Index

A

add() (pyanomaly.portfolio.Portfolios method) add_crsp_me() (pyanomaly.characteristics.FUNDA method) add_gvkey_to_crsp() (pyanomaly.wrdsdata.WRDS static method)

add_months() (in module pyanomaly.datatools) add_position() (pyanomaly.portfolio.Portfolio method) add_row_count() (pyanomaly.panel.Panel method) append_long_short() (in module pyanomaly.analytics)

B

base_freq (pyanomaly.panel.Panel attribute)

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) char_map (pyanomaly.panel.Panel attribute) chars (pyanomaly.characteristics.CRSPD attribute) classify() (in module pyanomaly.datatools) classify_array() (in module pyanomaly.datatools) 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) convert_to_monthly() (pyanomaly.characteristics.FUNDA method) (pyanomaly.characteristics.FUNDQ method) copy() (pyanomaly.panel.Panel method) (pyanomaly.portfolio.Portfolio method) copy_from() (pyanomaly.panel.Panel method) costfcn (pyanomaly.portfolio.Portfolio attribute) create_chars() (pyanomaly.characteristics.CRSPD method) (pyanomaly.panel.Panel method) create_pgpass_file() (pyanomaly.wrdsdata.WRDS method) create_qitems_from_yitems() (pyanomaly.characteristics.FUNDQ method) crosssectional_regression() (in module pyanomaly.analytics) CRSPD (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.Panel attribute) date_col() (pyanomaly.panel.Panel method) date_values() (pyanomaly.panel.Panel method) db (pyanomaly.wrdsdata.WRDS attribute) 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) drop_columns() (in module pyanomaly.util)

E

eval() (pyanomaly.portfolio.Portfolio method) (pyanomaly.portfolio.Portfolios method)

eval_series() (pyanomaly.portfolio.Portfolio method)

F

filter() (in module pyanomaly.datatools) (pyanomaly.panel.Panel method) filter_data() (pyanomaly.characteristics.CRSPD method) (pyanomaly.characteristics.CRSPM method) filter_n() (in module pyanomaly.datatools)

fposition (pyanomaly.portfolio.Portfolio attribute) freq (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)

G

generate_firm_characterisitcs() (in module pyanomaly.jkp) generate_funda_vars() (pyanomaly.characteristics.FUNDQ method) get_available_chars() (pyanomaly.panel.Panel method) get_cost() (pyanomaly.tcost.TransactionCost method)

get_cost_() (pyanomaly.tcost.TransactionCost static method) get_risk_free_rate() (pyanomaly.wrdsdata.WRDS static method) groupby_apply() (in module pyanomaly.datatools) groupby_apply_np() (in module pyanomaly.datatools)

I

id_col() (pyanomaly.panel.Panel method) id_values() (pyanomaly.panel.Panel method) inspect_data() (in module pyanomaly.datatools) (pyanomaly.panel.Panel method)

is_iterable() (in module pyanomaly.util) is_zero() (in module pyanomaly.util)

K

keep_columns() (in module pyanomaly.util)

L

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

M

make_char_portfolios() (in module pyanomaly.jkp) make_factor_portfolio() (in module pyanomaly.jkp) make_factor_portfolios() (in module pyanomaly.jkp) make_ff_factors() (in module pyanomaly.ff) make_ff_factors_wrds() (in module pyanomaly.ff) make_future_return() (in module pyanomaly.analytics) 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() (pyanomaly.panel.Panel method)

merge_sf_with_seall() (pyanomaly.wrdsdata.WRDS static method) merge_with_factors() (pyanomaly.characteristics.CRSPD method) (pyanomaly.characteristics.CRSPM method) merge_with_fundq() (pyanomaly.characteristics.FUNDA method) module pyanomaly pyanomaly.analytics pyanomaly.characteristics pyanomaly.datatools pyanomaly.ff pyanomaly.fileio pyanomaly.jkp pyanomaly.panel pyanomaly.portfolio pyanomaly.tcost pyanomaly.util pyanomaly.wrdsdata

N

name (pyanomaly.portfolio.Portfolio attribute)

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.characteristics.CRSPD method) (pyanomaly.panel.Panel method) prepare_data_for_factors() (in module pyanomaly.jkp) preprocess() (pyanomaly.characteristics.Merge method) preprocess_crsp() (pyanomaly.wrdsdata.WRDS static method) pyanomaly module

pyanomaly.analytics module pyanomaly.characteristics module pyanomaly.datatools module pyanomaly.ff module pyanomaly.fileio module pyanomaly.jkp module pyanomaly.panel module pyanomaly.portfolio module pyanomaly.tcost module pyanomaly.util module pyanomaly.wrdsdata module

R

read_data() (pyanomaly.wrdsdata.WRDS static method) read_from_file() (in module pyanomaly.fileio) relabel_class() (in module pyanomaly.analytics) remove_duplicates() (pyanomaly.characteristics.FUNDQ method) remove_rows() (pyanomaly.panel.Panel method) rename() (pyanomaly.panel.Panel method) returns() (pyanomaly.portfolio.Portfolio method)

reverse_map (pyanomaly.panel.Panel attribute) rolling() (pyanomaly.panel.Panel method) rolling_apply() (in module pyanomaly.datatools) rolling_apply_m() (pyanomaly.characteristics.CRSPD static method) rolling_apply_np() (in module pyanomaly.datatools) rolling_beta() (in module pyanomaly.analytics) (pyanomaly.panel.Panel method) rolling_regression() (pyanomaly.panel.Panel method)

S

save() (pyanomaly.characteristics.CRSPD 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_params() (pyanomaly.tcost.TimeVaryingCost method) (pyanomaly.tcost.TransactionCost method)

set_position() (pyanomaly.portfolio.Portfolio method) set_return_type() (pyanomaly.portfolio.Portfolio method) sharpe_ratio() (pyanomaly.portfolio.Portfolio method) shift() (pyanomaly.panel.Panel method) show_available_functions() (pyanomaly.panel.Panel method) std_return() (pyanomaly.portfolio.Portfolio method) succdown() (pyanomaly.portfolio.Portfolio method) sum() (pyanomaly.panel.Panel method)

T

t_value() (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) trim_data() (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.CRSPM method) (pyanomaly.characteristics.FUNDA method) (pyanomaly.characteristics.FUNDQ method)

V

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

W

weighted_mean() (in module pyanomaly.analytics) winsorize() (in module pyanomaly.datatools)

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