Index

A

active_return() (in module toolkit.functional) all_drawdown() (in module toolkit.functional) alpha() (in module toolkit.functional) arithmetic_mean() (in module toolkit.functional)

avg_annual_drawdown() (in module toolkit.functional) avg_drawdown() (in module toolkit.functional) avg_neg() (in module toolkit.functional) avg_pos() (in module toolkit.functional)

B

bear_beta() (in module toolkit.functional) best_period() (in module toolkit.functional) beta() (in module toolkit.functional) beta_timing_ratio() (in module toolkit.functional)

bond_price() (in module toolkit.fixed_income) bp() (in module toolkit.black_scholes) bull_beta() (in module toolkit.functional) burke_modified() (in module toolkit.functional)

C

calmar() (in module toolkit.functional) carino() (in module toolkit.functional) compound_return() (in module toolkit.functional) convert_fx() (in module toolkit.functional) convexity() (in module toolkit.fixed_income)

convexity_effective() (in module toolkit.fixed_income) convexity_modified() (in module toolkit.fixed_income) correlation() (in module toolkit.functional) covariance() (in module toolkit.functional) cvar_historical() (in module toolkit.functional) cvar_normal() (in module toolkit.functional)

D

d1() (in module toolkit.black_scholes) d2() (in module toolkit.black_scholes) delta_call() (in module toolkit.black_scholes) delta_put() (in module toolkit.black_scholes) down_capture() (in module toolkit.functional)

downside_potential() (in module toolkit.functional) downside_risk() (in module toolkit.functional) drawdown_deviation() (in module toolkit.functional) duration_effective() (in module toolkit.fixed_income) duration_macaulay() (in module toolkit.fixed_income) duration_modified() (in module toolkit.fixed_income)

E

end_of_month() (in module toolkit.data) end_of_quarter() (in module toolkit.data)

end_of_year() (in module toolkit.data) equal_weight() (in module toolkit.portfolio)

G

gamma() (in module toolkit.black_scholes) geometric_mean() (in module toolkit.functional) get_boc_bulk() (in module toolkit.data) get_bulk_withintelligence() (in module toolkit.data) get_famafrench_datasets() (in module toolkit.data) get_famafrench_factors() (in module toolkit.data) get_fred_bulk() (in module toolkit.data)

get_msci() (in module toolkit.data) get_spglobal_bulk() (in module toolkit.data) get_statcan_bulk() (in module toolkit.data) get_us_yield_curve() (in module toolkit.data) get_withintelligence() (in module toolkit.data) get_yahoo() (in module toolkit.data) get_yahoo_bulk() (in module toolkit.data)

I

information_ratio() (in module toolkit.functional)

inverse_vol() (in module toolkit.portfolio) is_normal() (in module toolkit.functional)

K

kurt() (in module toolkit.functional)

L

last_business_day() (in module toolkit.data)

M

martin() (in module toolkit.functional) max_return() (in module toolkit.portfolio) max_sharpe() (in module toolkit.portfolio) max_upturn() (in module toolkit.functional) mean_abs_dev() (in module toolkit.functional) min_vol() (in module toolkit.portfolio) min_vol_at() (in module toolkit.portfolio)

module toolkit toolkit.black_scholes toolkit.data toolkit.fixed_income toolkit.functional toolkit.portfolio

O

omega() (in module toolkit.functional)

P

pain() (in module toolkit.functional) pain_index() (in module toolkit.functional) periodicity() (in module toolkit.functional) portfolio_return() (in module toolkit.portfolio)

portfolio_volatility() (in module toolkit.portfolio) price_call() (in module toolkit.black_scholes) price_put() (in module toolkit.black_scholes) price_to_return() (in module toolkit.functional)

R

regress() (in module toolkit.functional) return_to_price() (in module toolkit.functional) rho_call() (in module toolkit.black_scholes)

rho_put() (in module toolkit.black_scholes) risk_contribution() (in module toolkit.portfolio) risk_parity() (in module toolkit.portfolio) rsquared() (in module toolkit.functional)

S

sharpe() (in module toolkit.functional) skew() (in module toolkit.functional) sortino() (in module toolkit.functional)

sterling() (in module toolkit.functional) sterling_calmar() (in module toolkit.functional) sterling_modified() (in module toolkit.functional) summary() (in module toolkit.functional)

T

theta_call() (in module toolkit.black_scholes) theta_put() (in module toolkit.black_scholes) toolkit module toolkit.black_scholes module toolkit.data module

toolkit.fixed_income module toolkit.functional module toolkit.portfolio module tracking_error() (in module toolkit.functional) treynor() (in module toolkit.functional)

U

ulcer_index() (in module toolkit.functional) underwater() (in module toolkit.functional) up_capture() (in module toolkit.functional)

upside_potential() (in module toolkit.functional) upside_potential_ratio() (in module toolkit.functional) upside_risk() (in module toolkit.functional)

V

var_historical() (in module toolkit.functional) var_modified() (in module toolkit.functional) var_normal() (in module toolkit.functional) variability_skewness() (in module toolkit.functional)

variance() (in module toolkit.functional) vega() (in module toolkit.black_scholes) vol_neg() (in module toolkit.functional) vol_pos() (in module toolkit.functional) volatility() (in module toolkit.functional)

W

worst_drawdown() (in module toolkit.functional)

worst_period() (in module toolkit.functional)

Y

yield_to_maturity() (in module toolkit.fixed_income)