Index

A

add() (pyanomaly.portfolio.Portfolios method) add_constant() (in module pyanomaly.numba_support) add_crsp_me() (pyanomaly.characteristics.FUNDA method) add_gvkey_to_crsp() (pyanomaly.wrdsdata.WRDS static method) add_gvkey_to_crsp_cusip() (pyanomaly.wrdsdata.WRDS static method) add_months() (in module pyanomaly.datatools)

append_long_short() (in module pyanomaly.analytics) apply_to_dates() (pyanomaly.panel.Panel method) apply_to_groups() (in module pyanomaly.datatools) apply_to_groups_jit() (in module pyanomaly.datatools) apply_to_groups_reduce_jit() (in module pyanomaly.datatools) apply_to_ids() (pyanomaly.panel.Panel method) apply_to_idyms() (pyanomaly.characteristics.CRSPDRaw method)

B

base_freq (pyanomaly.panel.FCPanel attribute) (pyanomaly.panel.Panel attribute)

bivariate_regression() (in module pyanomaly.numba_support)

C

c_absacc() (pyanomaly.characteristics.FUNDA method) c_acc() (pyanomaly.characteristics.FUNDA method) c_age() (pyanomaly.characteristics.FUNDA method) (pyanomaly.characteristics.Merge method) c_aliq_at() (pyanomaly.characteristics.FUNDA method) c_aliq_mat() (pyanomaly.characteristics.FUNDA method) c_ami_126d() (pyanomaly.characteristics.CRSPD method) c_at_be() (pyanomaly.characteristics.FUNDA method) c_at_gr1() (pyanomaly.characteristics.FUNDA method) c_at_me() (pyanomaly.characteristics.FUNDA method) c_at_turnover() (pyanomaly.characteristics.FUNDA method) c_baspread() (pyanomaly.characteristics.CRSPD method) c_be_gr1a() (pyanomaly.characteristics.FUNDA method) c_be_me() (pyanomaly.characteristics.FUNDA method) c_beta() (pyanomaly.characteristics.CRSPD method) c_beta_60m() (pyanomaly.characteristics.CRSPM method) c_beta_dimson_21d() (pyanomaly.characteristics.CRSPD method) c_betabab_1260d() (pyanomaly.characteristics.CRSPD method) c_betadown_252d() (pyanomaly.characteristics.CRSPD method) c_betasq() (pyanomaly.characteristics.CRSPD method) c_bev_mev() (pyanomaly.characteristics.FUNDA method) c_bidaskhl_21d() (pyanomaly.characteristics.CRSPD method) c_bm_ia() (pyanomaly.characteristics.FUNDA method) c_capex_abn() (pyanomaly.characteristics.FUNDA method) c_capx_gr1() (pyanomaly.characteristics.FUNDA method) c_capx_gr2() (pyanomaly.characteristics.FUNDA method) c_capx_gr3() (pyanomaly.characteristics.FUNDA method) c_cash_at() (pyanomaly.characteristics.FUNDA method) c_cashdebt() (pyanomaly.characteristics.FUNDA method) c_cashpr() (pyanomaly.characteristics.FUNDA method) c_cfp() (pyanomaly.characteristics.FUNDA method) c_cfp_ia() (pyanomaly.characteristics.FUNDA method) c_chatoia() (pyanomaly.characteristics.FUNDA method) c_chcsho() (pyanomaly.characteristics.FUNDA method) c_chcsho_12m() (pyanomaly.characteristics.CRSPM method) c_chempia() (pyanomaly.characteristics.FUNDA method) c_chmom() (pyanomaly.characteristics.CRSPM method) c_chpmia() (pyanomaly.characteristics.FUNDA method) c_chtx() (pyanomaly.characteristics.FUNDQ method) c_coa_gr1a() (pyanomaly.characteristics.FUNDA method) c_col_gr1a() (pyanomaly.characteristics.FUNDA method) c_convind() (pyanomaly.characteristics.FUNDA method) c_cop_at() (pyanomaly.characteristics.FUNDA method) c_cop_atl1() (pyanomaly.characteristics.FUNDA method) c_corr_1260d() (pyanomaly.characteristics.CRSPD method) c_coskew_21d() (pyanomaly.characteristics.CRSPD method) c_cowc_gr1a() (pyanomaly.characteristics.FUNDA method) c_currat() (pyanomaly.characteristics.FUNDA method) c_dbnetis_at() (pyanomaly.characteristics.FUNDA method) c_debt_gr3() (pyanomaly.characteristics.FUNDA method) c_debt_me() (pyanomaly.characteristics.FUNDA method) c_depr() (pyanomaly.characteristics.FUNDA method) c_dgp_dsale() (pyanomaly.characteristics.FUNDA method) c_div12m_me() (pyanomaly.characteristics.CRSPM method) c_divi() (pyanomaly.characteristics.CRSPM method) c_divo() (pyanomaly.characteristics.CRSPM method) c_dolvol() (pyanomaly.characteristics.CRSPM method) c_dolvol_126d() (pyanomaly.characteristics.CRSPD method) c_dolvol_var_126d() (pyanomaly.characteristics.CRSPD method) c_dsale_dinv() (pyanomaly.characteristics.FUNDA method) c_dsale_drec() (pyanomaly.characteristics.FUNDA method) c_dsale_dsga() (pyanomaly.characteristics.FUNDA method) c_dy() (pyanomaly.characteristics.FUNDA method) c_earnings_variability() (pyanomaly.characteristics.FUNDA method) c_ebit_bev() (pyanomaly.characteristics.FUNDA method) c_ebit_sale() (pyanomaly.characteristics.FUNDA method) c_ebitda_mev() (pyanomaly.characteristics.FUNDA method) c_emp_gr1() (pyanomaly.characteristics.FUNDA method) c_enterprise_multiple() (pyanomaly.characteristics.FUNDA method) c_eq_dur() (pyanomaly.characteristics.FUNDA method) c_eqnetis_at() (pyanomaly.characteristics.FUNDA method) c_eqnpo_12m() (pyanomaly.characteristics.CRSPM method) c_eqnpo_60m() (pyanomaly.characteristics.CRSPM method) c_eqnpo_me() (pyanomaly.characteristics.FUNDA method) c_eqpo_me() (pyanomaly.characteristics.FUNDA method) c_f_score() (pyanomaly.characteristics.FUNDA method) c_fcf_me() (pyanomaly.characteristics.FUNDA method) c_fnl_gr1a() (pyanomaly.characteristics.FUNDA method) c_gp_at() (pyanomaly.characteristics.FUNDA method) c_gp_atl1() (pyanomaly.characteristics.FUNDA method) c_herf_at() (pyanomaly.characteristics.FUNDA method) c_herf_be() (pyanomaly.characteristics.FUNDA method) c_herf_sale() (pyanomaly.characteristics.FUNDA method) c_idiovol() (pyanomaly.characteristics.CRSPD method) c_indmom() (pyanomaly.characteristics.CRSPM method) c_intrinsic_value() (pyanomaly.characteristics.FUNDA method) c_inv_gr1() (pyanomaly.characteristics.FUNDA method) c_inv_gr1a() (pyanomaly.characteristics.FUNDA method) c_invest() (pyanomaly.characteristics.FUNDA method) c_ipo() (pyanomaly.characteristics.CRSPM method) c_iskew_capm_21d() (pyanomaly.characteristics.CRSPD method) c_iskew_ff3_21d() (pyanomaly.characteristics.CRSPD method) c_iskew_hxz4_21d() (pyanomaly.characteristics.CRSPD method) c_ivol_capm_21d() (pyanomaly.characteristics.CRSPD method) c_ivol_capm_252d() (pyanomaly.characteristics.CRSPD method) c_ivol_ff3_21d() (pyanomaly.characteristics.CRSPD method) c_ivol_hxz4_21d() (pyanomaly.characteristics.CRSPD method) c_kz_index() (pyanomaly.characteristics.FUNDA method) c_lgr() (pyanomaly.characteristics.FUNDA method) c_lnoa_gr1a() (pyanomaly.characteristics.FUNDA method) c_lti_gr1a() (pyanomaly.characteristics.FUNDA method) c_market_equity() (pyanomaly.characteristics.CRSPM method) c_mispricing_mgmt() (pyanomaly.characteristics.Merge method) c_mispricing_perf() (pyanomaly.characteristics.Merge method) c_mve_ia() (pyanomaly.characteristics.FUNDA method) c_ncoa_gr1a() (pyanomaly.characteristics.FUNDA method) c_ncol_gr1a() (pyanomaly.characteristics.FUNDA method) c_netdebt_me() (pyanomaly.characteristics.FUNDA method) c_netis_at() (pyanomaly.characteristics.FUNDA method) c_nfna_gr1a() (pyanomaly.characteristics.FUNDA method) c_ni_ar1() (pyanomaly.characteristics.FUNDA method) c_ni_be() (pyanomaly.characteristics.FUNDA method) c_ni_inc8q() (pyanomaly.characteristics.FUNDQ method) c_ni_ivol() (pyanomaly.characteristics.FUNDA method) c_ni_me() (pyanomaly.characteristics.FUNDA method) c_niq_at() (pyanomaly.characteristics.FUNDQ method) c_niq_at_chg1() (pyanomaly.characteristics.FUNDQ method) c_niq_be() (pyanomaly.characteristics.FUNDQ method) c_niq_be_chg1() (pyanomaly.characteristics.FUNDQ method)

c_niq_su() (pyanomaly.characteristics.FUNDQ method) c_nncoa_gr1a() (pyanomaly.characteristics.FUNDA method) c_noa_at() (pyanomaly.characteristics.FUNDA method) c_noa_gr1a() (pyanomaly.characteristics.FUNDA method) c_o_score() (pyanomaly.characteristics.FUNDA method) c_oaccruals_at() (pyanomaly.characteristics.FUNDA method) c_oaccruals_ni() (pyanomaly.characteristics.FUNDA method) c_ocf_at() (pyanomaly.characteristics.FUNDA method) c_ocf_at_chg1() (pyanomaly.characteristics.FUNDA method) c_ocf_me() (pyanomaly.characteristics.FUNDA method) c_ocfq_saleq_std() (pyanomaly.characteristics.FUNDQ method) c_op_at() (pyanomaly.characteristics.FUNDA method) c_op_atl1() (pyanomaly.characteristics.FUNDA method) c_ope_be() (pyanomaly.characteristics.FUNDA method) c_ope_bel1() (pyanomaly.characteristics.FUNDA method) c_operprof() (pyanomaly.characteristics.FUNDA method) c_opex_at() (pyanomaly.characteristics.FUNDA method) c_pchcapx_ia() (pyanomaly.characteristics.FUNDA method) c_pchcurrat() (pyanomaly.characteristics.FUNDA method) c_pchdepr() (pyanomaly.characteristics.FUNDA method) c_pchquick() (pyanomaly.characteristics.FUNDA method) c_pchsaleinv() (pyanomaly.characteristics.FUNDA method) c_pctacc() (pyanomaly.characteristics.FUNDA method) c_pi_nix() (pyanomaly.characteristics.FUNDA method) c_ppeinv_gr1a() (pyanomaly.characteristics.FUNDA method) c_prc_highprc_252d() (pyanomaly.characteristics.CRSPD method) c_price() (pyanomaly.characteristics.CRSPM method) c_pricedelay() (pyanomaly.characteristics.CRSPD method) c_pricedelay_slope() (pyanomaly.characteristics.CRSPD method) c_ps() (pyanomaly.characteristics.FUNDA method) c_qmj() (pyanomaly.characteristics.Merge method) c_qmj_growth() (pyanomaly.characteristics.Merge method) c_qmj_prof() (pyanomaly.characteristics.Merge method) c_qmj_safety() (pyanomaly.characteristics.Merge method) c_quick() (pyanomaly.characteristics.FUNDA method) c_rd() (pyanomaly.characteristics.FUNDA method) c_rd5_at() (pyanomaly.characteristics.FUNDA method) c_rd_me() (pyanomaly.characteristics.FUNDA method) c_rd_sale() (pyanomaly.characteristics.FUNDA method) c_realestate() (pyanomaly.characteristics.FUNDA method) c_resff3_12_1() (pyanomaly.characteristics.CRSPM method) c_resff3_6_1() (pyanomaly.characteristics.CRSPM method) c_ret_12_1() (pyanomaly.characteristics.CRSPM method) c_ret_12_6() (pyanomaly.characteristics.CRSPM method) c_ret_1_0() (pyanomaly.characteristics.CRSPM method) c_ret_36_12() (pyanomaly.characteristics.CRSPM method) c_ret_3_1() (pyanomaly.characteristics.CRSPM method) c_ret_60_12() (pyanomaly.characteristics.CRSPM method) c_ret_6_1() (pyanomaly.characteristics.CRSPM method) c_ret_9_1() (pyanomaly.characteristics.CRSPM method) c_retvol() (pyanomaly.characteristics.CRSPD method) c_rmax1_21d() (pyanomaly.characteristics.CRSPD method) c_rmax5_21d() (pyanomaly.characteristics.CRSPD method) c_rmax5_rvol_21d() (pyanomaly.characteristics.CRSPD method) c_roavol() (pyanomaly.characteristics.FUNDQ method) c_roic() (pyanomaly.characteristics.FUNDA method) c_rskew_21d() (pyanomaly.characteristics.CRSPD method) c_rsup() (pyanomaly.characteristics.FUNDQ method) c_sale_bev() (pyanomaly.characteristics.FUNDA method) c_sale_emp_gr1() (pyanomaly.characteristics.FUNDA method) c_sale_gr1() (pyanomaly.characteristics.FUNDA method) c_sale_gr3() (pyanomaly.characteristics.FUNDA method) c_sale_me() (pyanomaly.characteristics.FUNDA method) c_salecash() (pyanomaly.characteristics.FUNDA method) c_saleinv() (pyanomaly.characteristics.FUNDA method) c_saleq_su() (pyanomaly.characteristics.FUNDQ method) c_salerec() (pyanomaly.characteristics.FUNDA method) c_seas_11_15an() (pyanomaly.characteristics.CRSPM method) c_seas_11_15na() (pyanomaly.characteristics.CRSPM method) c_seas_16_20an() (pyanomaly.characteristics.CRSPM method) c_seas_16_20na() (pyanomaly.characteristics.CRSPM method) c_seas_1_1an() (pyanomaly.characteristics.CRSPM method) c_seas_1_1na() (pyanomaly.characteristics.CRSPM method) c_seas_2_5an() (pyanomaly.characteristics.CRSPM method) c_seas_2_5na() (pyanomaly.characteristics.CRSPM method) c_seas_6_10an() (pyanomaly.characteristics.CRSPM method) c_seas_6_10na() (pyanomaly.characteristics.CRSPM method) c_secured() (pyanomaly.characteristics.FUNDA method) c_securedind() (pyanomaly.characteristics.FUNDA method) c_sin() (pyanomaly.characteristics.FUNDA method) c_std_dolvol() (pyanomaly.characteristics.CRSPD method) c_std_turn() (pyanomaly.characteristics.CRSPD method) c_stdacc() (pyanomaly.characteristics.FUNDQ method) c_sti_gr1a() (pyanomaly.characteristics.FUNDA method) c_taccruals_at() (pyanomaly.characteristics.FUNDA method) c_taccruals_ni() (pyanomaly.characteristics.FUNDA method) c_tangibility() (pyanomaly.characteristics.FUNDA method) c_tb() (pyanomaly.characteristics.FUNDA method) c_trend_factor() (pyanomaly.characteristics.CRSPD method) c_turn() (pyanomaly.characteristics.CRSPM method) c_turnover_126d() (pyanomaly.characteristics.CRSPD method) c_turnover_var_126d() (pyanomaly.characteristics.CRSPD method) c_z_score() (pyanomaly.characteristics.FUNDA method) c_zero_trades_126d() (pyanomaly.characteristics.CRSPD method) c_zero_trades_21d() (pyanomaly.characteristics.CRSPD method) c_zero_trades_252d() (pyanomaly.characteristics.CRSPD method) cd (pyanomaly.characteristics.CRSPD attribute) char_map (pyanomaly.panel.FCPanel attribute) classify() (in module pyanomaly.datatools) clean_memory() (pyanomaly.panel.Panel method) compare_data() (in module pyanomaly.datatools) convert_currency() (pyanomaly.characteristics.FUNDA method) (pyanomaly.characteristics.FUNDQ method) convert_fund_currency_to_usd() (pyanomaly.wrdsdata.WRDS static method) copy() (pyanomaly.panel.Panel method) (pyanomaly.portfolio.Portfolio method) copy_from() (pyanomaly.panel.Panel method) costfcn (pyanomaly.portfolio.Portfolio attribute) create_chars() (pyanomaly.panel.FCPanel method) create_crsp_comp_linktable() (pyanomaly.wrdsdata.WRDS static method) create_pgpass_file() (pyanomaly.wrdsdata.WRDS method) create_qitems_from_yitems() (pyanomaly.characteristics.FUNDQ method) created() (pyanomaly.panel.FCPanel method) crosssectional_regression() (in module pyanomaly.analytics) CRSPD (class in pyanomaly.characteristics) CRSPDRaw (class in pyanomaly.characteristics) CRSPM (class in pyanomaly.characteristics) cum_return() (pyanomaly.portfolio.Portfolio method) cum_returns() (pyanomaly.portfolio.Portfolio method) cumret() (pyanomaly.panel.Panel method)

D

data (pyanomaly.panel.FCPanel attribute) (pyanomaly.panel.Panel attribute) date_idx() (pyanomaly.panel.Panel method) date_values() (pyanomaly.panel.Panel method) db (pyanomaly.wrdsdata.WRDS attribute) debug() (in module pyanomaly.log) diff() (pyanomaly.panel.Panel method) download_all() (pyanomaly.wrdsdata.WRDS method) download_funda() (pyanomaly.wrdsdata.WRDS method)

download_fundq() (pyanomaly.wrdsdata.WRDS method) download_g_secd() (pyanomaly.wrdsdata.WRDS method) download_seall() (pyanomaly.wrdsdata.WRDS method) download_secd() (pyanomaly.wrdsdata.WRDS method) download_sf() (pyanomaly.wrdsdata.WRDS method) download_table() (pyanomaly.wrdsdata.WRDS method) download_table_async() (pyanomaly.wrdsdata.WRDS method) drawdown() (pyanomaly.portfolio.Portfolio method) drawline() (in module pyanomaly.log) drop_columns() (in module pyanomaly.util)

E

elapsed_time() (in module pyanomaly.log) err() (in module pyanomaly.log) eval() (pyanomaly.portfolio.Portfolio method) (pyanomaly.portfolio.Portfolios method) eval_series() (pyanomaly.portfolio.Portfolio method) examples.example1 module examples.example2 module

examples.example3 module examples.example4 module examples.example5 module examples.example6 module examples.example7 module

F

FCPanel (class in pyanomaly.panel) filter() (in module pyanomaly.datatools) (pyanomaly.panel.Panel method) filter_data() (pyanomaly.characteristics.CRSPD method) (pyanomaly.characteristics.CRSPDRaw method) (pyanomaly.characteristics.CRSPM method) fposition (pyanomaly.portfolio.Portfolio attribute)

freq (pyanomaly.panel.FCPanel attribute) (pyanomaly.panel.Panel attribute) from_portfolo_return() (pyanomaly.portfolio.Portfolio static method) FUNDA (class in pyanomaly.characteristics) FUNDQ (class in pyanomaly.characteristics) futret() (pyanomaly.panel.Panel method) future_return() (in module pyanomaly.analytics)

G

generate_funda_vars() (pyanomaly.characteristics.FUNDQ method) get_available_chars() (pyanomaly.panel.FCPanel method) get_char_list() (pyanomaly.panel.FCPanel method) get_config() (in module pyanomaly.config) get_cost() (pyanomaly.tcost.TransactionCost method) get_date_group() (pyanomaly.panel.Panel method) get_date_group_index() (pyanomaly.panel.Panel method) get_date_group_size() (pyanomaly.panel.Panel method) get_id_group() (pyanomaly.panel.Panel method)

get_id_group_index() (pyanomaly.panel.Panel method) get_id_group_size() (pyanomaly.panel.Panel method) get_idym_group() (pyanomaly.characteristics.CRSPD method) (pyanomaly.characteristics.CRSPDRaw method) get_idym_group_size() (pyanomaly.characteristics.CRSPD method) (pyanomaly.characteristics.CRSPDRaw method) get_risk_free_rate() (pyanomaly.wrdsdata.WRDS static method) get_row_count() (pyanomaly.panel.Panel method) grs_test() (in module pyanomaly.analytics)

I

id_idx() (pyanomaly.panel.Panel method) id_values() (pyanomaly.panel.Panel method) inspect_data() (in module pyanomaly.datatools) (pyanomaly.panel.Panel method) is_bool_array() (in module pyanomaly.util) is_float() (in module pyanomaly.util)

is_int() (in module pyanomaly.util) is_iterable() (in module pyanomaly.util) is_numeric() (in module pyanomaly.util) is_sorted() (pyanomaly.panel.Panel method) is_zero() (in module pyanomaly.util) isnan1() (in module pyanomaly.numba_support)

K

keep_columns() (in module pyanomaly.util)

L

load() (pyanomaly.panel.FCPanel method) (pyanomaly.panel.Panel method) load_data() (pyanomaly.characteristics.CRSPD method) (pyanomaly.characteristics.CRSPDRaw method) (pyanomaly.characteristics.CRSPM method) (pyanomaly.characteristics.FUNDA method) (pyanomaly.characteristics.FUNDQ method)

log() (in module pyanomaly.log)

M

make_all_factor_portfolios() (in module pyanomaly.factors) make_char_portfolios() (in module pyanomaly.factors) make_factor_portfolio() (in module pyanomaly.factors) make_factor_portfolios() (in module pyanomaly.factors) make_ff_factors() (in module pyanomaly.ff) make_ff_factors_wrds() (in module pyanomaly.ff) make_long_short_portfolio() (in module pyanomaly.analytics) make_portfolio() (in module pyanomaly.analytics) make_position() (in module pyanomaly.analytics) make_quantile_portfolios() (in module pyanomaly.analytics) max_drawdown() (pyanomaly.portfolio.Portfolio method) max_succdown() (pyanomaly.portfolio.Portfolio method) mean_return() (pyanomaly.portfolio.Portfolio method) members (pyanomaly.portfolio.Portfolios attribute) Merge (class in pyanomaly.characteristics) merge() (in module pyanomaly.datatools) (pyanomaly.panel.Panel method) merge_sf_with_seall() (pyanomaly.wrdsdata.WRDS static method) merge_with_factors() (pyanomaly.characteristics.CRSPD method) (pyanomaly.characteristics.CRSPDRaw method) (pyanomaly.characteristics.CRSPM method) merge_with_fundq() (pyanomaly.characteristics.FUNDA method) module examples.example1 examples.example2 examples.example3 examples.example4 examples.example5 examples.example6 examples.example7 pyanomaly pyanomaly.analytics pyanomaly.characteristics pyanomaly.config pyanomaly.datatools pyanomaly.factors pyanomaly.ff pyanomaly.fileio pyanomaly.globals pyanomaly.log pyanomaly.numba_support pyanomaly.panel pyanomaly.portfolio pyanomaly.tcost pyanomaly.util pyanomaly.wrdsdata

N

name (pyanomaly.portfolio.Portfolio attribute) nanmean() (in module pyanomaly.numba_support) nanskew() (in module pyanomaly.numba_support)

nanstd() (in module pyanomaly.numba_support) nansum() (in module pyanomaly.numba_support) nansum1() (in module pyanomaly.util) nanvar() (in module pyanomaly.numba_support)

O

one_dim_sort() (in module pyanomaly.analytics)

P

Panel (class in pyanomaly.panel) params (pyanomaly.tcost.TransactionCost attribute) pct_change() (pyanomaly.panel.Panel method) performance (pyanomaly.portfolio.Portfolio attribute) (pyanomaly.portfolio.Portfolios attribute) populate() (in module pyanomaly.datatools) (pyanomaly.panel.Panel method) Portfolio (class in pyanomaly.portfolio) Portfolios (class in pyanomaly.portfolio) position (pyanomaly.portfolio.Portfolio attribute) postprocess() (pyanomaly.characteristics.CRSPD method) (pyanomaly.characteristics.CRSPM method) (pyanomaly.characteristics.FUNDA method) (pyanomaly.characteristics.FUNDQ method) (pyanomaly.characteristics.Merge method) prepare() (pyanomaly.panel.FCPanel method) prepare_data_for_factors() (in module pyanomaly.factors) preprocess() (pyanomaly.characteristics.Merge method) preprocess_crsp() (pyanomaly.wrdsdata.WRDS static method) pyanomaly module pyanomaly.analytics module pyanomaly.characteristics module

pyanomaly.config module pyanomaly.datatools module pyanomaly.factors module pyanomaly.ff module pyanomaly.fileio module pyanomaly.globals module pyanomaly.log module pyanomaly.numba_support module pyanomaly.panel module pyanomaly.portfolio module pyanomaly.tcost module pyanomaly.util module pyanomaly.wrdsdata module

R

rank() (in module pyanomaly.numba_support) read_data() (pyanomaly.wrdsdata.WRDS static method) read_from_file() (in module pyanomaly.fileio) regression() (in module pyanomaly.numba_support) relabel_class() (in module pyanomaly.analytics) remove_duplicates() (pyanomaly.characteristics.FUNDQ method) remove_rawdata() (pyanomaly.panel.FCPanel method) remove_rows() (pyanomaly.panel.Panel method)

rename_chars() (pyanomaly.panel.FCPanel method) returns() (pyanomaly.portfolio.Portfolio method) roll_mean() (in module pyanomaly.numba_support) roll_std() (in module pyanomaly.numba_support) roll_sum() (in module pyanomaly.numba_support) roll_var() (in module pyanomaly.numba_support) rolling() (pyanomaly.panel.Panel method) rolling_regression() (in module pyanomaly.numba_support) (pyanomaly.panel.Panel method)

S

save() (pyanomaly.panel.FCPanel method) (pyanomaly.panel.Panel method) save_as_csv() (pyanomaly.wrdsdata.WRDS static method) save_data() (pyanomaly.wrdsdata.WRDS static method) set() (pyanomaly.portfolio.Portfolios method) set_config() (in module pyanomaly.config) set_log_path() (in module pyanomaly.log) set_params() (pyanomaly.tcost.TimeVaryingCost method) (pyanomaly.tcost.TransactionCost method) set_position() (pyanomaly.portfolio.Portfolio method)

set_return_type() (pyanomaly.portfolio.Portfolio method) set_to_nan() (in module pyanomaly.numba_support) sharpe_ratio() (pyanomaly.portfolio.Portfolio method) shift() (in module pyanomaly.datatools) (in module pyanomaly.numba_support) (pyanomaly.panel.Panel method) show_available_chars() (pyanomaly.panel.FCPanel method) start_timer() (in module pyanomaly.log) std_return() (pyanomaly.portfolio.Portfolio method) succdown() (pyanomaly.portfolio.Portfolio method)

T

t_stat() (in module pyanomaly.analytics) time_series_average() (in module pyanomaly.analytics) TimeVaryingCost (class in pyanomaly.tcost) to_list() (in module pyanomaly.util)

to_month_end() (in module pyanomaly.datatools) TransactionCost (class in pyanomaly.tcost) trim() (in module pyanomaly.datatools) two_dim_sort() (in module pyanomaly.analytics)

U

unique_list() (in module pyanomaly.util) update_variables() (pyanomaly.characteristics.CRSPD method) (pyanomaly.characteristics.CRSPDRaw method) (pyanomaly.characteristics.CRSPM method) (pyanomaly.characteristics.FUNDA method) (pyanomaly.characteristics.FUNDQ method)

V

value (pyanomaly.portfolio.Portfolio attribute) (pyanomaly.portfolio.Portfolios attribute)

W

warn() (in module pyanomaly.log) weighted_mean() (in module pyanomaly.analytics)

winsorize() (in module pyanomaly.datatools) WRDS (class in pyanomaly.wrdsdata) write_to_file() (in module pyanomaly.fileio)