PQF
  • pqf.indicator
    • pqf.indicator.momentum
      • macd()
      • rsi()
    • pqf.indicator.moving_average
      • exponential_moving_average()
      • simple_moving_average()
    • pqf.indicator.util
      • apply_expr_to_series()
  • pqf.order
    • pqf.order.slippage
      • simple_slippage()
  • pqf.research
    • pqf.research.exposure
    • pqf.research.factor
      • FactorAssetPair
        • FactorAssetPair.asset
        • FactorAssetPair.count()
        • FactorAssetPair.factor
        • FactorAssetPair.index()
      • simple_factor_long_short_returns()
    • pqf.research.statistics
      • annualized_returns()
      • estimate_market_returns()
      • sharpe_ratio()
  • pqf.utils
    • forward_returns()
PQF
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