LICENSE
MANIFEST.in
README.md
requirements.txt
setup.py
pyformanceanalytics/CDD.py
pyformanceanalytics/ETL.py
pyformanceanalytics/ETL_clean.py
pyformanceanalytics/ETL_method.py
pyformanceanalytics/ETL_portfolio_method.py
pyformanceanalytics/M2_sortino.py
pyformanceanalytics/VaR.py
pyformanceanalytics/__init__.py
pyformanceanalytics/active_premium.py
pyformanceanalytics/adjusted_sharpe_ratio.py
pyformanceanalytics/appraisal_ratio.py
pyformanceanalytics/appraisal_ratio_method.py
pyformanceanalytics/average_drawdown.py
pyformanceanalytics/average_length.py
pyformanceanalytics/average_recovery.py
pyformanceanalytics/bernardo_ledoit_ratio.py
pyformanceanalytics/beta_co_kurtosis.py
pyformanceanalytics/beta_co_skewness.py
pyformanceanalytics/beta_co_variance.py
pyformanceanalytics/burke_ratio.py
pyformanceanalytics/calculate_return_method.py
pyformanceanalytics/calculate_returns.py
pyformanceanalytics/calmar_ratio.py
pyformanceanalytics/centeredcomoment.py
pyformanceanalytics/centeredmoment.py
pyformanceanalytics/co_kurtosis.py
pyformanceanalytics/co_kurtosis_matrix.py
pyformanceanalytics/co_skewness.py
pyformanceanalytics/co_skewness_matrix.py
pyformanceanalytics/co_variance.py
pyformanceanalytics/d_ratio.py
pyformanceanalytics/downside_deviation.py
pyformanceanalytics/downside_deviation_method.py
pyformanceanalytics/downside_frequency.py
pyformanceanalytics/downside_potential.py
pyformanceanalytics/drawdown_deviation.py
pyformanceanalytics/drawdown_peak.py
pyformanceanalytics/drawdowns.py
pyformanceanalytics/fama_beta.py
pyformanceanalytics/find_drawdowns.py
pyformanceanalytics/frequency.py
pyformanceanalytics/hurst_index.py
pyformanceanalytics/information_ratio.py
pyformanceanalytics/kappa.py
pyformanceanalytics/kelly_ratio.py
pyformanceanalytics/kurtosis.py
pyformanceanalytics/kurtosis_method.py
pyformanceanalytics/lpm.py
pyformanceanalytics/m_squared.py
pyformanceanalytics/m_squared_excess.py
pyformanceanalytics/m_squared_excess_method.py
pyformanceanalytics/managers.csv
pyformanceanalytics/market_timing.py
pyformanceanalytics/market_timing_method.py
pyformanceanalytics/martin_ratio.py
pyformanceanalytics/max_drawdown.py
pyformanceanalytics/mean_absolute_deviation.py
pyformanceanalytics/min_track_record.py
pyformanceanalytics/modigliani.py
pyformanceanalytics/net_selectivity.py
pyformanceanalytics/omega.py
pyformanceanalytics/omega_excess_return.py
pyformanceanalytics/omega_method.py
pyformanceanalytics/omega_output.py
pyformanceanalytics/omega_sharpe_ratio.py
pyformanceanalytics/pain_index.py
pyformanceanalytics/pain_ratio.py
pyformanceanalytics/prob_sharpe_ratio.py
pyformanceanalytics/prospect_ratio.py
pyformanceanalytics/rachev_ratio.py
pyformanceanalytics/selectivity.py
pyformanceanalytics/semi_SD.py
pyformanceanalytics/semi_deviation.py
pyformanceanalytics/semi_variance.py
pyformanceanalytics/skewness.py
pyformanceanalytics/skewness_kurtosis_ratio.py
pyformanceanalytics/skewness_method.py
pyformanceanalytics/smoothing_index.py
pyformanceanalytics/sort_drawdowns.py
pyformanceanalytics/sortino_ratio.py
pyformanceanalytics/sortino_ratio_threshold.py
pyformanceanalytics/specific_risk.py
pyformanceanalytics/sterling_ratio.py
pyformanceanalytics/systematic_risk.py
pyformanceanalytics/timing_ratio.py
pyformanceanalytics/total_risk.py
pyformanceanalytics/tracking_error.py
pyformanceanalytics/treynor_ratio.py
pyformanceanalytics/ulcer_index.py
pyformanceanalytics/up_down_ratios.py
pyformanceanalytics/up_down_ratios_method.py
pyformanceanalytics/up_down_ratios_side.py
pyformanceanalytics/upside_frequency.py
pyformanceanalytics/upside_potential_ratio.py
pyformanceanalytics/upside_potential_ratio_method.py
pyformanceanalytics/upside_risk.py
pyformanceanalytics/upside_risk_method.py
pyformanceanalytics/upside_risk_stat.py
pyformanceanalytics/var_clean.py
pyformanceanalytics/var_method.py
pyformanceanalytics/var_portfolio_method.py
pyformanceanalytics/volatility_skewness.py
pyformanceanalytics/volatility_skewness_stat.py
pyformanceanalytics/weights.csv
pyformanceanalytics.egg-info/PKG-INFO
pyformanceanalytics.egg-info/SOURCES.txt
pyformanceanalytics.egg-info/dependency_links.txt
pyformanceanalytics.egg-info/not-zip-safe
pyformanceanalytics.egg-info/requires.txt
pyformanceanalytics.egg-info/top_level.txt
pyformanceanalytics/CAPM/__init__.py
pyformanceanalytics/CAPM/alpha.py
pyformanceanalytics/CAPM/dynamic.py
pyformanceanalytics/CAPM/epsilon.py
pyformanceanalytics/CAPM/jensen_alpha.py
pyformanceanalytics/CAPM/risk_premium.py
pyformanceanalytics/CAPM/CML/CML.py
pyformanceanalytics/CAPM/CML/__init__.py
pyformanceanalytics/CAPM/CML/slope.py
pyformanceanalytics/CAPM/SML/__init__.py
pyformanceanalytics/CAPM/SML/slope.py
pyformanceanalytics/CAPM/beta/__init__.py
pyformanceanalytics/CAPM/beta/bear.py
pyformanceanalytics/CAPM/beta/beta.py
pyformanceanalytics/CAPM/beta/bull.py
pyformanceanalytics/M2/__init__.py
pyformanceanalytics/M2/ewma.py
pyformanceanalytics/M2/shrink.py
pyformanceanalytics/M2/struct.py
pyformanceanalytics/M2/struct_type.py
pyformanceanalytics/M3/MCA.py
pyformanceanalytics/M3/MM.py
pyformanceanalytics/M3/__init__.py
pyformanceanalytics/M3/ewma.py
pyformanceanalytics/M3/shrink.py
pyformanceanalytics/M3/struct.py
pyformanceanalytics/M3/struct_type.py
pyformanceanalytics/M4/MCA.py
pyformanceanalytics/M4/MM.py
pyformanceanalytics/M4/__init__.py
pyformanceanalytics/M4/ewma.py
pyformanceanalytics/M4/shrink.py
pyformanceanalytics/M4/struct.py
pyformanceanalytics/M4/struct_type.py
pyformanceanalytics/RPESE/__init__.py
pyformanceanalytics/RPESE/control.py
pyformanceanalytics/RPESE/control_estimator.py
pyformanceanalytics/Return/__init__.py
pyformanceanalytics/Return/calculate.py
pyformanceanalytics/Return/calculate_method.py
pyformanceanalytics/Return/centered.py
pyformanceanalytics/Return/clean.py
pyformanceanalytics/Return/convert.py
pyformanceanalytics/Return/convert_destination_type.py
pyformanceanalytics/Return/cumulative.py
pyformanceanalytics/Return/excess.py
pyformanceanalytics/Return/geltner.py
pyformanceanalytics/Return/loc_scale_rob.py
pyformanceanalytics/Return/portfolio.py
pyformanceanalytics/Return/portfolio_rebalance_on.py
pyformanceanalytics/Return/relative.py
pyformanceanalytics/Return/annualized/__init__.py
pyformanceanalytics/Return/annualized/annualized.py
pyformanceanalytics/Return/annualized/excess.py
pyformanceanalytics/SharpeRatio/__init__.py
pyformanceanalytics/SharpeRatio/annualized.py
pyformanceanalytics/SharpeRatio/modified.py
pyformanceanalytics/SharpeRatio/modified_function.py
pyformanceanalytics/SharpeRatio/sharpe_ratio.py
pyformanceanalytics/SharpeRatio/sharpe_ratio_function.py
pyformanceanalytics/StdDev/__init__.py
pyformanceanalytics/StdDev/annualized.py
pyformanceanalytics/StdDev/std_dev.py
pyformanceanalytics/StdDev/std_dev_clean.py
pyformanceanalytics/StdDev/std_dev_method.py
pyformanceanalytics/StdDev/std_dev_portfolio_method.py
pyformanceanalytics/backend/__init__.py
pyformanceanalytics/backend/backend.py
pyformanceanalytics/backend/R/CDD.py
pyformanceanalytics/backend/R/ETL.py
pyformanceanalytics/backend/R/M2_sortino.py
pyformanceanalytics/backend/R/VaR.py
pyformanceanalytics/backend/R/__init__.py
pyformanceanalytics/backend/R/active_premium.py
pyformanceanalytics/backend/R/adjusted_sharpe_ratio.py
pyformanceanalytics/backend/R/appraisal_ratio.py
pyformanceanalytics/backend/R/average_drawdown.py
pyformanceanalytics/backend/R/average_length.py
pyformanceanalytics/backend/R/average_recovery.py
pyformanceanalytics/backend/R/bernardo_ledoit_ratio.py
pyformanceanalytics/backend/R/beta_co_kurtosis.py
pyformanceanalytics/backend/R/beta_co_skewness.py
pyformanceanalytics/backend/R/beta_co_variance.py
pyformanceanalytics/backend/R/burke_ratio.py
pyformanceanalytics/backend/R/calculate_returns.py
pyformanceanalytics/backend/R/calmar_ratio.py
pyformanceanalytics/backend/R/centeredcomoment.py
pyformanceanalytics/backend/R/centeredmoment.py
pyformanceanalytics/backend/R/co_kurtosis.py
pyformanceanalytics/backend/R/co_kurtosis_matrix.py
pyformanceanalytics/backend/R/co_skewness.py
pyformanceanalytics/backend/R/co_skewness_matrix.py
pyformanceanalytics/backend/R/co_variance.py
pyformanceanalytics/backend/R/d_ratio.py
pyformanceanalytics/backend/R/downside_deviation.py
pyformanceanalytics/backend/R/downside_frequency.py
pyformanceanalytics/backend/R/downside_potential.py
pyformanceanalytics/backend/R/drawdown_deviation.py
pyformanceanalytics/backend/R/drawdown_peak.py
pyformanceanalytics/backend/R/drawdowns.py
pyformanceanalytics/backend/R/fama_beta.py
pyformanceanalytics/backend/R/find_drawdowns.py
pyformanceanalytics/backend/R/frequency.py
pyformanceanalytics/backend/R/ggplot_img.py
pyformanceanalytics/backend/R/hurst_index.py
pyformanceanalytics/backend/R/information_ratio.py
pyformanceanalytics/backend/R/kappa.py
pyformanceanalytics/backend/R/kelly_ratio.py
pyformanceanalytics/backend/R/kurtosis.py
pyformanceanalytics/backend/R/lpm.py
pyformanceanalytics/backend/R/m_squared.py
pyformanceanalytics/backend/R/m_squared_excess.py
pyformanceanalytics/backend/R/market_timing.py
pyformanceanalytics/backend/R/martin_ratio.py
pyformanceanalytics/backend/R/max_drawdown.py
pyformanceanalytics/backend/R/mean_absolute_deviation.py
pyformanceanalytics/backend/R/min_track_record.py
pyformanceanalytics/backend/R/modigliani.py
pyformanceanalytics/backend/R/net_selectivity.py
pyformanceanalytics/backend/R/omega.py
pyformanceanalytics/backend/R/omega_excess_return.py
pyformanceanalytics/backend/R/omega_sharpe_ratio.py
pyformanceanalytics/backend/R/pain_index.py
pyformanceanalytics/backend/R/pain_ratio.py
pyformanceanalytics/backend/R/plot_img.py
pyformanceanalytics/backend/R/prob_sharpe_ratio.py
pyformanceanalytics/backend/R/prospect_ratio.py
pyformanceanalytics/backend/R/r_df.py
pyformanceanalytics/backend/R/rachev_ratio.py
pyformanceanalytics/backend/R/rimports.py
pyformanceanalytics/backend/R/selectivity.py
pyformanceanalytics/backend/R/semi_SD.py
pyformanceanalytics/backend/R/semi_deviation.py
pyformanceanalytics/backend/R/semi_variance.py
pyformanceanalytics/backend/R/skewness.py
pyformanceanalytics/backend/R/skewness_kurtosis_ratio.py
pyformanceanalytics/backend/R/smoothing_index.py
pyformanceanalytics/backend/R/sortino_ratio.py
pyformanceanalytics/backend/R/specific_risk.py
pyformanceanalytics/backend/R/sterling_ratio.py
pyformanceanalytics/backend/R/systematic_risk.py
pyformanceanalytics/backend/R/timing_ratio.py
pyformanceanalytics/backend/R/total_risk.py
pyformanceanalytics/backend/R/tracking_error.py
pyformanceanalytics/backend/R/treynor_ratio.py
pyformanceanalytics/backend/R/ulcer_index.py
pyformanceanalytics/backend/R/up_down_ratios.py
pyformanceanalytics/backend/R/upside_frequency.py
pyformanceanalytics/backend/R/upside_potential_ratio.py
pyformanceanalytics/backend/R/upside_risk.py
pyformanceanalytics/backend/R/volatility_skewness.py
pyformanceanalytics/backend/R/xts.py
pyformanceanalytics/backend/R/CAPM/__init__.py
pyformanceanalytics/backend/R/CAPM/alpha.py
pyformanceanalytics/backend/R/CAPM/dynamic.py
pyformanceanalytics/backend/R/CAPM/epsilon.py
pyformanceanalytics/backend/R/CAPM/jensen_alpha.py
pyformanceanalytics/backend/R/CAPM/risk_premium.py
pyformanceanalytics/backend/R/CAPM/CML/CML.py
pyformanceanalytics/backend/R/CAPM/CML/__init__.py
pyformanceanalytics/backend/R/CAPM/CML/slope.py
pyformanceanalytics/backend/R/CAPM/SML/__init__.py
pyformanceanalytics/backend/R/CAPM/SML/slope.py
pyformanceanalytics/backend/R/CAPM/beta/__init__.py
pyformanceanalytics/backend/R/CAPM/beta/bear.py
pyformanceanalytics/backend/R/CAPM/beta/beta.py
pyformanceanalytics/backend/R/CAPM/beta/bull.py
pyformanceanalytics/backend/R/M2/__init__.py
pyformanceanalytics/backend/R/M2/ewma.py
pyformanceanalytics/backend/R/M2/shrink.py
pyformanceanalytics/backend/R/M2/struct.py
pyformanceanalytics/backend/R/M3/MCA.py
pyformanceanalytics/backend/R/M3/MM.py
pyformanceanalytics/backend/R/M3/__init__.py
pyformanceanalytics/backend/R/M3/ewma.py
pyformanceanalytics/backend/R/M3/shrink.py
pyformanceanalytics/backend/R/M3/struct.py
pyformanceanalytics/backend/R/M4/MCA.py
pyformanceanalytics/backend/R/M4/MM.py
pyformanceanalytics/backend/R/M4/__init__.py
pyformanceanalytics/backend/R/M4/ewma.py
pyformanceanalytics/backend/R/M4/shrink.py
pyformanceanalytics/backend/R/M4/struct.py
pyformanceanalytics/backend/R/RPESE/__init__.py
pyformanceanalytics/backend/R/RPESE/control.py
pyformanceanalytics/backend/R/Return/__init__.py
pyformanceanalytics/backend/R/Return/calculate.py
pyformanceanalytics/backend/R/Return/centered.py
pyformanceanalytics/backend/R/Return/clean.py
pyformanceanalytics/backend/R/Return/convert.py
pyformanceanalytics/backend/R/Return/cumulative.py
pyformanceanalytics/backend/R/Return/excess.py
pyformanceanalytics/backend/R/Return/geltner.py
pyformanceanalytics/backend/R/Return/loc_scale_rob.py
pyformanceanalytics/backend/R/Return/portfolio.py
pyformanceanalytics/backend/R/Return/relative.py
pyformanceanalytics/backend/R/Return/annualized/__init__.py
pyformanceanalytics/backend/R/Return/annualized/annualized.py
pyformanceanalytics/backend/R/Return/annualized/excess.py
pyformanceanalytics/backend/R/SharpeRatio/__init__.py
pyformanceanalytics/backend/R/SharpeRatio/annualized.py
pyformanceanalytics/backend/R/SharpeRatio/modified.py
pyformanceanalytics/backend/R/SharpeRatio/sharpe_ratio.py
pyformanceanalytics/backend/R/StdDev/__init__.py
pyformanceanalytics/backend/R/StdDev/annualized.py
pyformanceanalytics/backend/R/StdDev/std_dev.py
pyformanceanalytics/backend/R/chart/ACF.py
pyformanceanalytics/backend/R/chart/ACF_plus.py
pyformanceanalytics/backend/R/chart/ECDF.py
pyformanceanalytics/backend/R/chart/QQ_plot.py
pyformanceanalytics/backend/R/chart/__init__.py
pyformanceanalytics/backend/R/chart/bar_.py
pyformanceanalytics/backend/R/chart/bar_va_r.py
pyformanceanalytics/backend/R/chart/boxplot.py
pyformanceanalytics/backend/R/chart/capture_ratios.py
pyformanceanalytics/backend/R/chart/correlation.py
pyformanceanalytics/backend/R/chart/cum_returns.py
pyformanceanalytics/backend/R/chart/drawdown.py
pyformanceanalytics/backend/R/chart/events.py
pyformanceanalytics/backend/R/chart/histogram.py
pyformanceanalytics/backend/R/chart/regression.py
pyformanceanalytics/backend/R/chart/relative_performance.py
pyformanceanalytics/backend/R/chart/risk_return_scatter.py
pyformanceanalytics/backend/R/chart/rolling_correlation.py
pyformanceanalytics/backend/R/chart/rolling_mean.py
pyformanceanalytics/backend/R/chart/rolling_performance.py
pyformanceanalytics/backend/R/chart/rolling_quantile_regression.py
pyformanceanalytics/backend/R/chart/snail_trail.py
pyformanceanalytics/backend/R/chart/stacked_bar.py
pyformanceanalytics/backend/R/chart/va_r_sensitivity.py
pyformanceanalytics/backend/R/charts/__init__.py
pyformanceanalytics/backend/R/charts/performance_summary.py
pyformanceanalytics/backend/R/charts/rolling_performance.py
pyformanceanalytics/backend/R/mean/LCL.py
pyformanceanalytics/backend/R/mean/UCL.py
pyformanceanalytics/backend/R/mean/__init__.py
pyformanceanalytics/backend/R/mean/geometric.py
pyformanceanalytics/backend/R/mean/stderr.py
pyformanceanalytics/backend/R/table/SFM.py
pyformanceanalytics/backend/R/table/__init__.py
pyformanceanalytics/backend/R/table/annualized_returns.py
pyformanceanalytics/backend/R/table/arbitrary.py
pyformanceanalytics/backend/R/table/autocorrelation.py
pyformanceanalytics/backend/R/table/calendar_returns.py
pyformanceanalytics/backend/R/table/capture_ratios.py
pyformanceanalytics/backend/R/table/correlation.py
pyformanceanalytics/backend/R/table/distributions.py
pyformanceanalytics/backend/R/table/downside_risk.py
pyformanceanalytics/backend/R/table/downside_risk_ratio.py
pyformanceanalytics/backend/R/table/drawdowns.py
pyformanceanalytics/backend/R/table/drawdowns_ratio.py
pyformanceanalytics/backend/R/table/higher_moments.py
pyformanceanalytics/backend/R/table/information_ratio.py
pyformanceanalytics/backend/R/table/prob_out_performance.py
pyformanceanalytics/backend/R/table/rolling_periods.py
pyformanceanalytics/backend/R/table/specific_risk.py
pyformanceanalytics/backend/R/table/stats.py
pyformanceanalytics/backend/R/table/trailing_periods_rel.py
pyformanceanalytics/backend/R/table/up_down_ratios.py
pyformanceanalytics/backend/R/table/variability.py
pyformanceanalytics/backend/python/__init__.py
pyformanceanalytics/backend/python/sort_drawdowns.py
pyformanceanalytics/chart/ACF.py
pyformanceanalytics/chart/ACF_plus.py
pyformanceanalytics/chart/ECDF.py
pyformanceanalytics/chart/QQ_plot.py
pyformanceanalytics/chart/__init__.py
pyformanceanalytics/chart/bar_.py
pyformanceanalytics/chart/bar_va_r.py
pyformanceanalytics/chart/bar_va_r_methods.py
pyformanceanalytics/chart/boxplot.py
pyformanceanalytics/chart/boxplot_sort_by.py
pyformanceanalytics/chart/capture_ratios.py
pyformanceanalytics/chart/clean.py
pyformanceanalytics/chart/correlation.py
pyformanceanalytics/chart/correlation_method.py
pyformanceanalytics/chart/cum_returns.py
pyformanceanalytics/chart/cum_returns_begin.py
pyformanceanalytics/chart/drawdown.py
pyformanceanalytics/chart/events.py
pyformanceanalytics/chart/histogram.py
pyformanceanalytics/chart/histogram_methods.py
pyformanceanalytics/chart/qq_plot_line.py
pyformanceanalytics/chart/regression.py
pyformanceanalytics/chart/regression_family.py
pyformanceanalytics/chart/regression_fit.py
pyformanceanalytics/chart/relative_performance.py
pyformanceanalytics/chart/risk_return_scatter.py
pyformanceanalytics/chart/rolling_correlation.py
pyformanceanalytics/chart/rolling_mean.py
pyformanceanalytics/chart/rolling_performance.py
pyformanceanalytics/chart/rolling_quantile_regression.py
pyformanceanalytics/chart/rolling_regression_attribute.py
pyformanceanalytics/chart/snail_trail.py
pyformanceanalytics/chart/snail_trail_add_names.py
pyformanceanalytics/chart/stacked_bar.py
pyformanceanalytics/chart/va_r_sensitivity.py
pyformanceanalytics/chart/va_r_sensitivity_methods.py
pyformanceanalytics/charts/__init__.py
pyformanceanalytics/charts/performance_summary.py
pyformanceanalytics/charts/rolling_performance.py
pyformanceanalytics/mean/LCL.py
pyformanceanalytics/mean/UCL.py
pyformanceanalytics/mean/__init__.py
pyformanceanalytics/mean/geometric.py
pyformanceanalytics/mean/stderr.py
pyformanceanalytics/table/SFM.py
pyformanceanalytics/table/__init__.py
pyformanceanalytics/table/annualized_returns.py
pyformanceanalytics/table/arbitrary.py
pyformanceanalytics/table/arbitrary_metrics.py
pyformanceanalytics/table/autocorrelation.py
pyformanceanalytics/table/calendar_returns.py
pyformanceanalytics/table/capture_ratios.py
pyformanceanalytics/table/correlation.py
pyformanceanalytics/table/distributions.py
pyformanceanalytics/table/downside_risk.py
pyformanceanalytics/table/downside_risk_ratio.py
pyformanceanalytics/table/drawdowns.py
pyformanceanalytics/table/drawdowns_ratio.py
pyformanceanalytics/table/higher_moments.py
pyformanceanalytics/table/information_ratio.py
pyformanceanalytics/table/prob_out_performance.py
pyformanceanalytics/table/rolling_periods.py
pyformanceanalytics/table/specific_risk.py
pyformanceanalytics/table/stats.py
pyformanceanalytics/table/trailing_periods_rel.py
pyformanceanalytics/table/up_down_ratios.py
pyformanceanalytics/table/variability.py
tests/CDD_tests.py
tests/ETL_tests.py
tests/M2_sortino_tests.py
tests/__init__.py
tests/active_premium_tests.py
tests/adjusted_sharpe_ratio_test.py
tests/appraisal_ratio_test.py
tests/average_drawdown_tests.py
tests/average_length_tests.py
tests/average_recovery_tests.py
tests/bernardo_ledoit_ratio_tests.py
tests/beta_co_kurtosis_tests.py
tests/beta_co_skewness_tests.py
tests/beta_co_variance_tests.py
tests/burke_ratio_tests.py
tests/calculate_returns_tests.py
tests/calmar_ratio_tests.py
tests/centeredcomoment_tests.py
tests/centeredmoment_tests.py
tests/co_kurtosis_matrix_tests.py
tests/co_kurtosis_tests.py
tests/co_skewness_matrix_tests.py
tests/co_skewness_tests.py
tests/co_variance_tests.py
tests/d_ratio_tests.py
tests/downside_deviation_tests.py
tests/downside_frequency_tests.py
tests/downside_potential_tests.py
tests/drawdown_deviation_tests.py
tests/drawdown_peak_tests.py
tests/drawdowns_tests.py
tests/fama_beta_tests.py
tests/find_drawdowns_tests.py
tests/frequency_tests.py
tests/hurst_index_tests.py
tests/information_ratio_tests.py
tests/kappa_tests.py
tests/kelly_ratio_tests.py
tests/kurtosis_tests.py
tests/lpm_tests.py
tests/m_squared_excess_tests.py
tests/m_squared_tests.py
tests/market_timing_tests.py
tests/martin_ratio_tests.py
tests/max_drawdown_tests.py
tests/mean_absolute_deviation_tests.py
tests/min_track_record_tests.py
tests/modigliani_tests.py
tests/net_selectivity_tests.py
tests/omega_excess_return_tests.py
tests/omega_sharpe_ratio_tests.py
tests/omega_tests.py
tests/pain_index_tests.py
tests/pain_ratio_tests.py
tests/prob_sharpe_ratio_tests.py
tests/prospect_ratio_tests.py
tests/rachev_ratio_tests.py
tests/selectivity_tests.py
tests/semi_SD_tests.py
tests/semi_deviation_tests.py
tests/semi_variance_tests.py
tests/skewness_kurtosis_ratio_tests.py
tests/skewness_tests.py
tests/smoothing_index_tests.py
tests/sort_drawdowns_tests.py
tests/sortino_ratio_tests.py
tests/specific_risk_tests.py
tests/sterling_ratio_tests.py
tests/systematic_risk_tests.py
tests/timing_ratio_tests.py
tests/total_risk_tests.py
tests/tracking_error_tests.py
tests/treynor_ratio_tests.py
tests/ulcer_index_tests.py
tests/up_down_ratios_tests.py
tests/upside_frequency_tests.py
tests/upside_potential_ratio_tests.py
tests/upside_risk_tests.py
tests/var_tests.py
tests/volatility_skewness_tests.py
tests/CAPM/__init__.py
tests/CAPM/alpha_tests.py
tests/CAPM/dynamic_tests.py
tests/CAPM/epsilon_tests.py
tests/CAPM/jensen_alpha_tests.py
tests/CAPM/risk_premium_tests.py
tests/CAPM/CML/CML_tests.py
tests/CAPM/CML/__init__.py
tests/CAPM/CML/slope_tests.py
tests/CAPM/SML/__init__.py
tests/CAPM/SML/slope_tests.py
tests/CAPM/beta/__init__.py
tests/CAPM/beta/bear_tests.py
tests/CAPM/beta/beta_tests.py
tests/CAPM/beta/bull_tests.py
tests/M2/__init__.py
tests/M2/ewma_tests.py
tests/M2/shrink_tests.py
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tests/SharpeRatio/sharpe_ratio_tests.py
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tests/chart/histogram_tests.py
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tests/chart/relative_performance_tests.py
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tests/chart/rolling_mean_tests.py
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