Index _ | B | C | F | G | L | M | N | R | S | U | V | Z _ __init__() (sf_quant.optimizer.FullInvestment method) (sf_quant.optimizer.LongOnly method) (sf_quant.optimizer.NoBuyingOnMargin method) (sf_quant.optimizer.UnitBeta method) (sf_quant.optimizer.ZeroBeta method) (sf_quant.optimizer.ZeroInvestment method) B backtest_parallel() (in module sf_quant.backtester) backtest_sequential() (in module sf_quant.backtester) beta_scale_ports() (in module sf_quant.research) C construct_covariance_matrix() (in module sf_quant.data) F FullInvestment (class in sf_quant.optimizer) G generate_alpha_ics() (in module sf_quant.performance) generate_drawdown_chart() (in module sf_quant.performance) generate_drawdown_from_returns() (in module sf_quant.performance) generate_drawdown_summary_table() (in module sf_quant.performance) generate_ic_chart() (in module sf_quant.performance) generate_leverage_chart() (in module sf_quant.performance) generate_leverage_from_weights() (in module sf_quant.performance) generate_leverage_summary_table() (in module sf_quant.performance) generate_multi_returns_chart() (in module sf_quant.performance) generate_multi_returns_from_weights() (in module sf_quant.performance) generate_multi_returns_summary_table() (in module sf_quant.performance) generate_quantile_ports() (in module sf_quant.research) generate_returns_chart() (in module sf_quant.performance) generate_returns_from_weights() (in module sf_quant.performance) generate_returns_summary_table() (in module sf_quant.performance) get_assets_columns() (in module sf_quant.data) get_crsp_daily_columns() (in module sf_quant.data) get_crsp_monthly_columns() (in module sf_quant.data) get_crsp_v2_daily_columns() (in module sf_quant.data) get_crsp_v2_monthly_columns() (in module sf_quant.data) get_exposures_columns() (in module sf_quant.data) get_factor_names() (in module sf_quant.data) get_factors_columns() (in module sf_quant.data) get_fama_french_columns() (in module sf_quant.data) get_signal_distribution() (in module sf_quant.research) get_signal_stats() (in module sf_quant.research) L load_assets() (in module sf_quant.data) load_assets_by_date() (in module sf_quant.data) load_benchmark() (in module sf_quant.data) load_benchmark_returns() (in module sf_quant.data) load_crsp_daily() (in module sf_quant.data) load_crsp_monthly() (in module sf_quant.data) load_crsp_v2_daily() (in module sf_quant.data) load_crsp_v2_monthly() (in module sf_quant.data) load_exposures() (in module sf_quant.data) load_factors() (in module sf_quant.data) load_fama_french() (in module sf_quant.data) LongOnly (class in sf_quant.optimizer) M module sf_quant.backtester sf_quant.data sf_quant.optimizer sf_quant.performance sf_quant.research mve_optimizer() (in module sf_quant.optimizer) N NoBuyingOnMargin (class in sf_quant.optimizer) R run_ff_regression() (in module sf_quant.research) S sf_quant.backtester module sf_quant.data module sf_quant.optimizer module sf_quant.performance module sf_quant.research module U UnitBeta (class in sf_quant.optimizer) V vol_scale_ports() (in module sf_quant.research) Z ZeroBeta (class in sf_quant.optimizer) ZeroInvestment (class in sf_quant.optimizer)