Index

A

AlwaysTrigger (class in mypo.trigger.always_trigger)

apply() (mypo.rebalancer.base_rebalancer.BaseRebalancer method) (mypo.runner.Runner method)

B

BaseOptimizer (class in mypo.optimizer.base_optimizer)

BaseRebalancer (class in mypo.rebalancer.base_rebalancer) BaseTrigger (class in mypo.trigger.base_trigger)

C

calc_capital_gain_tax() (in module mypo.common) calc_fee() (in module mypo.common) calc_income_gain_tax() (in module mypo.common) calc_price_dividends_yield() (mypo.market.Market static method)

calc_raw() (mypo.market.Market static method) clustering_tickers() (in module mypo.model_selection) covariance() (in module mypo.common) create() (mypo.market.Market static method) create_from_ticker() (mypo.market.Market static method)

D

do_re_optimize() (mypo.optimizer.base_optimizer.BaseOptimizer method)

E

evaluate_combinations() (in module mypo.model_selection)

extract() (mypo.market.Market method)

F

fee_rate (mypo.settings.Settings attribute) filter() (mypo.loader.Loader method) (mypo.market.Market method) (mypo.model_selection.Fold method)

Fold (class in mypo.model_selection)

G

get() (mypo.loader.Loader method) get_expense_ratio() (mypo.market.Market method) get_first_date() (mypo.market.Market method) get_index() (mypo.market.Market method) get_last_date() (mypo.market.Market method) get_length() (mypo.market.Market method) get_market() (mypo.loader.Loader method) get_normalized_prices() (mypo.market.Market method) get_optimizer() (mypo.rebalancer.base_rebalancer.BaseRebalancer method)

get_price_dividends_yield() (mypo.market.Market method) get_rate_of_change() (mypo.market.Market method) get_raw() (mypo.market.Market method) get_relative() (mypo.market.Market method) get_summary() (mypo.market.Market method) get_tickers() (mypo.market.Market method) get_train() (mypo.model_selection.Fold method) get_train_span() (mypo.model_selection.Fold method) get_valid() (mypo.model_selection.Fold method) get_weights() (mypo.optimizer.base_optimizer.BaseOptimizer method)

H

head() (mypo.market.Market method)

I

is_fire() (mypo.trigger.always_trigger.AlwaysTrigger method) (mypo.trigger.base_trigger.BaseTrigger method) (mypo.trigger.monthly_trigger.MonthlyTrigger method) (mypo.trigger.no_trigger.NoTrigger method) (mypo.trigger.threshold_trigger.ThresholdTrigger method)

L

load() (mypo.loader.Loader static method) (mypo.market.Market static method)

Loader (class in mypo.loader)

M

Market (class in mypo.market) MinimumVarianceOptimizer (class in mypo.optimizer.minimum_variance_optimizer) module mypo mypo.common mypo.loader mypo.market mypo.model_selection mypo.optimizer mypo.optimizer.base_optimizer mypo.optimizer.minimum_variance_optimizer mypo.optimizer.no_optimizer mypo.rebalancer mypo.rebalancer.base_rebalancer mypo.rebalancer.monthly_rebalancer mypo.rebalancer.no_rebalancer mypo.rebalancer.plain_rebalancer mypo.rebalancer.threshold_rebalancer mypo.reporter mypo.runner mypo.settings mypo.trigger mypo.trigger.always_trigger mypo.trigger.base_trigger mypo.trigger.monthly_trigger mypo.trigger.no_trigger mypo.trigger.threshold_trigger MONTH (mypo.market.SamplingMethod attribute) MonthlyRebalancer (class in mypo.rebalancer.monthly_rebalancer) MonthlyTrigger (class in mypo.trigger.monthly_trigger) mypo module mypo.common module mypo.loader module mypo.market module mypo.model_selection module

mypo.optimizer module mypo.optimizer.base_optimizer module mypo.optimizer.minimum_variance_optimizer module mypo.optimizer.no_optimizer module mypo.rebalancer module mypo.rebalancer.base_rebalancer module mypo.rebalancer.monthly_rebalancer module mypo.rebalancer.no_rebalancer module mypo.rebalancer.plain_rebalancer module mypo.rebalancer.threshold_rebalancer module mypo.reporter module mypo.runner module mypo.settings module mypo.trigger module mypo.trigger.always_trigger module mypo.trigger.base_trigger module mypo.trigger.monthly_trigger module mypo.trigger.no_trigger module mypo.trigger.threshold_trigger module

N

NoOptimizer (class in mypo.optimizer.no_optimizer)

NoRebalancer (class in mypo.rebalancer.no_rebalancer) NoTrigger (class in mypo.trigger.no_trigger)

O

optimize() (mypo.optimizer.base_optimizer.BaseOptimizer method) (mypo.optimizer.minimum_variance_optimizer.MinimumVarianceOptimizer method) (mypo.optimizer.no_optimizer.NoOptimizer method)

P

PlainRebalancer (class in mypo.rebalancer.plain_rebalancer)

R

report() (mypo.runner.Runner method) resample() (mypo.market.Market method)

run() (mypo.runner.Runner method) Runner (class in mypo.runner)

S

safe_cast() (in module mypo.common) SamplingMethod (class in mypo.market) save() (mypo.loader.Loader method) (mypo.market.Market method) select_by_correlation() (in module mypo.model_selection) select_by_regression() (in module mypo.model_selection)

semi_covariance() (in module mypo.common) Settings (class in mypo.settings) sharpe_ratio() (in module mypo.common) since() (mypo.loader.Loader method) split_k_folds() (in module mypo.model_selection) summary() (mypo.loader.Loader method)

T

tail() (mypo.market.Market method) tax_rate (mypo.settings.Settings attribute) ThresholdRebalancer (class in mypo.rebalancer.threshold_rebalancer)

ThresholdTrigger (class in mypo.trigger.threshold_trigger) total_assets_than() (mypo.loader.Loader method) trim() (mypo.market.Market method)

V

volume_than() (mypo.loader.Loader method)

Y

YEAR (mypo.market.SamplingMethod attribute)