LICENSE
MANIFEST.in
README.md
codecov.yml
requirements.txt
setup.cfg
setup.py
demo_scripts/__init__.py
demo_scripts/backtester/__init__.py
demo_scripts/backtester/compare_different_initial_risks.py
demo_scripts/backtester/moving_average_alpha_model.py
demo_scripts/backtester/run_alpha_model_backtest_demo.py
demo_scripts/backtester/transactions_as_strings.py
demo_scripts/charts/__init__.py
demo_scripts/charts/annual_returns_bar_chart.py
demo_scripts/charts/bar_chart2.py
demo_scripts/charts/bar_chart_index_translator_demo.py
demo_scripts/charts/concatenation_and_line_chart.py
demo_scripts/charts/cone_chart.py
demo_scripts/charts/cone_chart_oos.py
demo_scripts/charts/event_comparison_chart.py
demo_scripts/charts/heatmap_demo.py
demo_scripts/charts/line_chart.py
demo_scripts/charts/qq_chart.py
demo_scripts/charts/regression_chart.py
demo_scripts/charts/return_quantiles_chart.py
demo_scripts/charts/returns_similarity_chart.py
demo_scripts/charts/secondary_axes.py
demo_scripts/charts/secondary_bar_axes.py
demo_scripts/charts/skewness_chart.py
demo_scripts/charts/stem_chart.py
demo_scripts/charts/stem_decorator_demo.py
demo_scripts/charts/test_create_line_chart.py
demo_scripts/charts/text_decorator.py
demo_scripts/common/__init__.py
demo_scripts/common/import_from_excel.py
demo_scripts/common/tearsheet_demo.py
demo_scripts/common/timeseries_analysis_demo.py
demo_scripts/common/trades_analysis_demo.py
demo_scripts/common/utils/__init__.py
demo_scripts/common/utils/custom_returns_aggregations_demo.py
demo_scripts/common/utils/drift_independent_vol_demo.py
demo_scripts/common/utils/dummy_ticker.py
demo_scripts/common/utils/excel_exporter_demo.py
demo_scripts/common/utils/volatility_manager_demo.py
demo_scripts/data_providers/__init__.py
demo_scripts/data_providers/quandl_data_provider_demo.py
demo_scripts/data_providers/portara/__init__.py
demo_scripts/data_providers/portara/portara_data_provider_demo.py
demo_scripts/data_providers/portara/portara_future_ticker_demo.py
demo_scripts/data_providers/portara/portara_intraday_strategy.py
demo_scripts/demo_configuration/__init__.py
demo_scripts/demo_configuration/demo_data_provider.py
demo_scripts/demo_configuration/demo_ioc.py
demo_scripts/demo_configuration/config_files/demo_secret_settings.json
demo_scripts/demo_configuration/config_files/demo_settings.json
demo_scripts/demo_configuration/input/daily_data.csv
demo_scripts/demo_configuration/input/intraday_data.csv
demo_scripts/demo_configuration/input/document_css/grid.css
demo_scripts/demo_configuration/input/document_css/index.css
demo_scripts/demo_configuration/input/document_css/main.css
demo_scripts/demo_configuration/input/document_css/page_header.css
demo_scripts/demo_configuration/input/document_css/table.css
demo_scripts/demo_configuration/input/email_templates/sample_email.html
demo_scripts/demo_configuration/input/images/cern_logo.png
demo_scripts/ib_examples/__init__.py
demo_scripts/ib_examples/available_algo_params.py
demo_scripts/ib_examples/contract_samples.py
demo_scripts/ib_examples/fa_allocation_samples.py
demo_scripts/ib_examples/ib_contract_ticker_mapper_demo.py
demo_scripts/ib_examples/order_samples.py
demo_scripts/ib_examples/scanner_subscription_samples.py
demo_scripts/indicators/__init__.py
demo_scripts/indicators/market_stress_indicator_demo.py
demo_scripts/strategies/__init__.py
demo_scripts/strategies/alpha_model_strategy_with_data_checksum.py
demo_scripts/strategies/buy_and_hold_demo.py
demo_scripts/strategies/intraday_strategy.py
demo_scripts/strategies/simple_ma_strategy.py
qf_lib/__init__.py
qf_lib/get_sources_root.py
qf_lib/settings.py
qf_lib/starting_dir.py
qf_lib.egg-info/PKG-INFO
qf_lib.egg-info/SOURCES.txt
qf_lib.egg-info/dependency_links.txt
qf_lib.egg-info/requires.txt
qf_lib.egg-info/top_level.txt
qf_lib/analysis/__init__.py
qf_lib/analysis/backtests_overfitting/__init__.py
qf_lib/analysis/backtests_overfitting/backtest_overfitting_sheet.py
qf_lib/analysis/backtests_overfitting/minimum_backtest_length.py
qf_lib/analysis/backtests_overfitting/overfitting_analysis.py
qf_lib/analysis/breakout_strength/__init__.py
qf_lib/analysis/breakout_strength/trend_strength.py
qf_lib/analysis/breakout_strength/trend_strength_sheet.py
qf_lib/analysis/common/__init__.py
qf_lib/analysis/common/abstract_document.py
qf_lib/analysis/exposure_analysis/__init__.py
qf_lib/analysis/exposure_analysis/exposure_generator.py
qf_lib/analysis/exposure_analysis/exposure_settings.py
qf_lib/analysis/exposure_analysis/exposure_sheet.py
qf_lib/analysis/model_params_estimation/__init__.py
qf_lib/analysis/model_params_estimation/evaluation_utils.py
qf_lib/analysis/model_params_estimation/model_params_evaluator.py
qf_lib/analysis/rolling_analysis/__init__.py
qf_lib/analysis/rolling_analysis/rolling_analysis.py
qf_lib/analysis/signals_analysis/__init__.py
qf_lib/analysis/signals_analysis/signals_plotter.py
qf_lib/analysis/strategy_monitoring/__init__.py
qf_lib/analysis/strategy_monitoring/assets_monitoring_sheet.py
qf_lib/analysis/strategy_monitoring/pnl_calculator.py
qf_lib/analysis/tearsheets/__init__.py
qf_lib/analysis/tearsheets/abstract_tearsheet.py
qf_lib/analysis/tearsheets/current_positions_sheet.py
qf_lib/analysis/tearsheets/factor_comparison_sheet.py
qf_lib/analysis/tearsheets/portfolio_analysis_sheet.py
qf_lib/analysis/tearsheets/strategy_monitoring_document.py
qf_lib/analysis/tearsheets/tearsheet_comparative.py
qf_lib/analysis/tearsheets/tearsheet_with_benchmark.py
qf_lib/analysis/tearsheets/tearsheet_without_benchmark.py
qf_lib/analysis/timeseries_analysis/__init__.py
qf_lib/analysis/timeseries_analysis/timeseries_analysis.py
qf_lib/analysis/timeseries_analysis/timeseries_analysis_dto.py
qf_lib/analysis/trade_analysis/__init__.py
qf_lib/analysis/trade_analysis/trade_analysis_sheet.py
qf_lib/analysis/trade_analysis/trades_generator.py
qf_lib/backtesting/__init__.py
qf_lib/backtesting/alpha_model/__init__.py
qf_lib/backtesting/alpha_model/alpha_model.py
qf_lib/backtesting/alpha_model/exposure_enum.py
qf_lib/backtesting/alpha_model/futures_model.py
qf_lib/backtesting/alpha_model/random_trades_alpha_model.py
qf_lib/backtesting/broker/__init__.py
qf_lib/backtesting/broker/backtest_broker.py
qf_lib/backtesting/broker/broker.py
qf_lib/backtesting/contract/__init__.py
qf_lib/backtesting/contract/contract_to_ticker_conversion/__init__.py
qf_lib/backtesting/contract/contract_to_ticker_conversion/base.py
qf_lib/backtesting/contract/contract_to_ticker_conversion/ib_contract_ticker_mapper.py
qf_lib/backtesting/contract/contract_to_ticker_conversion/simulated_contract_ticker_mapper.py
qf_lib/backtesting/data_handler/__init__.py
qf_lib/backtesting/data_handler/daily_data_handler.py
qf_lib/backtesting/data_handler/data_handler.py
qf_lib/backtesting/data_handler/intraday_data_handler.py
qf_lib/backtesting/events/__init__.py
qf_lib/backtesting/events/event_base.py
qf_lib/backtesting/events/event_manager.py
qf_lib/backtesting/events/notifiers.py
qf_lib/backtesting/events/time_flow_controller.py
qf_lib/backtesting/events/empty_queue_event/__init__.py
qf_lib/backtesting/events/empty_queue_event/empty_queue_event.py
qf_lib/backtesting/events/empty_queue_event/empty_queue_event_listener.py
qf_lib/backtesting/events/empty_queue_event/empty_queue_event_notifier.py
qf_lib/backtesting/events/end_trading_event/__init__.py
qf_lib/backtesting/events/end_trading_event/end_trading_event.py
qf_lib/backtesting/events/end_trading_event/end_trading_event_listener.py
qf_lib/backtesting/events/end_trading_event/end_trading_event_notifier.py
qf_lib/backtesting/events/time_event/__init__.py
qf_lib/backtesting/events/time_event/regular_date_time_rule.py
qf_lib/backtesting/events/time_event/scheduler.py
qf_lib/backtesting/events/time_event/time_event.py
qf_lib/backtesting/events/time_event/periodic_event/__init__.py
qf_lib/backtesting/events/time_event/periodic_event/calculate_and_place_orders_event.py
qf_lib/backtesting/events/time_event/periodic_event/intraday_bar_event.py
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qf_lib/backtesting/events/time_event/regular_time_event/__init__.py
qf_lib/backtesting/events/time_event/regular_time_event/after_market_close_event.py
qf_lib/backtesting/events/time_event/regular_time_event/calculate_and_place_orders_event.py
qf_lib/backtesting/events/time_event/regular_time_event/market_close_event.py
qf_lib/backtesting/events/time_event/regular_time_event/market_open_event.py
qf_lib/backtesting/events/time_event/regular_time_event/regular_market_event.py
qf_lib/backtesting/events/time_event/regular_time_event/regular_time_event.py
qf_lib/backtesting/events/time_event/single_time_event/__init__.py
qf_lib/backtesting/events/time_event/single_time_event/schedule_order_execution_event.py
qf_lib/backtesting/events/time_event/single_time_event/single_time_event.py
qf_lib/backtesting/execution_handler/__init__.py
qf_lib/backtesting/execution_handler/execution_handler.py
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qf_lib/backtesting/execution_handler/market_on_open_orders_executor.py
qf_lib/backtesting/execution_handler/market_orders_executor.py
qf_lib/backtesting/execution_handler/simulated_execution_handler.py
qf_lib/backtesting/execution_handler/simulated_executor.py
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qf_lib/backtesting/execution_handler/commission_models/__init__.py
qf_lib/backtesting/execution_handler/commission_models/bps_trade_value_commission_model.py
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qf_lib/backtesting/execution_handler/slippage/__init__.py
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qf_lib/backtesting/execution_handler/slippage/price_based_slippage.py
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qf_lib/backtesting/fast_alpha_model_tester/__init__.py
qf_lib/backtesting/fast_alpha_model_tester/backtest_summary.py
qf_lib/backtesting/fast_alpha_model_tester/fast_alpha_models_tester.py
qf_lib/backtesting/fast_alpha_model_tester/initial_risk_stats.py
qf_lib/backtesting/fast_alpha_model_tester/scenarios_generator.py
qf_lib/backtesting/monitoring/__init__.py
qf_lib/backtesting/monitoring/abstract_monitor.py
qf_lib/backtesting/monitoring/backtest_monitor.py
qf_lib/backtesting/monitoring/backtest_result.py
qf_lib/backtesting/order/__init__.py
qf_lib/backtesting/order/execution_style.py
qf_lib/backtesting/order/order.py
qf_lib/backtesting/order/order_factory.py
qf_lib/backtesting/order/order_rounder.py
qf_lib/backtesting/order/time_in_force.py
qf_lib/backtesting/orders_filter/__init__.py
qf_lib/backtesting/orders_filter/orders_filter.py
qf_lib/backtesting/orders_filter/volume_orders_filter.py
qf_lib/backtesting/portfolio/__init__.py
qf_lib/backtesting/portfolio/backtest_crypto_position.py
qf_lib/backtesting/portfolio/backtest_equity_position.py
qf_lib/backtesting/portfolio/backtest_future_position.py
qf_lib/backtesting/portfolio/backtest_position.py
qf_lib/backtesting/portfolio/broker_positon.py
qf_lib/backtesting/portfolio/portfolio.py
qf_lib/backtesting/portfolio/position.py
qf_lib/backtesting/portfolio/position_factory.py
qf_lib/backtesting/portfolio/trade.py
qf_lib/backtesting/portfolio/transaction.py
qf_lib/backtesting/portfolio/utils.py
qf_lib/backtesting/position_sizer/__init__.py
qf_lib/backtesting/position_sizer/fixed_portfolio_percentage_position_sizer.py
qf_lib/backtesting/position_sizer/initial_risk_position_sizer.py
qf_lib/backtesting/position_sizer/initial_risk_with_volume_position_sizer.py
qf_lib/backtesting/position_sizer/position_sizer.py
qf_lib/backtesting/position_sizer/simple_position_sizer.py
qf_lib/backtesting/signals/__init__.py
qf_lib/backtesting/signals/backtest_signals_register.py
qf_lib/backtesting/signals/signal.py
qf_lib/backtesting/signals/signals_register.py
qf_lib/backtesting/strategies/__init__.py
qf_lib/backtesting/strategies/abstract_strategy.py
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qf_lib/backtesting/trading_session/__init__.py
qf_lib/backtesting/trading_session/backtest_trading_session.py
qf_lib/backtesting/trading_session/backtest_trading_session_builder.py
qf_lib/backtesting/trading_session/trading_session.py
qf_lib/brokers/__init__.py
qf_lib/brokers/binance_broker/__init__.py
qf_lib/brokers/binance_broker/binance_broker.py
qf_lib/brokers/binance_broker/binance_contract_ticker_mapper.py
qf_lib/brokers/binance_broker/binance_position.py
qf_lib/brokers/ib_broker/__init__.py
qf_lib/brokers/ib_broker/ib_broker.py
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qf_lib/common/blotter/__init__.py
qf_lib/common/blotter/blotter.py
qf_lib/common/blotter/csv_blotter.py
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qf_lib/common/enums/quandl_db_type.py
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qf_lib/common/exceptions/__init__.py
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qf_lib/common/risk_parity_boxes/risk_parity_boxes.py
qf_lib/common/tickers/__init__.py
qf_lib/common/tickers/tickers.py
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qf_lib/common/utils/confidence_interval/__init__.py
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qf_lib/common/utils/factorization/__init__.py
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qf_lib/common/utils/factorization/data_models/__init__.py
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qf_lib/common/utils/factorization/data_presenters/__init__.py
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qf_lib/common/utils/factorization/factors_identification/elastic_net_factors_identifier_simplified.py
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qf_lib/common/utils/logging/__init__.py
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qf_lib/common/utils/volatility/__init__.py
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qf_lib/containers/time_indexed_container.py
qf_lib/containers/dataframe/__init__.py
qf_lib/containers/dataframe/cast_dataframe.py
qf_lib/containers/dataframe/log_returns_dataframe.py
qf_lib/containers/dataframe/prices_dataframe.py
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qf_lib/containers/dataframe/simple_returns_dataframe.py
qf_lib/containers/futures/__init__.py
qf_lib/containers/futures/future_contract.py
qf_lib/containers/futures/futures_adjustment_method.py
qf_lib/containers/futures/futures_chain.py
qf_lib/containers/futures/futures_rolling_orders_generator.py
qf_lib/containers/futures/future_tickers/__init__.py
qf_lib/containers/futures/future_tickers/bloomberg_future_ticker.py
qf_lib/containers/futures/future_tickers/future_ticker.py
qf_lib/containers/futures/future_tickers/portara_future_ticker.py
qf_lib/containers/series/__init__.py
qf_lib/containers/series/cast_series.py
qf_lib/containers/series/log_returns_series.py
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qf_lib/data_providers/__init__.py
qf_lib/data_providers/abstract_price_data_provider.py
qf_lib/data_providers/data_provider.py
qf_lib/data_providers/general_price_provider.py
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qf_lib/data_providers/prefetching_data_provider.py
qf_lib/data_providers/preset_data_provider.py
qf_lib/data_providers/tickers_universe_provider.py
qf_lib/data_providers/binance_dp/__init__.py
qf_lib/data_providers/binance_dp/binance_data_provider.py
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qf_lib/tests/unit_tests/data_providers/portara/input_data/Futures/Tenors/Intraday Database/1 Minute/ABCD/ABCD2021M.csv
qf_lib/tests/unit_tests/data_providers/portara/input_data/Futures/Tenors/Intraday Database/1 Minute/ABCD/ABCD2021N.csv
qf_lib/tests/unit_tests/data_providers/portara/input_data/Futures/Tenors/Intraday Database/1 Minute/ABCD/ABCD2021Q.csv
qf_lib/tests/unit_tests/document_utils/__init__.py
qf_lib/tests/unit_tests/document_utils/test_elements.py
qf_lib/tests/unit_tests/document_utils/excel/__init__.py
qf_lib/tests/unit_tests/document_utils/excel/test_excel_exporter.py
qf_lib/tests/unit_tests/portfolio_construction/__init__.py
qf_lib/tests/unit_tests/portfolio_construction/test_black_litterman.py
qf_lib/tests/unit_tests/portfolio_construction/test_data.xlsx
qf_lib/tests/unit_tests/portfolio_construction/test_kelly_portfolio.py
qf_lib/tests/unit_tests/portfolio_construction/test_max_diversification_portfolio.py
qf_lib/tests/unit_tests/portfolio_construction/test_max_excess_return_portfolio.py
qf_lib/tests/unit_tests/portfolio_construction/test_max_sharpe_ratio_portfolio.py
qf_lib/tests/unit_tests/portfolio_construction/test_minvariance_portfolio.py
qf_lib/tests/unit_tests/portfolio_construction/test_multifactor_portfolio.py
qf_lib/tests/unit_tests/portfolio_construction/test_portfolio_base.py
qf_lib/tests/unit_tests/portfolio_construction/test_portfolio_base_results.xlsx
qf_lib/tests/unit_tests/portfolio_construction/test_risk_parity_portfolio.py
qf_lib/tests/unit_tests/portfolio_construction/utils.py