Index A | B | C | D | E | F | G | H | I | L | M | O | P | Q | R | S | T | U | V | W | Y A active_growth_rates (cvxportfolio.result.BacktestResult property) active_returns (cvxportfolio.result.BacktestResult property) active_volatility (cvxportfolio.result.BacktestResult property) AdaptiveRebalance (class in cvxportfolio) AllCash (class in cvxportfolio) annualized_active_volatility (cvxportfolio.result.BacktestResult property) annualized_average_active_growth_rate (cvxportfolio.result.BacktestResult property) annualized_average_active_return (cvxportfolio.result.BacktestResult property) annualized_average_excess_growth_rate (cvxportfolio.result.BacktestResult property) annualized_average_excess_return (cvxportfolio.result.BacktestResult property) annualized_average_growth_rate (cvxportfolio.result.BacktestResult property) annualized_average_return (cvxportfolio.result.BacktestResult property) annualized_excess_volatility (cvxportfolio.result.BacktestResult property) annualized_quadratic_risk (cvxportfolio.result.BacktestResult property) annualized_volatility (cvxportfolio.result.BacktestResult property) average_active_growth_rate (cvxportfolio.result.BacktestResult property) average_active_return (cvxportfolio.result.BacktestResult property) average_excess_growth_rate (cvxportfolio.result.BacktestResult property) average_excess_return (cvxportfolio.result.BacktestResult property) average_growth_rate (cvxportfolio.result.BacktestResult property) average_return (cvxportfolio.result.BacktestResult property) B backtest() (cvxportfolio.MarketSimulator method) (cvxportfolio.StockMarketSimulator method) backtest_many() (cvxportfolio.MarketSimulator method) (cvxportfolio.StockMarketSimulator method) BacktestResult (class in cvxportfolio.result) BaseForecast (class in cvxportfolio.forecast) C cash_key (cvxportfolio.result.BacktestResult property) CashReturn (class in cvxportfolio) compile_to_cvxpy() (cvxportfolio.estimator.CvxpyExpressionEstimator method) Constraint (class in cvxportfolio.constraints) Cost (class in cvxportfolio.costs) cvxportfolio module cvxportfolio.constraints module cvxportfolio.costs module cvxportfolio.data module cvxportfolio.estimator module cvxportfolio.forecast module cvxportfolio.policies module cvxportfolio.result module cvxportfolio.returns module cvxportfolio.risks module cvxportfolio.simulator module CvxpyExpressionEstimator (class in cvxportfolio.estimator) D DataEstimator (class in cvxportfolio.estimator) DiagonalCovariance (class in cvxportfolio) DollarNeutral (class in cvxportfolio.constraints) DownloadedMarketData (class in cvxportfolio) drawdown (cvxportfolio.result.BacktestResult property) E EqualityConstraint (class in cvxportfolio.constraints) estimate() (cvxportfolio.forecast.HistoricalFactorizedCovariance method) (cvxportfolio.forecast.HistoricalLowRankCovarianceSVD method) (cvxportfolio.forecast.HistoricalMeanError method) (cvxportfolio.forecast.HistoricalMeanReturn method) (cvxportfolio.forecast.HistoricalMeanVolume method) (cvxportfolio.forecast.HistoricalStandardDeviation method) (cvxportfolio.forecast.HistoricalVariance method) Estimator (class in cvxportfolio.estimator) examples.case_shiller module examples.data_cleaning module examples.dow30 module examples.etfs module examples.hello_world module examples.market_neutral module examples.market_neutral_nocosts module examples.timing module examples.user_provided_forecasters module excess_growth_rates (cvxportfolio.result.BacktestResult property) excess_returns (cvxportfolio.result.BacktestResult property) excess_volatility (cvxportfolio.result.BacktestResult property) execute() (cvxportfolio.AdaptiveRebalance method) (cvxportfolio.AllCash method) (cvxportfolio.FixedTrades method) (cvxportfolio.FixedWeights method) (cvxportfolio.Hold method) (cvxportfolio.MarketBenchmark method) (cvxportfolio.MultiPeriodOptimization method) (cvxportfolio.PeriodicRebalance method) (cvxportfolio.ProportionalRebalance method) (cvxportfolio.ProportionalTradeToTargets method) (cvxportfolio.RankAndLongShort method) (cvxportfolio.SinglePeriodOptimization method) (cvxportfolio.Uniform method) F FactorGrossLimit (class in cvxportfolio.constraints) FactorMaxLimit (class in cvxportfolio.constraints) FactorMinLimit (class in cvxportfolio.constraints) FactorModel (class in cvxportfolio) FactorModelCovariance (class in cvxportfolio) FactorNeutral (class in cvxportfolio.constraints) finalize_estimator() (cvxportfolio.estimator.Estimator method) finalize_estimator_recursive() (cvxportfolio.estimator.Estimator method) FixedFactorLoading (class in cvxportfolio.constraints) FixedTrades (class in cvxportfolio) FixedWeights (class in cvxportfolio) Fred (class in cvxportfolio) full_universe (cvxportfolio.data.MarketData property) FullCovariance (class in cvxportfolio) FullSigma (class in cvxportfolio) G growth_rates (cvxportfolio.result.BacktestResult property) H h_plus (cvxportfolio.result.BacktestResult property) HcostModel (class in cvxportfolio) HistoricalFactorizedCovariance (class in cvxportfolio.forecast) HistoricalLowRankCovarianceSVD (class in cvxportfolio.forecast) HistoricalMeanError (class in cvxportfolio.forecast) HistoricalMeanReturn (class in cvxportfolio.forecast) HistoricalMeanVolume (class in cvxportfolio.forecast) HistoricalStandardDeviation (class in cvxportfolio.forecast) HistoricalVariance (class in cvxportfolio.forecast) Hold (class in cvxportfolio) HoldingCost (class in cvxportfolio) I InequalityConstraint (class in cvxportfolio.constraints) information_ratio (cvxportfolio.result.BacktestResult property) initialize_estimator() (cvxportfolio.estimator.Estimator method) initialize_estimator_recursive() (cvxportfolio.estimator.Estimator method) L leverage (cvxportfolio.result.BacktestResult property) LeverageLimit (class in cvxportfolio.constraints) log_final() (cvxportfolio.result.BacktestResult method) log_trading() (cvxportfolio.result.BacktestResult method) logs (cvxportfolio.result.BacktestResult property) LongCash (class in cvxportfolio.constraints) LongOnly (class in cvxportfolio.constraints) M market_data_times (cvxportfolio.result.BacktestResult property) MarketBenchmark (class in cvxportfolio) MarketData (class in cvxportfolio.data) MarketNeutral (class in cvxportfolio.constraints) MarketSimulator (class in cvxportfolio) MaxBenchmarkDeviation (class in cvxportfolio.constraints) MaxWeights (class in cvxportfolio.constraints) MinBenchmarkDeviation (class in cvxportfolio.constraints) MinWeights (class in cvxportfolio.constraints) module cvxportfolio cvxportfolio.constraints cvxportfolio.costs cvxportfolio.data cvxportfolio.estimator cvxportfolio.forecast cvxportfolio.policies cvxportfolio.result cvxportfolio.returns cvxportfolio.risks cvxportfolio.simulator examples.case_shiller examples.data_cleaning examples.dow30 examples.etfs examples.hello_world examples.market_neutral examples.market_neutral_nocosts examples.timing examples.user_provided_forecasters MultiPeriodOpt (class in cvxportfolio) MultiPeriodOptimization (class in cvxportfolio) O optimize_hyperparameters() (cvxportfolio.MarketSimulator method) (cvxportfolio.StockMarketSimulator method) P partial_universe_signature() (cvxportfolio.data.MarketData method) ParticipationRateLimit (class in cvxportfolio.constraints) PeriodicRebalance (class in cvxportfolio) periods_per_year (cvxportfolio.data.MarketData property) (cvxportfolio.result.BacktestResult property) plot() (cvxportfolio.result.BacktestResult method) Policy (class in cvxportfolio.policies) policy_times (cvxportfolio.result.BacktestResult property) profit (cvxportfolio.result.BacktestResult property) ProportionalRebalance (class in cvxportfolio) ProportionalTradeToTargets (class in cvxportfolio) Q quadratic_risk (cvxportfolio.result.BacktestResult property) R RankAndLongShort (class in cvxportfolio) result_times (cvxportfolio.result.BacktestResult property) returns (cvxportfolio.result.BacktestResult property) ReturnsForecast (class in cvxportfolio) ReturnsForecastError (class in cvxportfolio) RiskForecastError (class in cvxportfolio) run_backtest() (cvxportfolio.MarketSimulator method) (cvxportfolio.StockMarketSimulator method) run_multiple_backtest() (cvxportfolio.MarketSimulator method) (cvxportfolio.StockMarketSimulator method) S SellAll (class in cvxportfolio) serve() (cvxportfolio.data.MarketData method) (cvxportfolio.DownloadedMarketData method) (cvxportfolio.UserProvidedMarketData method) sharpe_ratio (cvxportfolio.result.BacktestResult property) simulate() (cvxportfolio.costs.SimulatorCost method) (cvxportfolio.estimator.SimulatorEstimator method) simulate_recursive() (cvxportfolio.estimator.SimulatorEstimator method) simulator_times (cvxportfolio.result.BacktestResult property) SimulatorCost (class in cvxportfolio.costs) SimulatorEstimator (class in cvxportfolio.estimator) SinglePeriodOpt (class in cvxportfolio) SinglePeriodOptimization (class in cvxportfolio) SoftConstraint (class in cvxportfolio) StockMarketSimulator (class in cvxportfolio) StocksHoldingCost (class in cvxportfolio) StocksTransactionCost (class in cvxportfolio) SymbolData (class in cvxportfolio.data) T TcostModel (class in cvxportfolio) times_plot() (cvxportfolio.result.BacktestResult method) trading_calendar() (cvxportfolio.data.MarketData method) (cvxportfolio.DownloadedMarketData method) (cvxportfolio.UserProvidedMarketData method) TransactionCost (class in cvxportfolio) turnover (cvxportfolio.result.BacktestResult property) TurnoverLimit (class in cvxportfolio.constraints) U Uniform (class in cvxportfolio) universe_at_time() (cvxportfolio.data.MarketData method) UserProvidedMarketData (class in cvxportfolio) V v (cvxportfolio.result.BacktestResult property) values_in_time() (cvxportfolio.estimator.Estimator method) values_in_time_recursive() (cvxportfolio.estimator.Estimator method) volatility (cvxportfolio.result.BacktestResult property) W w (cvxportfolio.result.BacktestResult property) w_plus (cvxportfolio.result.BacktestResult property) WorstCaseRisk (class in cvxportfolio) Y YahooFinance (class in cvxportfolio)