toolkit

• toolkit package
  • Module contents
  • Submodules
  • toolkit.data module
    • end_of_month()
    • end_of_quarter()
    • end_of_year()
    • get_all_famafrench_datasets()
    • get_bls_bulk()
    • get_boc_bulk()
    • get_data_famafrench()
    • get_famafrench_datasets()
    • get_famafrench_factors()
    • get_fred_bulk()
    • get_fred_data()
    • get_funghsieh_factors()
    • get_msci()
    • get_spglobal_bulk()
    • get_statcan_bulk()
    • get_us_yield_curve()
    • get_withintelligence()
    • get_withintelligence_bulk()
    • get_yahoo()
    • get_yahoo_bulk()
    • last_business_day()
  • toolkit.black_scholes module
    • bp()
    • d1()
    • d2()
    • delta_call()
    • delta_put()
    • gamma()
    • price_call()
    • price_put()
    • rho_call()
    • rho_put()
    • theta_call()
    • theta_put()
    • vega()
  • toolkit.functional module
    • active_return()
    • all_drawdown()
    • alpha()
    • arithmetic_mean()
    • autocorrelation()
    • avg_annual_drawdown()
    • avg_drawdown()
    • avg_neg()
    • avg_pos()
    • batting_average()
    • bear_beta()
    • best_period()
    • beta()
    • beta_t_stat()
    • beta_timing_ratio()
    • bias_ratio()
    • bull_beta()
    • burke_modified()
    • calmar()
    • carino()
    • compound_return()
    • consecutive_negative_periods()
    • consecutive_positive_periods()
    • convert_fx()
    • correlation()
    • covariance()
    • current_drawdown()
    • cvar_historical()
    • cvar_normal()
    • down_batting_average()
    • down_capture()
    • down_market_return()
    • downside_potential()
    • downside_risk()
    • drawdown_deviation()
    • excess_return_geometric()
    • frongello()
    • gain_loss()
    • geometric_mean()
    • information_ratio()
    • is_normal()
    • jarque_bera()
    • kurt()
    • martin()
    • max_consecutive_gain()
    • max_consecutive_loss()
    • max_upturn()
    • mean_abs_dev()
    • observation()
    • omega()
    • pain()
    • pain_index()
    • periodicity()
    • price_to_return()
    • regress()
    • return_to_price()
    • reward_to_risk()
    • rolling_batting_average()
    • rsquared()
    • semi_deviation()
    • ser()
    • sharpe()
    • skew()
    • sortino()
    • sterling()
    • sterling_calmar()
    • sterling_modified()
    • summary()
    • tracking_error()
    • treynor()
    • ulcer_index()
    • underwater()
    • up_batting_average()
    • up_capture()
    • up_market_return()
    • upside_potential()
    • upside_potential_ratio()
    • upside_risk()
    • var_historical()
    • var_modified()
    • var_normal()
    • variability_skewness()
    • variance()
    • vol_neg()
    • vol_pos()
    • volatility()
    • worst_drawdown()
    • worst_period()
  • toolkit.fixed_income module
    • bond_price()
    • cir()
    • convexity()
    • convexity_effective()
    • convexity_modified()
    • duration_effective()
    • duration_macaulay()
    • duration_modified()
    • yield_to_maturity()
  • toolkit.portfolio module
    • equal_weight()
    • inverse_vol()
    • max_return()
    • max_sharpe()
    • min_vol()
    • min_vol_at()
    • portfolio_return()
    • portfolio_volatility()
    • risk_contribution()
    • risk_parity()