Index

A

annualized_returns() (in module pqf.research.statistics)

apply_expr_to_series() (in module pqf.indicator.util) asset (pqf.research.factor.FactorAssetPair attribute)

C

count() (pqf.research.factor.FactorAssetPair method)

E

estimate_market_returns() (in module pqf.research.statistics)

exponential_moving_average() (in module pqf.indicator.moving_average)

F

factor (pqf.research.factor.FactorAssetPair attribute)

FactorAssetPair (class in pqf.research.factor) forward_returns() (in module pqf.utils)

I

index() (pqf.research.factor.FactorAssetPair method)

M

macd() (in module pqf.indicator.momentum) module pqf.indicator pqf.indicator.momentum pqf.indicator.moving_average pqf.indicator.util pqf.order pqf.order.slippage pqf.research pqf.research.exposure pqf.research.factor pqf.research.statistics pqf.utils

P

pqf.indicator module pqf.indicator.momentum module pqf.indicator.moving_average module pqf.indicator.util module pqf.order module pqf.order.slippage module

pqf.research module pqf.research.exposure module pqf.research.factor module pqf.research.statistics module pqf.utils module

R

rsi() (in module pqf.indicator.momentum)

S

sharpe_ratio() (in module pqf.research.statistics) simple_factor_long_short_returns() (in module pqf.research.factor)

simple_moving_average() (in module pqf.indicator.moving_average) simple_slippage() (in module pqf.order.slippage)