ml.clustering) correlation_matrix() (in module wraquant.forex) (in module wraquant.forex.pairs) correlation_network() (in module wraquant.math) (in module wraquant.math.network) correlation_stress() (in module wraquant.risk) (in module wraquant.risk.stress) corwin_schultz_spread() (in module wraquant.microstructure) (in module wraquant.microstructure.liquidity) cos_method() (in module wraquant.price) (in module wraquant.price.levy_pricing) CovarianceMatrix (in module wraquant.core.types) covariances (RegimeResult attribute), [1], [2], [3] cox_partial_likelihood() (in module wraquant.risk) (in module wraquant.risk.survival) create_engine() (in module wraquant.io.database) create_ohlcv_schema() (in module wraquant.data) (in module wraquant.data.validation_advanced) create_returns_schema() (in module wraquant.data) (in module wraquant.data.validation_advanced) credible_interval() (in module wraquant.bayes) (in module wraquant.bayes.models) credit_spread() (in module wraquant.risk) (in module wraquant.risk.credit) CRISIS (RegimeState attribute) crisis_drawdowns() (in module wraquant.risk) (in module wraquant.risk.historical) cross_asset_features() (in module wraquant.ml) (in module wraquant.ml.features) cross_rate() (in module wraquant.forex) (in module wraquant.forex.pairs) crossover() (in module wraquant.ta) (in module wraquant.ta.signals) crossunder() (in module wraquant.ta) (in module wraquant.ta.signals) CRYPTO (AssetClass attribute), [1] cumulative_abnormal_return() (in module wraquant.econometrics) (in module wraquant.econometrics.event_study) cumulative_volume_index() (in module wraquant.ta) (in module wraquant.ta.breadth) Currency (class in wraquant.core) (class in wraquant.core.types) currency_strength() (in module wraquant.forex) (in module wraquant.forex.pairs) CurrencyPair (class in wraquant.forex) (class in wraquant.forex.pairs) current_probabilities (RegimeResult property), [1] current_regime (RegimeResult property), [1] current_session() (in module wraquant.forex) (in module wraquant.forex.session) custom_screen() (in module wraquant.fundamental) (in module wraquant.fundamental.screening) cusum() (in module wraquant.ts) (in module wraquant.ts.changepoint) cusum_control_chart() (in module wraquant.regimes) (in module wraquant.regimes.changepoint) cusum_stopping() (in module wraquant.math) (in module wraquant.math.optimal_stopping) CVAR (RiskMeasure attribute) CZK (Currency attribute), [1]

D

DAILY (Frequency attribute), [1] dark_cloud_cover() (in module wraquant.ta) (in module wraquant.ta.patterns) darts_forecast() (in module wraquant.ts) (in module wraquant.ts.advanced) data (Event attribute), [1] data_quality_report() (in module wraquant.data) (in module wraquant.data.validation) DataFetchError, [1] DataProvider (class in wraquant.data) (class in wraquant.data.base) DateLike (in module wraquant.core.types) dcc_fit() (in module wraquant.vol) (in module wraquant.vol.models) dcc_garch() (in module wraquant.econometrics) (in module wraquant.econometrics.volatility) (in module wraquant.risk) (in module wraquant.risk.dcc) dcf_valuation() (in module wraquant.fundamental) (in module wraquant.fundamental.valuation) decycler() (in module wraquant.ta) (in module wraquant.ta.cycles) deep_bsde() (in module wraquant.price) (in module wraquant.price.fbsde) default (ProviderRegistry property), [1] default_probability() (in module wraquant.risk) (in module wraquant.risk.credit) delta() (in module wraquant.price) (in module wraquant.price.greeks) dema() (in module wraquant.ta) (in module wraquant.ta.overlap) denoised_correlation() (in module wraquant.ml) (in module wraquant.ml.preprocessing) depth() (in module wraquant.microstructure) (in module wraquant.microstructure.market_quality) depth_imbalance() (in module wraquant.microstructure) (in module wraquant.microstructure.liquidity) DERIVATIVE (AssetClass attribute), [1] detect_changepoints() (in module wraquant.ts) (in module wraquant.ts.changepoint) detect_drawdown_events() (in module wraquant.backtest) (in module wraquant.backtest.events) detect_outliers() (in module wraquant.data) (in module wraquant.data.cleaning) detect_regime_changes() (in module wraquant.backtest) (in module wraquant.backtest.events) detect_regimes() (in module wraquant.regimes) (in module wraquant.regimes.base) detect_seasonality() (in module wraquant.ts) (in module wraquant.ts.seasonality) detoned_correlation() (in module wraquant.ml) (in module wraquant.ml.preprocessing) detrend() (in module wraquant.ts) (in module wraquant.ts.stationarity)

detrended_regression() (in module wraquant.ta) (in module wraquant.ta.custom) diff_in_diff() (in module wraquant.causal) (in module wraquant.causal.treatment) difference() (in module wraquant.ts) (in module wraquant.ts.stationarity) dimson_beta() (in module wraquant.risk) (in module wraquant.risk.beta) directional_movement_index() (in module wraquant.ta) (in module wraquant.ta.exotic) disconnect() (WebSocketClient method), [1] discount_factor() (in module wraquant.price) (in module wraquant.price.curves) DiskCache (class in wraquant.data.cache) diversification_ratio() (in module wraquant.risk) (in module wraquant.risk.portfolio) (in module wraquant.risk.portfolio_analytics) dividend_aristocrat_screen() (in module wraquant.fundamental) (in module wraquant.fundamental.screening) dividend_discount_model() (in module wraquant.fundamental) (in module wraquant.fundamental.valuation) dividend_history() (in module wraquant.news) (in module wraquant.news.events) DKK (Currency attribute), [1] doji() (in module wraquant.ta) (in module wraquant.ta.patterns) dominant_frequencies() (in module wraquant.math.spectral) donchian_channel() (in module wraquant.ta) (in module wraquant.ta.overlap) doubleml_plr() (in module wraquant.causal.integrations) doubly_robust_ate() (in module wraquant.causal) (in module wraquant.causal.treatment) dowhy_causal_model() (in module wraquant.causal.integrations) dpo() (in module wraquant.ta) (in module wraquant.ta.momentum) dragonfly_doji() (in module wraquant.ta) (in module wraquant.ta.patterns) DRAWDOWN (EventType attribute), [1] drawdown() (in module wraquant.ta) (in module wraquant.ta.performance) drawdown_at_risk() (in module wraquant.risk) (in module wraquant.risk.tail) drawdown_attribution() (in module wraquant.risk) (in module wraquant.risk.historical) drawdown_table() (in module wraquant.backtest) (in module wraquant.backtest.tearsheet) dupont_decomposition() (in module wraquant.fundamental) (in module wraquant.fundamental.ratios) duration() (in module wraquant.price) (in module wraquant.price.fixed_income) durbin_watson() (in module wraquant.econometrics) (in module wraquant.econometrics.diagnostics) dynamax_lgssm() (in module wraquant.regimes) (in module wraquant.regimes.integrations)

E

earnings_calendar() (in module wraquant.news) (in module wraquant.news.events) earnings_history() (in module wraquant.news) (in module wraquant.news.events) earnings_quality() (in module wraquant.fundamental) (in module wraquant.fundamental.financials) earnings_surprise() (in module wraquant.news.sentiment) earnings_surprises() (in module wraquant.news) (in module wraquant.news.events) econml_dml() (in module wraquant.causal.integrations) econml_forest() (in module wraquant.causal.integrations) effective_spread() (in module wraquant.microstructure) (in module wraquant.microstructure.liquidity) efficiency_ratio() (in module wraquant.ta) (in module wraquant.ta.exotic) efficiency_ratios() (in module wraquant.fundamental) (in module wraquant.fundamental.ratios) EGARCH (VolModel attribute) egarch() (in module wraquant.econometrics) (in module wraquant.econometrics.volatility) egarch_fit() (in module wraquant.vol) (in module wraquant.vol.models) ehlers_fisher() (in module wraquant.ta) (in module wraquant.ta.custom) elder_force() (in module wraquant.ta.volume) elder_ray() (in module wraquant.ta.momentum) elder_thermometer() (in module wraquant.ta) (in module wraquant.ta.exotic) ema() (in module wraquant.ta) (in module wraquant.ta.overlap) emcee_sample() (in module wraquant.bayes.integrations) emd_decompose() (in module wraquant.ts) (in module wraquant.ts.decomposition) empyrical_metrics() (in module wraquant.backtest) (in module wraquant.backtest.integrations) engle_granger() (in module wraquant.stats.cointegration) engulfing() (in module wraquant.ta) (in module wraquant.ta.patterns) ensemble_average() (in module wraquant.math.ergodicity) ensemble_forecast() (in module wraquant.ts) (in module wraquant.ts.forecasting) ensemble_predict() (in module wraquant.ml) (in module wraquant.ml.models) ENTROPIC (RiskMeasure attribute) entropy() (in module wraquant.math.information) (in module wraquant.ta) (in module wraquant.ta.statistics) eom() (in module wraquant.ta) (in module wraquant.ta.volume) epsilon_constraint() (in module wraquant.opt) (in module wraquant.opt.multi_objective) equal_risk_contribution() (PositionSizer static method), [1] equal_weight() (in module wraquant.opt) (in module wraquant.opt.portfolio) EQUITY (AssetClass attribute), [1]

equity_curve (BacktestResult attribute), [1], [2], [3] ergodic_oscillator() (in module wraquant.ta) (in module wraquant.ta.exotic) ergodicity_gap() (in module wraquant.math.ergodicity) ergodicity_ratio() (in module wraquant.math.ergodicity) estimate_impact_params() (in module wraquant.execution.optimal) ETF (AssetClass attribute), [1] EUR (Currency attribute), [1] EUROPEAN (OptionStyle attribute) even_better_sinewave() (in module wraquant.ta) (in module wraquant.ta.cycles) evening_star() (in module wraquant.ta) (in module wraquant.ta.patterns) Event (class in wraquant.backtest) (class in wraquant.backtest.events) event_impact() (in module wraquant.risk) (in module wraquant.risk.historical) event_study() (in module wraquant.causal) (in module wraquant.causal.treatment) (in module wraquant.econometrics) (in module wraquant.econometrics.event_study) event_type (Event attribute), [1] EventTracker (class in wraquant.backtest) (class in wraquant.backtest.events) EventType (class in wraquant.backtest) (class in wraquant.backtest.events) EWMA (VolModel attribute) ewma_beta() (in module wraquant.risk) (in module wraquant.risk.beta) ewma_volatility() (in module wraquant.vol) (in module wraquant.vol.models) EXCESS (ReturnType attribute), [1] execution_frontier() (in module wraquant.execution) (in module wraquant.execution.optimal) expanding_zscore() (in module wraquant.data) (in module wraquant.data.transforms) expectancy() (in module wraquant.backtest) (in module wraquant.backtest.metrics) expected_cost_model() (in module wraquant.execution) (in module wraquant.execution.cost) expected_durations (RegimeResult property), [1] expected_loss() (in module wraquant.risk) (in module wraquant.risk.credit) expected_return (OptimizationResult attribute), [1] expected_shortfall_decomposition() (in module wraquant.risk) (in module wraquant.risk.tail) exponential_smooth() (in module wraquant.math.signals) exponential_smoothing() (in module wraquant.ts) (in module wraquant.ts.forecasting) exponential_survival() (in module wraquant.risk) (in module wraquant.risk.survival) exponential_weighted_regression() (in module wraquant.ml) (in module wraquant.ml.online) extreme_value_analysis() (in module wraquant.risk) (in module wraquant.risk.integrations)

F

factor_contribution() (in module wraquant.risk) (in module wraquant.risk.factor) factor_risk_model() (in module wraquant.risk) (in module wraquant.risk.factor) falling() (in module wraquant.ta) (in module wraquant.ta.signals) falling_three_methods() (in module wraquant.ta) (in module wraquant.ta.patterns) fama_french_regression() (in module wraquant.risk) (in module wraquant.risk.factor) fbsde_european() (in module wraquant.price) (in module wraquant.price.fbsde) feature_importance_mda() (in module wraquant.ml) (in module wraquant.ml.models) feature_importance_mdi() (in module wraquant.ml) (in module wraquant.ml.models) feature_importance_shap() (in module wraquant.ml) (in module wraquant.ml.pipeline) fetch_macro() (DataProvider method), [1] (in module wraquant.data) (in module wraquant.data.loaders) fetch_ohlcv() (DataProvider method), [1] (in module wraquant.data) (in module wraquant.data.loaders) fetch_prices() (DataProvider method), [1] (in module wraquant.data) (in module wraquant.data.loaders) ffn_stats() (in module wraquant.backtest) (in module wraquant.backtest.integrations) fft_decompose() (in module wraquant.math.spectral) fft_option_price() (in module wraquant.price) (in module wraquant.price.levy_pricing) fibonacci_extensions() (in module wraquant.ta) (in module wraquant.ta.fibonacci) fibonacci_fans() (in module wraquant.ta) (in module wraquant.ta.fibonacci) fibonacci_pivot_points() (in module wraquant.ta) (in module wraquant.ta.fibonacci) fibonacci_retracements() (in module wraquant.ta) (in module wraquant.ta.fibonacci) fibonacci_time_zones() (in module wraquant.ta) (in module wraquant.ta.fibonacci) FIFTEEN_MIN (Frequency attribute), [1] figarch_fit() (in module wraquant.vol) (in module wraquant.vol.models) filing_search() (in module wraquant.news) (in module wraquant.news.filings) fill_missing() (in module wraquant.data) (in module wraquant.data.cleaning) filter_signals() (RegimeResult method), [1] filtered_historical_simulation() (in module wraquant.risk) (in module wraquant.risk.monte_carlo) filterpy_kalman() (in module wraquant.regimes) (in module wraquant.regimes.integrations) financepy_option() (in module wraquant.price) (in module wraquant.price.integrations) financial_health_score() (in module wraquant.fundamental) (in module wraquant.fundamental.financials) financial_metrics() (in module wraquant.ml) (in module wraquant.ml.evaluation) FinancialPipeline (class in wraquant.ml) (class in wraquant.ml.pipeline) find_cointegrated_pairs() (in module wraquant.stats.cointegration) find_support_resistance() (in module wraquant.ta) (in module wraquant.ta.support_resistance) finite_difference_gradient() (in module wraquant.math.numerical) finite_difference_hessian() (in module wraquant.math.numerical) first_difference() (in module wraquant.econometrics) (in module wraquant.econometrics.panel) fisher_information() (in module wraquant.math.information) fisher_transform() (in module wraquant.ta.momentum) fit() (FinancialPipeline method), [1] (RegimeDetector method), [1]

fit_clayton_copula() (in module wraquant.risk) (in module wraquant.risk.copulas) fit_evaluate() (FinancialPipeline method), [1] fit_frank_copula() (in module wraquant.risk) (in module wraquant.risk.copulas) fit_gaussian_copula() (in module wraquant.risk) (in module wraquant.risk.copulas) fit_gaussian_hmm() (in module wraquant.regimes) (in module wraquant.regimes.hmm) fit_gumbel_copula() (in module wraquant.risk) (in module wraquant.risk.copulas) fit_hawkes() (in module wraquant.math.hawkes) fit_hmm() (in module wraquant.regimes) (in module wraquant.regimes.hmm) fit_ms_autoregression() (in module wraquant.regimes) (in module wraquant.regimes.hmm) fit_ms_regression() (in module wraquant.regimes) (in module wraquant.regimes.hmm) fit_multivariate_hmm() (in module wraquant.regimes) (in module wraquant.regimes.hmm) fit_nig() (in module wraquant.math) (in module wraquant.math.levy) fit_t_copula() (in module wraquant.risk) (in module wraquant.risk.copulas) fit_variance_gamma() (in module wraquant.math) (in module wraquant.math.levy) fitted_values (ForecastResult attribute), [1], [2], [3] FIVE_MIN (Frequency attribute), [1] fix_text() (in module wraquant.data) (in module wraquant.data.cleaning_advanced) fixed_effects() (in module wraquant.econometrics) (in module wraquant.econometrics.panel) fixed_fraction() (PositionSizer static method), [1] FIXED_INCOME (AssetClass attribute), [1] float_precision (WQConfig attribute), [1] flush() (TickBuffer method), [1] force_index() (in module wraquant.ta) (in module wraquant.ta.volume) forecast (ForecastResult attribute), [1], [2], [3] forecast_correlation() (in module wraquant.risk) (in module wraquant.risk.dcc) forecast_evaluation() (in module wraquant.ts) (in module wraquant.ts.forecasting) ForecastResult (class in wraquant.core) (class in wraquant.core.results) ForexSession (class in wraquant.forex) (class in wraquant.forex.session) format_table() (in module wraquant.io) (in module wraquant.io.export) forward_premium() (in module wraquant.forex) (in module wraquant.forex.carry) forward_rate() (in module wraquant.price) (in module wraquant.price.curves) FOUR_HOUR (Frequency attribute), [1] fourier_features() (in module wraquant.ts) (in module wraquant.ts.seasonality) fractal_adaptive_ma() (in module wraquant.ta) (in module wraquant.ta.trend) fractal_levels() (in module wraquant.ta) (in module wraquant.ta.support_resistance) fractional_difference() (in module wraquant.ts) (in module wraquant.ts.stationarity) fractional_differentiation() (in module wraquant.ml) (in module wraquant.ml.preprocessing) Frequency (class in wraquant.core) (class in wraquant.core.types) from_string() (CurrencyPair class method), [1] fun (Constraint attribute), [1] (Objective attribute), [1] FUND (AssetClass attribute), [1] fuzzy_merge() (in module wraquant.data) (in module wraquant.data.cleaning_advanced) FX (AssetClass attribute), [1] fx_portfolio_risk() (in module wraquant.forex)

G

gain_loss_ratio() (in module wraquant.ta) (in module wraquant.ta.performance) gain_to_pain_ratio() (in module wraquant.backtest) (in module wraquant.backtest.metrics) gamma() (in module wraquant.price) (in module wraquant.price.greeks) gap_analysis() (in module wraquant.ta) (in module wraquant.ta.price_action) GARCH (VolModel attribute) garch() (in module wraquant.econometrics) (in module wraquant.econometrics.volatility) garch_fit() (in module wraquant.vol) (in module wraquant.vol.models) garch_forecast() (in module wraquant.vol) (in module wraquant.vol.models) garch_model_selection() (in module wraquant.vol) (in module wraquant.vol.models) garch_numpy_fallback() (in module wraquant.econometrics) (in module wraquant.econometrics.volatility) garch_residual_forecast() (in module wraquant.ts) (in module wraquant.ts.forecasting) garch_risk_pipeline() (in module wraquant.recipes) garch_rolling_forecast() (in module wraquant.vol) (in module wraquant.vol.models) garch_var() (in module wraquant.risk) (in module wraquant.risk.var) GARCHResult (class in wraquant.core) (class in wraquant.core.results) garman_klass() (in module wraquant.ta) (in module wraquant.ta.volatility) (in module wraquant.vol) (in module wraquant.vol.realized) gaussian_filter() (in module wraquant.ta) (in module wraquant.ta.smoothing) gaussian_mixture_regimes() (in module wraquant.regimes) (in module wraquant.regimes.hmm) gaussian_mixture_vol() (in module wraquant.vol) (in module wraquant.vol.models) gaussian_process_regression() (in module wraquant.ml) (in module wraquant.ml.advanced) GBP (Currency attribute), [1] gelman_rubin() (in module wraquant.bayes) (in module wraquant.bayes.mcmc) generate_signals() (BuyAndHold method) (MeanReversionStrategy method) (MomentumStrategy method) (Strategy method), [1] generate_tearsheet() (in module wraquant.backtest) (in module wraquant.backtest.tearsheet) geometric_brownian_motion() (in module wraquant.price) (in module wraquant.price.stochastic)

get() (BacktestResult method), [1] (DiskCache method) (ForecastResult method), [1] (GARCHResult method), [1] (MemoryCache method) (ProviderRegistry method), [1] get_bars() (TickBuffer method), [1] get_config() (in module wraquant.core) (in module wraquant.core.config) get_events() (EventTracker method), [1] get_logger() (in module wraquant.core.logging) get_trading_calendar() (in module wraquant.data.calendar) gibbs_sampler() (in module wraquant.bayes) (in module wraquant.bayes.mcmc) GJR_GARCH (VolModel attribute) gjr_garch() (in module wraquant.econometrics) (in module wraquant.econometrics.volatility) gjr_garch_fit() (in module wraquant.vol) (in module wraquant.vol.models) global_minimize() (in module wraquant.opt) (in module wraquant.opt.nonlinear) gmm_estimation() (in module wraquant.econometrics) (in module wraquant.econometrics.cross_section) gonzalo_granger_component() (in module wraquant.microstructure) (in module wraquant.microstructure.market_quality) gopalakrishnan_range() (in module wraquant.ta) (in module wraquant.ta.exotic) gradient_boost_forecast() (in module wraquant.ml) (in module wraquant.ml.advanced) graham_number() (in module wraquant.fundamental) (in module wraquant.fundamental.valuation) granger_causality() (in module wraquant.causal) (in module wraquant.causal.treatment) (in module wraquant.econometrics) (in module wraquant.econometrics.timeseries) granger_network() (in module wraquant.math) (in module wraquant.math.network) gravestone_doji() (in module wraquant.ta) (in module wraquant.ta.patterns) greeks_var() (in module wraquant.risk) (in module wraquant.risk.var) growth_optimal_leverage() (in module wraquant.math.ergodicity) growth_ratios() (in module wraquant.fundamental) (in module wraquant.fundamental.ratios) growth_screen() (in module wraquant.fundamental) (in module wraquant.fundamental.screening) gru_forecast() (in module wraquant.ml) (in module wraquant.ml.deep) grubbs_test_ts() (in module wraquant.ts) (in module wraquant.ts.anomaly) guppy_mma() (in module wraquant.ta) (in module wraquant.ta.trend)

H

half_life (GARCHResult attribute), [1], [2], [3] half_life() (in module wraquant.stats.cointegration) hamiltonian_monte_carlo() (in module wraquant.bayes) (in module wraquant.bayes.mcmc) hammer() (in module wraquant.ta) (in module wraquant.ta.patterns) hamming_window_ma() (in module wraquant.ta) (in module wraquant.ta.smoothing) handle_splits_dividends() (in module wraquant.data) (in module wraquant.data.cleaning) hanging_man() (in module wraquant.ta) (in module wraquant.ta.patterns) hann_window_ma() (in module wraquant.ta) (in module wraquant.ta.smoothing) harami() (in module wraquant.ta) (in module wraquant.ta.patterns) harch_fit() (in module wraquant.vol) (in module wraquant.vol.models) hasbrouck_information_share() (in module wraquant.microstructure) (in module wraquant.microstructure.market_quality) hausman_test() (in module wraquant.econometrics) (in module wraquant.econometrics.panel) hawkes_branching_ratio() (in module wraquant.math.hawkes) hawkes_intensity() (in module wraquant.math.hawkes) hawkes_process() (in module wraquant.vol) (in module wraquant.vol.models) hazard_rate() (in module wraquant.risk) (in module wraquant.risk.survival) hedge_ratio() (in module wraquant.stats.cointegration) heikin_ashi() (in module wraquant.ta) (in module wraquant.ta.trend) HESTON (VolModel attribute) heston() (in module wraquant.price) (in module wraquant.price.stochastic)

heston_characteristic() (in module wraquant.price) (in module wraquant.price.characteristic) hierarchical_risk_parity() (in module wraquant.opt) (in module wraquant.opt.portfolio) high_low_index() (in module wraquant.ta) (in module wraquant.ta.breadth) HIGH_VOL (RegimeState attribute) higher_highs_lows() (in module wraquant.ta) (in module wraquant.ta.price_action) highest() (in module wraquant.ta) (in module wraquant.ta.signals) hilbert_instantaneous_phase() (in module wraquant.ta) (in module wraquant.ta.cycles) hilbert_transform_dominant_period() (in module wraquant.ta) (in module wraquant.ta.cycles) hilbert_transform_trend_mode() (in module wraquant.ta) (in module wraquant.ta.cycles) historical_stress_test() (in module wraquant.risk) (in module wraquant.risk.stress) historical_volatility() (in module wraquant.ta) (in module wraquant.ta.volatility) hit_ratio() (in module wraquant.risk) (in module wraquant.risk.metrics) HKD (Currency attribute), [1] hodrick_prescott() (in module wraquant.math.signals) holt_winters_forecast() (in module wraquant.ts) (in module wraquant.ts.forecasting) HOURLY (Frequency attribute), [1] HUF (Currency attribute), [1] hull_ma() (in module wraquant.ta) (in module wraquant.ta.trend) hurst_exponent() (in module wraquant.ta) (in module wraquant.ta.statistics)

I

ichimoku() (in module wraquant.ta) (in module wraquant.ta.overlap) implementation_shortfall() (in module wraquant.execution) (in module wraquant.execution.algorithms) IMPLIED (VolModel attribute) implied_volatility() (in module wraquant.price) (in module wraquant.price.volatility) importance_sampling_var() (in module wraquant.risk) (in module wraquant.risk.monte_carlo) impulse_response() (in module wraquant.econometrics) (in module wraquant.econometrics.timeseries) in_neck() (in module wraquant.ta) (in module wraquant.ta.patterns) income_analysis() (in module wraquant.fundamental) (in module wraquant.fundamental.financials) incremental_var() (in module wraquant.risk) (in module wraquant.risk.portfolio_analytics) INDEX (AssetClass attribute), [1] inertia() (in module wraquant.ta) (in module wraquant.ta.momentum) infer_frequency() (in module wraquant.data.utils) information_coefficient() (in module wraquant.ta) (in module wraquant.ta.statistics) information_ratio() (in module wraquant.risk) (in module wraquant.risk.metrics) information_share() (in module wraquant.microstructure) (in module wraquant.microstructure.toxicity) informed_trading_intensity() (in module wraquant.microstructure) (in module wraquant.microstructure.toxicity) INR (Currency attribute), [1] inside_bar() (in module wraquant.ta) (in module wraquant.ta.candles)

insider_activity() (in module wraquant.news) (in module wraquant.news.events) insider_buying_screen() (in module wraquant.fundamental) (in module wraquant.fundamental.screening) institutional_ownership() (in module wraquant.news) (in module wraquant.news.events) instrumental_variable() (in module wraquant.causal) (in module wraquant.causal.treatment) interaction_features() (in module wraquant.ml) (in module wraquant.ml.features) interest_rate_differential() (in module wraquant.forex) (in module wraquant.forex.carry) interpolate_curve() (in module wraquant.price) (in module wraquant.price.curves) intraday_volatility_pattern() (in module wraquant.microstructure) (in module wraquant.microstructure.market_quality) inverse() (CurrencyPair method), [1] inverse_volatility() (in module wraquant.opt) (in module wraquant.opt.portfolio) invert_signal() (in module wraquant.backtest) (in module wraquant.backtest.position) inverted_hammer() (in module wraquant.ta) (in module wraquant.ta.patterns) ipw_ate() (in module wraquant.causal) (in module wraquant.causal.treatment) is_business_day() (in module wraquant.data.calendar) is_jpy_pair (CurrencyPair property), [1] is_schedule() (in module wraquant.execution) (in module wraquant.execution.algorithms) isolation_forest_anomaly() (in module wraquant.ml) (in module wraquant.ml.advanced) isolation_forest_ts() (in module wraquant.ts) (in module wraquant.ts.anomaly)

J

janitor_clean_names() (in module wraquant.data) (in module wraquant.data.cleaning_advanced) janitor_remove_empty() (in module wraquant.data) (in module wraquant.data.cleaning_advanced) jarque_bera() (in module wraquant.econometrics) (in module wraquant.econometrics.diagnostics) jensens_alpha() (in module wraquant.risk) (in module wraquant.risk.metrics) jma() (in module wraquant.ta) (in module wraquant.ta.smoothing)

johansen() (in module wraquant.stats.cointegration) joint_stress_test() (in module wraquant.risk) (in module wraquant.risk.stress) JPY (Currency attribute), [1] jump_diffusion() (in module wraquant.price) (in module wraquant.price.stochastic) jump_diffusion_forecast() (in module wraquant.ts) (in module wraquant.ts.stochastic) jump_test_bns() (in module wraquant.vol) (in module wraquant.vol.realized)

K

kairi() (in module wraquant.ta) (in module wraquant.ta.exotic) kalman_filter() (in module wraquant.regimes) (in module wraquant.regimes.kalman) kalman_regression() (in module wraquant.regimes) (in module wraquant.regimes.kalman) kalman_smooth() (in module wraquant.math.signals) kalman_smoother() (in module wraquant.regimes) (in module wraquant.regimes.kalman) kama() (in module wraquant.ta) (in module wraquant.ta.overlap) kaplan_meier() (in module wraquant.risk) (in module wraquant.risk.survival) kappa_ratio() (in module wraquant.backtest) (in module wraquant.backtest.metrics) kaufman_efficiency_ratio() (in module wraquant.ta) (in module wraquant.ta.smoothing) kc_width() (in module wraquant.ta) (in module wraquant.ta.volatility) kelly_criterion() (PositionSizer static method), [1]

kelly_fraction() (in module wraquant.backtest) (in module wraquant.backtest.metrics) (in module wraquant.math.ergodicity) keltner_channel() (in module wraquant.ta) (in module wraquant.ta.overlap) key_reversal() (in module wraquant.ta) (in module wraquant.ta.price_action) kicking() (in module wraquant.ta) (in module wraquant.ta.patterns) kl_divergence() (in module wraquant.math.information) klinger() (in module wraquant.ta.volume) klinger_oscillator() (in module wraquant.ta) (in module wraquant.ta.momentum) kpss_test() (in module wraquant.ts) (in module wraquant.ts.stationarity) KRW (Currency attribute), [1] kst() (in module wraquant.ta.momentum) kurtosis() (in module wraquant.ta) (in module wraquant.ta.statistics) kyle_lambda() (in module wraquant.microstructure) (in module wraquant.microstructure.liquidity)

L

label_fixed_horizon() (in module wraquant.ml) (in module wraquant.ml.features) label_regimes() (in module wraquant.regimes) (in module wraquant.regimes.labels) label_triple_barrier() (in module wraquant.ml) (in module wraquant.ml.features) lambda_kyle_rolling() (in module wraquant.microstructure) (in module wraquant.microstructure.liquidity) learning_curve() (in module wraquant.ml) (in module wraquant.ml.evaluation) leverage_ratios() (in module wraquant.fundamental) (in module wraquant.fundamental.ratios) levy_stable_simulate() (in module wraquant.math) (in module wraquant.math.levy) linear_regression() (in module wraquant.ta) (in module wraquant.ta.trend) linear_regression_channel() (in module wraquant.ta) (in module wraquant.ta.custom) linear_regression_forecast() (in module wraquant.ta) (in module wraquant.ta.custom) linear_regression_slope() (in module wraquant.ta) (in module wraquant.ta.trend) liquidity_adjusted_cost() (in module wraquant.execution) (in module wraquant.execution.cost) liquidity_commonality() (in module wraquant.microstructure) (in module wraquant.microstructure.liquidity) liquidity_ratios() (in module wraquant.fundamental) (in module wraquant.fundamental.ratios) liquidity_stress() (in module wraquant.risk) (in module wraquant.risk.stress) list_providers() (in module wraquant.data) (in module wraquant.data.loaders) (ProviderRegistry method), [1]

list_s3() (in module wraquant.io.cloud) ljung_box (GARCHResult attribute), [1] LOG (ReturnType attribute), [1] log_level (WQConfig attribute), [1] log_likelihood (GARCHResult attribute), [1], [2], [3] log_rank_test() (in module wraquant.risk) (in module wraquant.risk.survival) log_rebalance() (EventTracker method), [1] log_risk_event() (EventTracker method), [1] log_signal() (EventTracker method), [1] log_trade() (EventTracker method), [1] LONDON (ForexSession attribute), [1] long_legged_doji() (in module wraquant.ta) (in module wraquant.ta.patterns) longstaff_schwartz() (in module wraquant.math) (in module wraquant.math.optimal_stopping) loss_given_default() (in module wraquant.risk) (in module wraquant.risk.credit) lot_size() (in module wraquant.forex) (in module wraquant.forex.analysis) LOW_VOL (RegimeState attribute) lower_shadow_ratio() (in module wraquant.ta) (in module wraquant.ta.candles) lowest() (in module wraquant.ta) (in module wraquant.ta.signals) lsma() (in module wraquant.ta) (in module wraquant.ta.smoothing) lstm_forecast() (in module wraquant.ml) (in module wraquant.ml.deep)

M

m_squared() (in module wraquant.risk) (in module wraquant.risk.metrics) macd() (in module wraquant.ta) (in module wraquant.ta.momentum) magic_formula_screen() (in module wraquant.fundamental) (in module wraquant.fundamental.screening) major_pairs() (in module wraquant.forex) (in module wraquant.forex.pairs) mansfield_rsi() (in module wraquant.ta) (in module wraquant.ta.performance) margin_call_price() (in module wraquant.forex) (in module wraquant.forex.analysis) margin_of_safety() (in module wraquant.fundamental) (in module wraquant.fundamental.valuation) marginal_stress_contribution() (in module wraquant.risk) (in module wraquant.risk.stress) marginal_var() (in module wraquant.risk) (in module wraquant.risk.portfolio_analytics) market_efficiency_ratio() (in module wraquant.microstructure) (in module wraquant.microstructure.market_quality) market_facilitation_index() (in module wraquant.ta) (in module wraquant.ta.exotic) market_impact_model() (in module wraquant.execution) (in module wraquant.execution.cost) market_structure() (in module wraquant.ta) (in module wraquant.ta.custom) marubozu() (in module wraquant.ta) (in module wraquant.ta.patterns) mass_index() (in module wraquant.ta) (in module wraquant.ta.volatility) matching_ate() (in module wraquant.causal) (in module wraquant.causal.treatment) material_events() (in module wraquant.news) (in module wraquant.news.filings) max_drawdown (BacktestResult property), [1] MAX_DRAWDOWN (RiskMeasure attribute) max_drawdown() (in module wraquant.risk) (in module wraquant.risk.metrics) max_drawdown_rolling() (in module wraquant.ta) (in module wraquant.ta.performance) max_retries (WQConfig attribute), [1] max_sharpe() (in module wraquant.opt) (in module wraquant.opt.portfolio) mcclellan_oscillator() (in module wraquant.ta) (in module wraquant.ta.breadth) mcclellan_summation() (in module wraquant.ta) (in module wraquant.ta.breadth) mcginley_dynamic() (in module wraquant.ta) (in module wraquant.ta.trend) mean_deviation() (in module wraquant.ta) (in module wraquant.ta.statistics) mean_variance() (in module wraquant.opt) (in module wraquant.opt.portfolio) MeanReversionStrategy (class in wraquant.backtest.strategy) means (RegimeResult attribute), [1], [2], [3] median() (in module wraquant.ta) (in module wraquant.ta.statistics) median_filter() (in module wraquant.math.signals) median_survival_time() (in module wraquant.risk) (in module wraquant.risk.survival) mediation_analysis() (in module wraquant.causal) (in module wraquant.causal.treatment) MemoryCache (class in wraquant.data.cache) merton_model() (in module wraquant.risk) (in module wraquant.risk.credit) metadata (OptimizationResult attribute), [1] (RegimeResult attribute), [1], [2], [3] method (ForecastResult attribute), [1], [2], [3] (RegimeResult attribute), [1], [2], [3] metrics (BacktestResult attribute), [1], [2], [3] (ForecastResult attribute), [1], [2], [3] metropolis_hastings() (in module wraquant.bayes) (in module wraquant.bayes.mcmc) mfi() (in module wraquant.ta) (in module wraquant.ta.volume) microstructure_features() (in module wraquant.ml) (in module wraquant.ml.features) min_volatility() (in module wraquant.opt) (in module wraquant.opt.portfolio) minimize() (in module wraquant.opt) (in module wraquant.opt.nonlinear) minimize_quadratic() (in module wraquant.opt) (in module wraquant.opt.convex) minimum_spanning_tree() (in module wraquant.math) (in module wraquant.math.network) MINUTE (Frequency attribute), [1] MissingDependencyError, [1] ml_alpha_pipeline() (in module wraquant.recipes) model (ForecastResult attribute), [1] (GARCHResult attribute), [1], [2], [3] (RegimeResult attribute), [1], [2], [3] model_comparison() (in module wraquant.bayes) (in module wraquant.bayes.models) model_config (WQConfig attribute), [1] model_name (GARCHResult attribute), [1], [2], [3] modified_duration() (in module wraquant.price) (in module wraquant.price.fixed_income) module wraquant.backtest wraquant.backtest.engine wraquant.backtest.events wraquant.backtest.integrations wraquant.backtest.metrics wraquant.backtest.position wraquant.backtest.strategy wraquant.backtest.tearsheet wraquant.bayes wraquant.bayes.integrations wraquant.bayes.mcmc wraquant.bayes.models wraquant.causal wraquant.causal.integrations wraquant.causal.treatment wraquant.core wraquant.core.config wraquant.core.decorators wraquant.core.exceptions wraquant.core.logging wraquant.core.results wraquant.core.types wraquant.data wraquant.data.base wraquant.data.cache wraquant.data.calendar wraquant.data.cleaning wraquant.data.cleaning_advanced wraquant.data.loaders wraquant.data.transforms wraquant.data.utils wraquant.data.validation wraquant.data.validation_advanced wraquant.econometrics wraquant.econometrics.cross_section wraquant.econometrics.diagnostics wraquant.econometrics.event_study wraquant.econometrics.panel wraquant.econometrics.timeseries wraquant.econometrics.volatility wraquant.execution wraquant.execution.algorithms wraquant.execution.cost wraquant.execution.optimal wraquant.forex wraquant.forex.analysis wraquant.forex.carry wraquant.forex.pairs wraquant.forex.session wraquant.fundamental wraquant.fundamental.financials wraquant.fundamental.ratios wraquant.fundamental.screening wraquant.fundamental.valuation wraquant.io wraquant.io.cloud wraquant.io.database wraquant.io.export wraquant.io.files wraquant.io.streaming wraquant.math wraquant.math.ergodicity wraquant.math.hawkes wraquant.math.information wraquant.math.levy wraquant.math.network wraquant.math.numerical wraquant.math.optimal_stopping wraquant.math.signals wraquant.math.spectral wraquant.microstructure wraquant.microstructure.liquidity wraquant.microstructure.market_quality wraquant.microstructure.toxicity wraquant.ml wraquant.ml.advanced wraquant.ml.clustering wraquant.ml.deep wraquant.ml.evaluation wraquant.ml.features wraquant.ml.models wraquant.ml.online wraquant.ml.pipeline wraquant.ml.preprocessing wraquant.news wraquant.news.events wraquant.news.filings wraquant.news.sentiment wraquant.opt wraquant.opt.base wraquant.opt.convex wraquant.opt.linear wraquant.opt.multi_objective wraquant.opt.nonlinear wraquant.opt.portfolio wraquant.opt.utils wraquant.price wraquant.price.characteristic wraquant.price.curves wraquant.price.fbsde wraquant.price.fixed_income wraquant.price.greeks wraquant.price.integrations wraquant.price.levy_pricing wraquant.price.options wraquant.price.stochastic wraquant.price.volatility wraquant.recipes wraquant.regimes wraquant.regimes.base wraquant.regimes.changepoint wraquant.regimes.hmm wraquant.regimes.integrations wraquant.regimes.kalman wraquant.regimes.labels wraquant.regimes.scoring wraquant.risk wraquant.risk.beta wraquant.risk.copulas wraquant.risk.credit wraquant.risk.dcc wraquant.risk.factor wraquant.risk.historical wraquant.risk.integrations wraquant.risk.metrics wraquant.risk.monte_carlo wraquant.risk.portfolio wraquant.risk.portfolio_analytics wraquant.risk.scenarios wraquant.risk.stress wraquant.risk.survival wraquant.risk.tail wraquant.risk.var wraquant.stats.cointegration wraquant.ta wraquant.ta.breadth wraquant.ta.candles wraquant.ta.custom wraquant.ta.cycles wraquant.ta.exotic wraquant.ta.fibonacci wraquant.ta.momentum wraquant.ta.overlap wraquant.ta.patterns wraquant.ta.performance wraquant.ta.price_action wraquant.ta.signals wraquant.ta.smoothing wraquant.ta.statistics wraquant.ta.support_resistance wraquant.ta.trend wraquant.ta.volatility wraquant.ta.volume wraquant.ts wraquant.ts.advanced wraquant.ts.anomaly wraquant.ts.changepoint wraquant.ts.decomposition wraquant.ts.features wraquant.ts.forecasting wraquant.ts.seasonality wraquant.ts.stationarity wraquant.ts.stochastic wraquant.viz wraquant.viz.advanced wraquant.viz.candlestick wraquant.viz.charts wraquant.viz.dashboard wraquant.viz.interactive wraquant.viz.portfolio wraquant.viz.returns wraquant.viz.risk wraquant.viz.themes wraquant.viz.timeseries wraquant.vol wraquant.vol.models wraquant.vol.realized

momentum() (in module wraquant.ta) (in module wraquant.ta.momentum) momentum_value_screen() (in module wraquant.fundamental) (in module wraquant.fundamental.screening) MomentumStrategy (class in wraquant.backtest.strategy) monte_carlo_integration() (in module wraquant.math.numerical) monte_carlo_option() (in module wraquant.price) (in module wraquant.price.options) monte_carlo_var() (in module wraquant.risk) (in module wraquant.risk.scenarios) MONTHLY (Frequency attribute), [1] monthly_returns_table() (in module wraquant.backtest) (in module wraquant.backtest.tearsheet) morning_star() (in module wraquant.ta) (in module wraquant.ta.patterns) multi_fourier_features() (in module wraquant.ts) (in module wraquant.ts.seasonality) multi_seasonal_decompose() (in module wraquant.ts) (in module wraquant.ts.seasonality) multivariate_lstm_forecast() (in module wraquant.ml) (in module wraquant.ml.deep) mutual_information() (in module wraquant.math.information) MXN (Currency attribute), [1]

N

n_regimes (RegimeResult attribute), [1], [2], [3] name (Constraint attribute), [1] (DataProvider attribute), [1] (Objective attribute), [1] narrow_range() (in module wraquant.ta) (in module wraquant.ta.price_action) natr() (in module wraquant.ta) (in module wraquant.ta.volatility) nelson_aalen() (in module wraquant.risk) (in module wraquant.risk.survival) new_highs_lows() (in module wraquant.ta) (in module wraquant.ta.breadth) NEW_YORK (ForexSession attribute), [1] news_impact() (in module wraquant.news) (in module wraquant.news.sentiment) news_impact_curve() (in module wraquant.vol) (in module wraquant.vol.models) news_sentiment() (in module wraquant.news) (in module wraquant.news.sentiment) news_signal() (in module wraquant.news.sentiment) newton_raphson() (in module wraquant.math.numerical) nig_characteristic() (in module wraquant.price) (in module wraquant.price.characteristic)

nig_european_fft() (in module wraquant.price) (in module wraquant.price.levy_pricing) nig_pdf() (in module wraquant.math) (in module wraquant.math.levy) nig_simulate() (in module wraquant.math) (in module wraquant.math.levy) NOK (Currency attribute), [1] normalize() (in module wraquant.ta) (in module wraquant.ta.signals) normalize_countries() (in module wraquant.data) (in module wraquant.data.cleaning_advanced) normalize_prices() (in module wraquant.data) (in module wraquant.data.transforms) nsga2() (in module wraquant.opt) (in module wraquant.opt.multi_objective) numpyro_regression() (in module wraquant.bayes.integrations) nuts_diagnostic() (in module wraquant.bayes) (in module wraquant.bayes.mcmc) nvi() (in module wraquant.ta) (in module wraquant.ta.volume) NZD (Currency attribute), [1]

O

Objective (class in wraquant.opt) (class in wraquant.opt.base) obv() (in module wraquant.ta) (in module wraquant.ta.volume) OHLCVFrame (in module wraquant.core.types) omega_ratio() (in module wraquant.backtest) (in module wraquant.backtest.metrics) on_neck() (in module wraquant.ta) (in module wraquant.ta.patterns) online_changepoint() (in module wraquant.regimes) (in module wraquant.regimes.changepoint) online_linear_regression() (in module wraquant.ml) (in module wraquant.ml.online) optimal_clusters() (in module wraquant.ml) (in module wraquant.ml.clustering) optimal_differencing() (in module wraquant.ts) (in module wraquant.ts.stationarity) optimal_execution_cost() (in module wraquant.execution) (in module wraquant.execution.optimal)

optimal_exit_threshold() (in module wraquant.math) (in module wraquant.math.optimal_stopping) OptimizationError, [1] OptimizationResult (class in wraquant.opt) (class in wraquant.opt.base) OptionStyle (class in wraquant.core.types) OptionType (class in wraquant.core) (class in wraquant.core.types) order_flow_imbalance() (in module wraquant.microstructure) (in module wraquant.microstructure.toxicity) OrderSide (class in wraquant.core) (class in wraquant.core.types) ornstein_uhlenbeck() (in module wraquant.price) (in module wraquant.price.stochastic) ornstein_uhlenbeck_forecast() (in module wraquant.ts) (in module wraquant.ts.stochastic) outside_bar() (in module wraquant.ta) (in module wraquant.ta.candles)

P

pain_index() (in module wraquant.ta) (in module wraquant.ta.performance) pairs_backtest_signals() (in module wraquant.stats.cointegration) pandera_validate() (in module wraquant.data) (in module wraquant.data.validation_advanced) params (GARCHResult attribute), [1], [2], [3] pareto_front() (in module wraquant.opt) (in module wraquant.opt.multi_objective) parkinson() (in module wraquant.ta) (in module wraquant.ta.volatility) (in module wraquant.vol) (in module wraquant.vol.realized) parse_date() (in module wraquant.data.utils) parse_dates_flexible() (in module wraquant.data) (in module wraquant.data.cleaning_advanced) parse_prices() (in module wraquant.data) (in module wraquant.data.cleaning_advanced) participation_rate_schedule() (in module wraquant.execution) (in module wraquant.execution.algorithms) payoff_ratio() (in module wraquant.backtest) (in module wraquant.backtest.metrics) pca_factor_model() (in module wraquant.ml) (in module wraquant.ml.advanced) pelt_changepoint() (in module wraquant.regimes) (in module wraquant.regimes.changepoint) percent_above_ma() (in module wraquant.ta) (in module wraquant.ta.breadth) percentile_rank() (in module wraquant.data) (in module wraquant.data.transforms) (in module wraquant.ta) (in module wraquant.ta.statistics) performance_summary() (in module wraquant.backtest) (in module wraquant.backtest.metrics) persistence (GARCHResult attribute), [1], [2], [3] peter_lynch_value() (in module wraquant.fundamental) (in module wraquant.fundamental.valuation) phillips_perron() (in module wraquant.ts) (in module wraquant.ts.stationarity) piercing_pattern() (in module wraquant.ta) (in module wraquant.ta.patterns) pin_bar() (in module wraquant.ta) (in module wraquant.ta.candles) pin_model() (in module wraquant.microstructure) (in module wraquant.microstructure.toxicity) piotroski_f_score() (in module wraquant.fundamental) (in module wraquant.fundamental.valuation) piotroski_screen() (in module wraquant.fundamental) (in module wraquant.fundamental.screening) pip_distance() (in module wraquant.forex) (in module wraquant.forex.analysis) pip_size (CurrencyPair property), [1] pip_value() (in module wraquant.forex) (in module wraquant.forex.analysis) pips() (in module wraquant.forex) (in module wraquant.forex.analysis) pivot_points() (in module wraquant.ta) (in module wraquant.ta.custom) pivot_reversal() (in module wraquant.ta) (in module wraquant.ta.price_action) PLN (Currency attribute), [1] plot() (BacktestResult method), [1] (ForecastResult method), [1] (GARCHResult method), [1] (RegimeResult method), [1] plot_backtest_tearsheet() (in module wraquant.viz) (in module wraquant.viz.charts) plot_correlation_matrix() (in module wraquant.viz) (in module wraquant.viz.portfolio) plot_correlation_network() (in module wraquant.viz) (in module wraquant.viz.charts) plot_cumulative_returns() (in module wraquant.viz) (in module wraquant.viz.returns) plot_decomposition() (in module wraquant.viz) (in module wraquant.viz.timeseries) plot_distribution_analysis() (in module wraquant.viz) (in module wraquant.viz.charts) plot_drawdowns() (in module wraquant.viz) (in module wraquant.viz.returns) plot_efficient_frontier() (in module wraquant.viz) (in module wraquant.viz.portfolio) plot_monthly_heatmap() (in module wraquant.viz) (in module wraquant.viz.returns) plot_multi_asset() (in module wraquant.viz) (in module wraquant.viz.charts) plot_regime_overlay() (in module wraquant.viz) (in module wraquant.viz.charts) (in module wraquant.viz.timeseries) plot_regime_overlay_probs() (in module wraquant.viz) plot_return_distribution() (in module wraquant.viz) (in module wraquant.viz.returns) plot_risk_contribution() (in module wraquant.viz) (in module wraquant.viz.portfolio) plot_rolling_returns() (in module wraquant.viz) (in module wraquant.viz.returns) plot_rolling_volatility() (in module wraquant.viz) (in module wraquant.viz.risk) plot_series() (in module wraquant.viz) (in module wraquant.viz.timeseries) plot_tail_distribution() (in module wraquant.viz) (in module wraquant.viz.risk) plot_var_backtest() (in module wraquant.viz) (in module wraquant.viz.risk) plot_vol_surface() (in module wraquant.viz) (in module wraquant.viz.charts) plot_weights() (in module wraquant.viz) (in module wraquant.viz.portfolio) plotly_candlestick() (in module wraquant.viz) (in module wraquant.viz.candlestick) plotly_copula_scatter() (in module wraquant.viz) (in module wraquant.viz.advanced)

plotly_correlation_heatmap() (in module wraquant.viz) (in module wraquant.viz.interactive) plotly_distribution() (in module wraquant.viz) (in module wraquant.viz.interactive) plotly_drawdown() (in module wraquant.viz) (in module wraquant.viz.interactive) plotly_efficient_frontier() (in module wraquant.viz) (in module wraquant.viz.interactive) plotly_heikin_ashi() (in module wraquant.viz) (in module wraquant.viz.candlestick) plotly_market_profile() (in module wraquant.viz) (in module wraquant.viz.candlestick) plotly_network_graph() (in module wraquant.viz) (in module wraquant.viz.advanced) plotly_radar() (in module wraquant.viz) (in module wraquant.viz.advanced) plotly_regime_overlay() (in module wraquant.viz) (in module wraquant.viz.advanced) plotly_renko() (in module wraquant.viz) (in module wraquant.viz.candlestick) plotly_returns() (in module wraquant.viz) (in module wraquant.viz.interactive) plotly_risk_return_scatter() (in module wraquant.viz) (in module wraquant.viz.interactive) plotly_rolling_stats() (in module wraquant.viz) (in module wraquant.viz.interactive) plotly_sankey_flow() (in module wraquant.viz) (in module wraquant.viz.advanced) plotly_term_structure() (in module wraquant.viz) (in module wraquant.viz.advanced) plotly_treemap() (in module wraquant.viz) (in module wraquant.viz.advanced) plotly_vol_surface() (in module wraquant.viz) (in module wraquant.viz.advanced) polarized_fractal_efficiency() (in module wraquant.ta) (in module wraquant.ta.exotic) polynomial_regression() (in module wraquant.ta) (in module wraquant.ta.custom) pomegranate_hmm() (in module wraquant.regimes) (in module wraquant.regimes.integrations) pooled_ols() (in module wraquant.econometrics) (in module wraquant.econometrics.panel) portfolio_construction_pipeline() (in module wraquant.recipes) portfolio_dashboard() (in module wraquant.viz) (in module wraquant.viz.dashboard) portfolio_value (BacktestResult property), [1] portfolio_volatility() (in module wraquant.risk) (in module wraquant.risk.portfolio) position_value() (in module wraquant.forex) (in module wraquant.forex.analysis) positions (BacktestResult attribute), [1], [2], [3] PositionSizer (class in wraquant.backtest) (class in wraquant.backtest.position) positive_volume_index() (in module wraquant.ta.volume) posterior_predictive() (in module wraquant.bayes) (in module wraquant.bayes.models) pov_schedule() (in module wraquant.execution) (in module wraquant.execution.algorithms) ppo() (in module wraquant.ta) (in module wraquant.ta.momentum) predict() (FinancialPipeline method), [1] (RegimeDetector method), [1] predict_proba() (RegimeDetector method), [1] predict_regime() (in module wraquant.regimes) (in module wraquant.regimes.hmm) pretty_good_oscillator() (in module wraquant.ta) (in module wraquant.ta.exotic) price_clustering() (in module wraquant.ta) (in module wraquant.ta.support_resistance) price_impact() (in module wraquant.microstructure) (in module wraquant.microstructure.liquidity) price_impact_regression() (in module wraquant.microstructure) (in module wraquant.microstructure.market_quality) price_momentum_oscillator() (in module wraquant.ta) (in module wraquant.ta.momentum) price_zone_oscillator() (in module wraquant.ta) (in module wraquant.ta.exotic) PriceFrame (in module wraquant.core.types) PriceSeries (in module wraquant.core.types) PricingError probabilities (RegimeResult attribute), [1], [2], [3] profit_factor() (in module wraquant.backtest) (in module wraquant.backtest.metrics) (in module wraquant.ta) (in module wraquant.ta.performance) profitability_ratios() (in module wraquant.fundamental) (in module wraquant.fundamental.ratios) propensity_score() (in module wraquant.causal) (in module wraquant.causal.treatment) prophet_anomaly() (in module wraquant.ts) (in module wraquant.ts.anomaly) ProviderRegistry (class in wraquant.data) (class in wraquant.data.base) psar() (in module wraquant.ta) (in module wraquant.ta.trend) psychological_line() (in module wraquant.ta) (in module wraquant.ta.momentum) purged_kfold() (in module wraquant.ml) (in module wraquant.ml.preprocessing) PUT (OptionType attribute), [1] pvi() (in module wraquant.ta) (in module wraquant.ta.volume) pvt() (in module wraquant.ta.volume) pyfolio_tearsheet_data() (in module wraquant.backtest) (in module wraquant.backtest.integrations) pykalman_filter() (in module wraquant.regimes) (in module wraquant.regimes.integrations) pymc_regression() (in module wraquant.bayes.integrations) pypfopt_efficient_frontier() (in module wraquant.risk) (in module wraquant.risk.integrations)

Q

qstick() (in module wraquant.ta.momentum) quality_factor_screen() (in module wraquant.fundamental) quality_screen() (in module wraquant.fundamental) (in module wraquant.fundamental.screening) (in module wraquant.fundamental.valuation) quantile_regression() (in module wraquant.econometrics) (in module wraquant.econometrics.cross_section) quantlib_bond() (in module wraquant.price) (in module wraquant.price.integrations) quantlib_option() (in module wraquant.price) (in module wraquant.price.integrations)

quantlib_yield_curve() (in module wraquant.price) (in module wraquant.price.integrations) quantstats_report() (in module wraquant.backtest) (in module wraquant.backtest.integrations) QUARTERLY (Frequency attribute), [1] quarterly_reports() (in module wraquant.news) (in module wraquant.news.filings) quote (CurrencyPair attribute), [1] quoted_spread() (in module wraquant.microstructure) (in module wraquant.microstructure.market_quality)

R

r_squared() (in module wraquant.ta) (in module wraquant.ta.statistics) r_squared_indicator() (in module wraquant.ta) (in module wraquant.ta.custom) rachev_ratio() (in module wraquant.backtest) (in module wraquant.backtest.metrics) raff_regression_channel() (in module wraquant.ta) (in module wraquant.ta.custom) rainbow_ma() (in module wraquant.ta) (in module wraquant.ta.trend) ramsey_reset() (in module wraquant.econometrics) (in module wraquant.econometrics.diagnostics) random_effects() (in module wraquant.econometrics) (in module wraquant.econometrics.panel) random_forest_importance() (in module wraquant.ml) (in module wraquant.ml.advanced) random_walk_index() (in module wraquant.ta) (in module wraquant.ta.exotic) range_expansion() (in module wraquant.ta) (in module wraquant.ta.price_action) rank_correlation() (in module wraquant.risk) (in module wraquant.risk.copulas) rank_transform() (in module wraquant.data) (in module wraquant.data.transforms) rateslib_swap() (in module wraquant.price) (in module wraquant.price.integrations) ratio_comparison() (in module wraquant.fundamental) (in module wraquant.fundamental.ratios) ratio_trends() (in module wraquant.fundamental) (in module wraquant.fundamental.ratios) read_csv() (in module wraquant.io) (in module wraquant.io.files) read_excel() (in module wraquant.io) (in module wraquant.io.files) read_gcs() (in module wraquant.io.cloud) read_hdf() (in module wraquant.io) (in module wraquant.io.files) read_parquet() (in module wraquant.io) (in module wraquant.io.files) read_s3() (in module wraquant.io.cloud) read_sql() (in module wraquant.io.database) read_sql_fast() (in module wraquant.io.database) REAL_ESTATE (AssetClass attribute), [1] REALIZED (VolModel attribute) realized_garch() (in module wraquant.vol) (in module wraquant.vol.models) realized_kernel() (in module wraquant.vol) (in module wraquant.vol.realized) realized_spread() (in module wraquant.microstructure) (in module wraquant.microstructure.liquidity) realized_volatility() (in module wraquant.vol) (in module wraquant.vol.realized) REBALANCE (EventType attribute), [1] rebalance_threshold() (in module wraquant.backtest) (in module wraquant.backtest.position) recent_filings() (in module wraquant.news) (in module wraquant.news.filings) recovery_factor() (in module wraquant.backtest) (in module wraquant.backtest.metrics) reflected_bsde() (in module wraquant.price) (in module wraquant.price.fbsde) regime_aware_backtest() (in module wraquant.recipes) regime_aware_portfolio() (in module wraquant.regimes) (in module wraquant.regimes.hmm) REGIME_CHANGE (EventType attribute), [1] regime_clustering() (in module wraquant.ml) (in module wraquant.ml.clustering) regime_conditional_moments() (in module wraquant.regimes) (in module wraquant.regimes.hmm) regime_conditional_sizing() (in module wraquant.backtest) regime_dashboard() (in module wraquant.viz) (in module wraquant.viz.dashboard) regime_duration_analysis() (in module wraquant.regimes) (in module wraquant.regimes.labels) regime_features() (in module wraquant.ml) (in module wraquant.ml.features) regime_predictability() (in module wraquant.regimes) (in module wraquant.regimes.scoring) regime_report() (in module wraquant.regimes) (in module wraquant.regimes.base) regime_separation_score() (in module wraquant.regimes) (in module wraquant.regimes.scoring) regime_signal_filter() (in module wraquant.backtest) (in module wraquant.backtest.position) regime_stability_score() (in module wraquant.regimes) (in module wraquant.regimes.scoring) regime_statistics() (in module wraquant.regimes) (in module wraquant.regimes.hmm) (in module wraquant.regimes.labels) regime_switching_forecast() (in module wraquant.ts) (in module wraquant.ts.stochastic) regime_transition_analysis() (in module wraquant.regimes) (in module wraquant.regimes.hmm) RegimeDetector (class in wraquant.regimes) (class in wraquant.regimes.base) RegimeResult (class in wraquant.regimes) (class in wraquant.regimes.base) RegimeState (class in wraquant.core.types) register() (ProviderRegistry method), [1] regression_discontinuity() (in module wraquant.causal) (in module wraquant.causal.treatment) regression_discontinuity_robust() (in module wraquant.causal) (in module wraquant.causal.treatment)

relative_momentum_index() (in module wraquant.ta) (in module wraquant.ta.exotic) relative_performance() (in module wraquant.ta) (in module wraquant.ta.performance) relative_spread() (in module wraquant.microstructure) (in module wraquant.microstructure.market_quality) relative_strength() (in module wraquant.ta) (in module wraquant.ta.custom) relative_valuation() (in module wraquant.fundamental) (in module wraquant.fundamental.valuation) relative_vigor_index() (in module wraquant.ta.momentum) relative_volatility_index() (in module wraquant.ta) (in module wraquant.ta.volatility) remove_duplicates() (in module wraquant.data) (in module wraquant.data.cleaning) remove_outliers() (in module wraquant.data) (in module wraquant.data.cleaning) requires_extra() (in module wraquant.core) (in module wraquant.core.decorators) resample_ohlcv() (in module wraquant.data) (in module wraquant.data.cleaning) reset_config() (in module wraquant.core.config) residual_income_model() (in module wraquant.fundamental) (in module wraquant.fundamental.valuation) residuals (ForecastResult attribute), [1], [2], [3] resiliency() (in module wraquant.microstructure) (in module wraquant.microstructure.market_quality) return_features() (in module wraquant.ml) (in module wraquant.ml.features) ReturnFrame (in module wraquant.core.types) returns (BacktestResult attribute), [1], [2], [3] ReturnSeries (in module wraquant.core.types) ReturnType (class in wraquant.core) (class in wraquant.core.types) revenue_decomposition() (in module wraquant.fundamental) (in module wraquant.fundamental.financials) reverse_stress_test() (in module wraquant.risk) (in module wraquant.risk.stress) rho() (in module wraquant.price) (in module wraquant.price.greeks) rickshaw_man() (in module wraquant.ta) (in module wraquant.ta.patterns) rising() (in module wraquant.ta) (in module wraquant.ta.signals) rising_three_methods() (in module wraquant.ta) (in module wraquant.ta.patterns) RISK (EventType attribute), [1] risk_budgeting() (in module wraquant.risk) (in module wraquant.risk.portfolio_analytics) risk_contribution() (in module wraquant.risk) (in module wraquant.risk.portfolio) risk_dashboard() (in module wraquant.viz) (in module wraquant.viz.dashboard) risk_free_rate (WQConfig attribute), [1] risk_of_ruin() (in module wraquant.backtest) (in module wraquant.backtest.metrics) risk_parity() (in module wraquant.opt) (in module wraquant.opt.portfolio) risk_parity_position() (in module wraquant.backtest) risk_parity_weights() (PositionSizer static method), [1] risk_reward_ratio() (in module wraquant.forex) (in module wraquant.forex.analysis) riskfolio_portfolio() (in module wraquant.risk) (in module wraquant.risk.integrations) RiskMeasure (class in wraquant.core.types) river_drift_detector() (in module wraquant.regimes) (in module wraquant.regimes.integrations) robust_ols() (in module wraquant.econometrics) (in module wraquant.econometrics.cross_section) roc() (in module wraquant.ta) (in module wraquant.ta.momentum) rogers_satchell() (in module wraquant.ta) (in module wraquant.ta.volatility) (in module wraquant.vol) (in module wraquant.vol.realized) roll_spread() (in module wraquant.microstructure) (in module wraquant.microstructure.liquidity) rolling_beta() (in module wraquant.risk) (in module wraquant.risk.beta) rolling_correlation_dcc() (in module wraquant.risk) (in module wraquant.risk.dcc) rolling_features() (in module wraquant.ml) (in module wraquant.ml.features) rolling_forecast() (in module wraquant.ts) (in module wraquant.ts.forecasting) rolling_metrics_table() (in module wraquant.backtest) (in module wraquant.backtest.tearsheet) rolling_regime_probability() (in module wraquant.regimes) (in module wraquant.regimes.hmm) rolling_zscore() (in module wraquant.data) (in module wraquant.data.transforms) roofing_filter() (in module wraquant.ta) (in module wraquant.ta.cycles) root_find() (in module wraquant.opt) (in module wraquant.opt.nonlinear) round_number_levels() (in module wraquant.ta) (in module wraquant.ta.support_resistance) rsi() (in module wraquant.ta) (in module wraquant.ta.momentum) RUB (Currency attribute), [1] run() (Backtest method), [1] (VectorizedBacktest method), [1] (WebSocketClient method), [1]

S

SABR (VolModel attribute) sargan_test() (in module wraquant.econometrics) (in module wraquant.econometrics.cross_section) savitzky_golay() (in module wraquant.math.signals) scenario_library() (in module wraquant.risk) (in module wraquant.risk.stress) schaff_momentum() (in module wraquant.ta) (in module wraquant.ta.momentum) schaff_trend_cycle() (in module wraquant.ta) (in module wraquant.ta.trend) sdeint_solve() (in module wraquant.price) (in module wraquant.price.integrations) seasonal_decompose() (in module wraquant.ts) (in module wraquant.ts.decomposition) seasonal_strength() (in module wraquant.ts) (in module wraquant.ts.seasonality) SECOND (Frequency attribute), [1] secretary_problem_threshold() (in module wraquant.math) (in module wraquant.math.optimal_stopping) sector_comparison() (in module wraquant.fundamental) (in module wraquant.fundamental.ratios) sector_constraints() (in module wraquant.opt) (in module wraquant.opt.utils) SEK (Currency attribute), [1] select_n_states() (in module wraquant.regimes) (in module wraquant.regimes.hmm) SELL (OrderSide attribute), [1] SEMI_DEVIATION (RiskMeasure attribute) sensitivity_ladder() (in module wraquant.risk) (in module wraquant.risk.stress) sentiment_aggregate() (in module wraquant.news.sentiment) sentiment_score() (in module wraquant.news) (in module wraquant.news.sentiment) sentiment_signal() (in module wraquant.news) (in module wraquant.news.sentiment) sentiment_timeseries() (in module wraquant.news) (in module wraquant.news.sentiment) separating_lines() (in module wraquant.ta) (in module wraquant.ta.patterns) sequential_feature_selection() (in module wraquant.ml) (in module wraquant.ml.models) sequential_probability_ratio() (in module wraquant.math) (in module wraquant.math.optimal_stopping) ses_forecast() (in module wraquant.ts) (in module wraquant.ts.forecasting) session_hours() (in module wraquant.forex.session) session_overlaps() (in module wraquant.forex) (in module wraquant.forex.session) set() (DiskCache method) (MemoryCache method) set_wraquant_style() (in module wraquant.viz) (in module wraquant.viz.themes) SGD (Currency attribute), [1] shareholder_returns() (in module wraquant.fundamental) (in module wraquant.fundamental.financials) sharpe (BacktestResult property), [1] sharpe_ratio (OptimizationResult attribute), [1] sharpe_ratio() (in module wraquant.risk) (in module wraquant.risk.metrics) shooting_star() (in module wraquant.ta) (in module wraquant.ta.patterns) SIDEWAYS (RegimeState attribute) SIGNAL (EventType attribute), [1] signals (BacktestResult attribute), [1], [2], [3] SIMPLE (ReturnType attribute), [1] simulate_3_2_model() (in module wraquant.price) (in module wraquant.price.stochastic) simulate_cir() (in module wraquant.price) (in module wraquant.price.stochastic) simulate_hawkes() (in module wraquant.math.hawkes) simulate_rough_bergomi() (in module wraquant.price) (in module wraquant.price.stochastic) simulate_sabr() (in module wraquant.price) (in module wraquant.price.stochastic) simulate_vasicek() (in module wraquant.price) (in module wraquant.price.stochastic) sine_wave() (in module wraquant.ta) (in module wraquant.ta.cycles) sinema() (in module wraquant.ta) (in module wraquant.ta.smoothing) skewness() (in module wraquant.ta) (in module wraquant.ta.statistics) skfolio_optimize() (in module wraquant.risk) (in module wraquant.risk.integrations) sktime_forecast() (in module wraquant.ts) (in module wraquant.ts.advanced) slice_sampler() (in module wraquant.bayes) (in module wraquant.bayes.mcmc) slippage() (in module wraquant.execution) (in module wraquant.execution.cost) sma() (in module wraquant.ta) (in module wraquant.ta.overlap) solve_lp() (in module wraquant.opt) (in module wraquant.opt.linear) solve_milp() (in module wraquant.opt) (in module wraquant.opt.linear) solve_qp() (in module wraquant.opt) (in module wraquant.opt.convex)

solve_sdp() (in module wraquant.opt) (in module wraquant.opt.convex) solve_socp() (in module wraquant.opt) (in module wraquant.opt.convex) sortino_ratio() (in module wraquant.risk) (in module wraquant.risk.metrics) spectral_density() (in module wraquant.math.spectral) spectral_entropy() (in module wraquant.math.spectral) spectral_features() (in module wraquant.ts) (in module wraquant.ts.features) spinning_top() (in module wraquant.ta) (in module wraquant.ta.patterns) spot_stress_test() (in module wraquant.risk) (in module wraquant.risk.stress) spread() (in module wraquant.stats.cointegration) spread_cost() (in module wraquant.forex) (in module wraquant.forex.analysis) spread_decomposition() (in module wraquant.microstructure) (in module wraquant.microstructure.liquidity) squeeze_histogram() (in module wraquant.ta) (in module wraquant.ta.momentum) squeeze_momentum() (in module wraquant.ta) (in module wraquant.ta.custom) ssa_decompose() (in module wraquant.ts) (in module wraquant.ts.decomposition) standard_deviation() (in module wraquant.ta) (in module wraquant.ta.volatility) standard_error_bands() (in module wraquant.ta) (in module wraquant.ta.custom) standardized_residuals (GARCHResult attribute), [1], [2], [3] states (RegimeResult attribute), [1], [2], [3] stationary_bootstrap() (in module wraquant.risk) (in module wraquant.risk.monte_carlo) statistical_factor_model() (in module wraquant.risk) (in module wraquant.risk.factor) statistics (RegimeResult attribute), [1], [2], [3] statsforecast_auto() (in module wraquant.ts) (in module wraquant.ts.advanced) steady_state (RegimeResult property), [1] stl_decompose() (in module wraquant.ts) (in module wraquant.ts.decomposition) stochastic() (in module wraquant.ta) (in module wraquant.ta.momentum) stochastic_momentum_index() (in module wraquant.ta) (in module wraquant.ta.momentum) stochastic_rsi() (in module wraquant.ta) (in module wraquant.ta.momentum) stochastic_vol_sv() (in module wraquant.vol) (in module wraquant.vol.models) Strategy (class in wraquant.backtest) (class in wraquant.backtest.strategy) strategy_comparison() (in module wraquant.backtest) stratified_sampling() (in module wraquant.risk) (in module wraquant.risk.monte_carlo) stress_test() (in module wraquant.risk) (in module wraquant.risk.scenarios) stress_test_returns() (in module wraquant.risk) (in module wraquant.risk.stress) structural_break_test() (in module wraquant.econometrics) (in module wraquant.econometrics.timeseries) stumpy_matrix_profile() (in module wraquant.ts) (in module wraquant.ts.advanced) subscribe() (WebSocketClient method), [1] sum_to_one_constraint() (in module wraquant.opt) (in module wraquant.opt.utils) summary() (BacktestResult method), [1] (EventTracker method), [1] (ForecastResult method), [1] (GARCHResult method), [1] (RegimeResult method), [1] supersmoother() (in module wraquant.ta) (in module wraquant.ta.smoothing) supertrend() (in module wraquant.ta) (in module wraquant.ta.overlap) supply_demand_zones() (in module wraquant.ta) (in module wraquant.ta.support_resistance) svm_classifier() (in module wraquant.ml) (in module wraquant.ml.advanced) swing_high() (in module wraquant.ta) (in module wraquant.ta.price_action) swing_low() (in module wraquant.ta) (in module wraquant.ta.price_action) swing_points() (in module wraquant.ta) (in module wraquant.ta.custom) swma() (in module wraquant.ta) (in module wraquant.ta.smoothing) SYDNEY (ForexSession attribute), [1] symbol (CurrencyPair property), [1] synthetic_control() (in module wraquant.causal) (in module wraquant.causal.treatment) synthetic_control_weights() (in module wraquant.causal) (in module wraquant.causal.treatment) system_quality_number() (in module wraquant.backtest) (in module wraquant.backtest.metrics) systemic_risk_score() (in module wraquant.math) (in module wraquant.math.network)

T

ta_features() (in module wraquant.ml) (in module wraquant.ml.features) tail_dependence() (in module wraquant.risk) (in module wraquant.risk.copulas) tail_ratio() (in module wraquant.backtest) (in module wraquant.backtest.metrics) tail_ratio_analysis() (in module wraquant.risk) (in module wraquant.risk.tail) taker_buy_ratio() (in module wraquant.ta.volume) TARCH (VolModel attribute) tasuki_gap() (in module wraquant.ta) (in module wraquant.ta.patterns) technical_dashboard() (in module wraquant.viz) (in module wraquant.viz.dashboard) technical_features() (in module wraquant.ml) (in module wraquant.ml.features) tema() (in module wraquant.ta) (in module wraquant.ta.overlap) temporal_fusion_transformer() (in module wraquant.ml) (in module wraquant.ml.deep) THB (Currency attribute), [1] theta() (in module wraquant.price) (in module wraquant.price.greeks) theta_forecast() (in module wraquant.ts) (in module wraquant.ts.forecasting) THIRTY_MIN (Frequency attribute), [1] three_black_crows() (in module wraquant.ta) (in module wraquant.ta.patterns) three_inside_down() (in module wraquant.ta) (in module wraquant.ta.patterns) three_inside_up() (in module wraquant.ta) (in module wraquant.ta.patterns) three_white_soldiers() (in module wraquant.ta) (in module wraquant.ta.patterns) thrusting() (in module wraquant.ta) (in module wraquant.ta.patterns) TICK (Frequency attribute), [1] TickBuffer (class in wraquant.io) (class in wraquant.io.streaming) tilson_t3() (in module wraquant.ta) (in module wraquant.ta.trend) time_average() (in module wraquant.math.ergodicity) timestamp (Event attribute), [1] to_dataframe() (EventTracker method), [1] to_dict() (in module wraquant.io) (in module wraquant.io.export) (OptimizationResult method), [1] to_excess_returns() (in module wraquant.data) (in module wraquant.data.transforms) to_json() (in module wraquant.io) (in module wraquant.io.export) to_prices() (in module wraquant.data) (in module wraquant.data.transforms) to_result() (RegimeDetector method), [1] to_returns() (in module wraquant.data) (in module wraquant.data.transforms) to_tearsheet() (BacktestResult method), [1] (in module wraquant.io) (in module wraquant.io.export) to_var() (GARCHResult method), [1] TOKYO (ForexSession attribute), [1] total_cost() (in module wraquant.execution) (in module wraquant.execution.cost) toxicity_index() (in module wraquant.microstructure) (in module wraquant.microstructure.toxicity) trace_summary() (in module wraquant.bayes) (in module wraquant.bayes.mcmc) tracking_error() (in module wraquant.risk) (in module wraquant.risk.portfolio_analytics) (in module wraquant.ta) (in module wraquant.ta.performance)

TRADE (EventType attribute), [1] trade_analysis() (in module wraquant.backtest) (in module wraquant.backtest.tearsheet) trade_classification() (in module wraquant.microstructure) (in module wraquant.microstructure.toxicity) trades (BacktestResult attribute), [1], [2], [3] trading_days() (in module wraquant.data.calendar) trading_days_per_year (WQConfig attribute), [1] transaction_cost_analysis() (in module wraquant.execution) (in module wraquant.execution.cost) transfer_entropy() (in module wraquant.math.information) transformer_forecast() (in module wraquant.ml) (in module wraquant.ml.deep) transition_matrix (RegimeResult attribute), [1], [2], [3] transportation_problem() (in module wraquant.opt) (in module wraquant.opt.linear) trapezoidal_integration() (in module wraquant.math.numerical) trend_bars() (in module wraquant.ta) (in module wraquant.ta.price_action) trend_filter() (in module wraquant.ts) (in module wraquant.ts.decomposition) trend_intensity_index() (in module wraquant.ta) (in module wraquant.ta.exotic) trend_regime_labels() (in module wraquant.regimes) (in module wraquant.regimes.labels) trendline_detection() (in module wraquant.ta) (in module wraquant.ta.support_resistance) treynor_ratio() (in module wraquant.risk) (in module wraquant.risk.metrics) tri_star() (in module wraquant.ta) (in module wraquant.ta.patterns) trima() (in module wraquant.ta) (in module wraquant.ta.smoothing) trix() (in module wraquant.ta) (in module wraquant.ta.trend) true_range() (in module wraquant.ta) (in module wraquant.ta.volatility) TRY (Currency attribute), [1] tsfresh_features() (in module wraquant.ts) (in module wraquant.ts.advanced) tsi() (in module wraquant.ta) (in module wraquant.ta.momentum) tslearn_dtw() (in module wraquant.ts) (in module wraquant.ts.advanced) tslearn_kmeans() (in module wraquant.ts) (in module wraquant.ts.advanced) ttl (MemoryCache property) turnaround_screen() (in module wraquant.fundamental) (in module wraquant.fundamental.screening) turnover_constraint() (in module wraquant.opt) (in module wraquant.opt.utils) turnover_ratio() (in module wraquant.microstructure) (in module wraquant.microstructure.liquidity) twap_schedule() (in module wraquant.execution) (in module wraquant.execution.algorithms) TWD (Currency attribute), [1] tweezer_bottom() (in module wraquant.ta) (in module wraquant.ta.patterns) tweezer_top() (in module wraquant.ta) (in module wraquant.ta.patterns) two_scale_realized_variance() (in module wraquant.vol) (in module wraquant.vol.realized) two_stage_least_squares() (in module wraquant.econometrics) (in module wraquant.econometrics.cross_section) type (Constraint attribute), [1]

U

ulcer_index() (in module wraquant.ta) (in module wraquant.ta.volatility) ulcer_performance_index() (in module wraquant.backtest) (in module wraquant.backtest.metrics) ultimate_oscillator() (in module wraquant.ta) (in module wraquant.ta.momentum) unconditional_variance (GARCHResult attribute), [1], [2], [3] uncovered_interest_parity() (in module wraquant.forex) (in module wraquant.forex.carry) unique_three_river() (in module wraquant.ta) (in module wraquant.ta.patterns)

unobserved_components() (in module wraquant.ts) (in module wraquant.ts.decomposition) unscented_kalman() (in module wraquant.regimes) (in module wraquant.regimes.kalman) unsubscribe() (WebSocketClient method), [1] up_down_capture() (in module wraquant.ta) (in module wraquant.ta.performance) upcoming_earnings() (in module wraquant.news) (in module wraquant.news.events) upper_shadow_ratio() (in module wraquant.ta) (in module wraquant.ta.candles) USD (Currency attribute), [1]

V

validate_input() (in module wraquant.core) (in module wraquant.core.decorators) validate_ohlcv() (in module wraquant.data) (in module wraquant.data.validation) validate_returns() (in module wraquant.data) (in module wraquant.data.validation) ValidationError, [1] valuation_ratios() (in module wraquant.fundamental) (in module wraquant.fundamental.ratios) value_at_risk() (in module wraquant.risk) (in module wraquant.risk.var) value_screen() (in module wraquant.fundamental) (in module wraquant.fundamental.screening) VAR (RiskMeasure attribute) var_forecast() (in module wraquant.ts) (in module wraquant.ts.stochastic) var_model() (in module wraquant.econometrics) (in module wraquant.econometrics.timeseries) variance() (in module wraquant.ta) (in module wraquant.ta.volatility) variance_decomposition() (in module wraquant.econometrics) (in module wraquant.econometrics.timeseries) variance_gamma_pdf() (in module wraquant.math) (in module wraquant.math.levy) variance_gamma_simulate() (in module wraquant.math) (in module wraquant.math.levy) variance_ratio() (in module wraquant.microstructure) (in module wraquant.microstructure.market_quality) variance_ratio_test() (in module wraquant.ts) (in module wraquant.ts.stationarity) variance_risk_premium() (in module wraquant.vol) (in module wraquant.vol.models) vasicek_adjusted_beta() (in module wraquant.risk) (in module wraquant.risk.beta) vecm_model() (in module wraquant.econometrics) (in module wraquant.econometrics.timeseries) vectorbt_backtest() (in module wraquant.backtest) (in module wraquant.backtest.integrations) VectorizedBacktest (class in wraquant.backtest) (class in wraquant.backtest.engine) vega() (in module wraquant.price) (in module wraquant.price.greeks) vg_characteristic() (in module wraquant.price) (in module wraquant.price.characteristic) vg_european_fft() (in module wraquant.price) (in module wraquant.price.levy_pricing)

vidya() (in module wraquant.ta) (in module wraquant.ta.trend) vif() (in module wraquant.econometrics) (in module wraquant.econometrics.diagnostics) vine_copula() (in module wraquant.risk) (in module wraquant.risk.integrations) vol_smile() (in module wraquant.price) (in module wraquant.price.volatility) vol_stress_test() (in module wraquant.risk) (in module wraquant.risk.stress) vol_surface() (in module wraquant.price) (in module wraquant.price.volatility) vol_surface_svi() (in module wraquant.vol) (in module wraquant.vol.models) volatility (OptimizationResult attribute), [1] VOLATILITY (RiskMeasure attribute) volatility_by_session() (in module wraquant.forex) (in module wraquant.forex.pairs) volatility_features() (in module wraquant.ml) (in module wraquant.ml.features) volatility_persistence() (in module wraquant.vol) (in module wraquant.vol.models) volatility_regime_labels() (in module wraquant.regimes) (in module wraquant.regimes.labels) volatility_target_sizing() (in module wraquant.backtest.position) volatility_targeting() (PositionSizer static method), [1] vollib_implied_vol() (in module wraquant.price) (in module wraquant.price.integrations) VolModel (class in wraquant.core.types) volume_profile() (in module wraquant.ta.volume) volume_roc() (in module wraquant.ta.volume) volume_weighted_macd() (in module wraquant.ta) (in module wraquant.ta.custom) vortex() (in module wraquant.ta) (in module wraquant.ta.trend) vpin() (in module wraquant.microstructure) (in module wraquant.microstructure.toxicity) vpt() (in module wraquant.ta) (in module wraquant.ta.volume) vpt_smoothed() (in module wraquant.ta.volume) vwap() (in module wraquant.ta) (in module wraquant.ta.overlap) (in module wraquant.ta.volume) vwap_schedule() (in module wraquant.execution) (in module wraquant.execution.algorithms) vwma() (in module wraquant.ta.volume)

W

walk_forward_backtest() (in module wraquant.backtest) (in module wraquant.backtest.engine) (in module wraquant.ml) (in module wraquant.ml.pipeline) walk_forward_train() (in module wraquant.ml) (in module wraquant.ml.models) wavelet_decompose() (in module wraquant.ts) (in module wraquant.ts.decomposition) wavelet_denoise() (in module wraquant.math.signals) (in module wraquant.ts) (in module wraquant.ts.advanced) wavelet_transform() (in module wraquant.ts) (in module wraquant.ts.advanced) WebSocketClient (class in wraquant.io) (class in wraquant.io.streaming) WEEKLY (Frequency attribute), [1] weibull_survival() (in module wraquant.risk) (in module wraquant.risk.survival) weight_constraint() (in module wraquant.opt) (in module wraquant.opt.utils) weights (OptimizationResult attribute), [1] WeightsArray (in module wraquant.core.types) white_test() (in module wraquant.econometrics) (in module wraquant.econometrics.diagnostics) wide_range_bar() (in module wraquant.ta) (in module wraquant.ta.price_action) williams_r() (in module wraquant.ta) (in module wraquant.ta.momentum) window_changepoint() (in module wraquant.regimes) (in module wraquant.regimes.changepoint) winsorize() (in module wraquant.data) (in module wraquant.data.cleaning) wma() (in module wraquant.ta) (in module wraquant.ta.overlap) working_capital_analysis() (in module wraquant.fundamental) (in module wraquant.fundamental.financials) WQConfig (class in wraquant.core) (class in wraquant.core.config) WQError, [1] wraquant.backtest module wraquant.backtest.engine module wraquant.backtest.events module wraquant.backtest.integrations module wraquant.backtest.metrics module wraquant.backtest.position module wraquant.backtest.strategy module wraquant.backtest.tearsheet module wraquant.bayes module wraquant.bayes.integrations module wraquant.bayes.mcmc module wraquant.bayes.models module wraquant.causal module wraquant.causal.integrations module wraquant.causal.treatment module wraquant.core module wraquant.core.config module wraquant.core.decorators module wraquant.core.exceptions module wraquant.core.logging module wraquant.core.results module wraquant.core.types module wraquant.data module wraquant.data.base module wraquant.data.cache module wraquant.data.calendar module wraquant.data.cleaning module wraquant.data.cleaning_advanced module wraquant.data.loaders module wraquant.data.transforms module wraquant.data.utils module wraquant.data.validation module wraquant.data.validation_advanced module wraquant.econometrics module wraquant.econometrics.cross_section module wraquant.econometrics.diagnostics module wraquant.econometrics.event_study module wraquant.econometrics.panel module wraquant.econometrics.timeseries module wraquant.econometrics.volatility module wraquant.execution module wraquant.execution.algorithms module wraquant.execution.cost module wraquant.execution.optimal module wraquant.forex module wraquant.forex.analysis module wraquant.forex.carry module wraquant.forex.pairs module wraquant.forex.session module wraquant.fundamental module wraquant.fundamental.financials module wraquant.fundamental.ratios module wraquant.fundamental.screening module wraquant.fundamental.valuation module wraquant.io module wraquant.io.cloud module wraquant.io.database module wraquant.io.export module wraquant.io.files module wraquant.io.streaming module wraquant.math module wraquant.math.ergodicity module wraquant.math.hawkes module wraquant.math.information module wraquant.math.levy module wraquant.math.network module wraquant.math.numerical module wraquant.math.optimal_stopping module wraquant.math.signals module wraquant.math.spectral module wraquant.microstructure module wraquant.microstructure.liquidity module wraquant.microstructure.market_quality module wraquant.microstructure.toxicity module wraquant.ml module wraquant.ml.advanced module wraquant.ml.clustering module wraquant.ml.deep module wraquant.ml.evaluation module wraquant.ml.features module wraquant.ml.models module wraquant.ml.online module

wraquant.ml.pipeline module wraquant.ml.preprocessing module wraquant.news module wraquant.news.events module wraquant.news.filings module wraquant.news.sentiment module wraquant.opt module wraquant.opt.base module wraquant.opt.convex module wraquant.opt.linear module wraquant.opt.multi_objective module wraquant.opt.nonlinear module wraquant.opt.portfolio module wraquant.opt.utils module wraquant.price module wraquant.price.characteristic module wraquant.price.curves module wraquant.price.fbsde module wraquant.price.fixed_income module wraquant.price.greeks module wraquant.price.integrations module wraquant.price.levy_pricing module wraquant.price.options module wraquant.price.stochastic module wraquant.price.volatility module wraquant.recipes module wraquant.regimes module wraquant.regimes.base module wraquant.regimes.changepoint module wraquant.regimes.hmm module wraquant.regimes.integrations module wraquant.regimes.kalman module wraquant.regimes.labels module wraquant.regimes.scoring module wraquant.risk module wraquant.risk.beta module wraquant.risk.copulas module wraquant.risk.credit module wraquant.risk.dcc module wraquant.risk.factor module wraquant.risk.historical module wraquant.risk.integrations module wraquant.risk.metrics module wraquant.risk.monte_carlo module wraquant.risk.portfolio module wraquant.risk.portfolio_analytics module wraquant.risk.scenarios module wraquant.risk.stress module wraquant.risk.survival module wraquant.risk.tail module wraquant.risk.var module wraquant.stats.cointegration module wraquant.ta module wraquant.ta.breadth module wraquant.ta.candles module wraquant.ta.custom module wraquant.ta.cycles module wraquant.ta.exotic module wraquant.ta.fibonacci module wraquant.ta.momentum module wraquant.ta.overlap module wraquant.ta.patterns module wraquant.ta.performance module wraquant.ta.price_action module wraquant.ta.signals module wraquant.ta.smoothing module wraquant.ta.statistics module wraquant.ta.support_resistance module wraquant.ta.trend module wraquant.ta.volatility module wraquant.ta.volume module wraquant.ts module wraquant.ts.advanced module wraquant.ts.anomaly module wraquant.ts.changepoint module wraquant.ts.decomposition module wraquant.ts.features module wraquant.ts.forecasting module wraquant.ts.seasonality module wraquant.ts.stationarity module wraquant.ts.stochastic module wraquant.viz module wraquant.viz.advanced module wraquant.viz.candlestick module wraquant.viz.charts module wraquant.viz.dashboard module wraquant.viz.interactive module wraquant.viz.portfolio module wraquant.viz.returns module wraquant.viz.risk module wraquant.viz.themes module wraquant.viz.timeseries module wraquant.vol module wraquant.vol.models module wraquant.vol.realized module write_csv() (in module wraquant.io) (in module wraquant.io.files) write_excel() (in module wraquant.io) (in module wraquant.io.files) write_gcs() (in module wraquant.io.cloud) write_hdf() (in module wraquant.io) (in module wraquant.io.files) write_parquet() (in module wraquant.io) (in module wraquant.io.files) write_s3() (in module wraquant.io.cloud) write_sql() (in module wraquant.io.database)

Y

yahoo_symbol (CurrencyPair property), [1] yang_zhang() (in module wraquant.ta) (in module wraquant.ta.volatility) (in module wraquant.vol) (in module wraquant.vol.realized)

YEARLY (Frequency attribute), [1]

Z

ZAR (Currency attribute), [1] zero_lag_ema() (in module wraquant.ta) (in module wraquant.ta.trend) zero_rate() (in module wraquant.price) (in module wraquant.price.fixed_income)

zigzag() (in module wraquant.ta) (in module wraquant.ta.trend) zscore() (in module wraquant.ta) (in module wraquant.ta.statistics) zscore_signal() (in module wraquant.stats.cointegration)