Index

A

annualize() (in module ffn.core) as_format() (in module ffn.utils)

as_percent() (in module ffn.utils) asfreq_actual() (in module ffn.core)

B

built-in function format_exception()

C

calc_cagr() (in module ffn.core) calc_calmar_ratio() (in module ffn.core) calc_clusters() (in module ffn.core) calc_erc_weights() (in module ffn.core) calc_ftca() (in module ffn.core) calc_information_ratio() (in module ffn.core) calc_inv_vol_weights() (in module ffn.core) calc_max_drawdown() (in module ffn.core) calc_mean_var_weights() (in module ffn.core) calc_mtd() (in module ffn.core) calc_perf_stats() (in module ffn.core)

calc_prob_mom() (in module ffn.core) calc_risk_return_ratio() (in module ffn.core) calc_sharpe() (in module ffn.core) calc_sortino_ratio() (in module ffn.core) calc_stats() (in module ffn.core) calc_total_return() (in module ffn.core) calc_ytd() (in module ffn.core) clean_ticker() (in module ffn.utils) clean_tickers() (in module ffn.utils) convert_notebooks() (in module klink.__init__) csv() (in module ffn.data)

D

deannualize() (in module ffn.core) DEFAULT_PROVIDER() (in module ffn.data) display() (ffn.core.GroupStats method) (ffn.core.PerformanceStats method)

display_lookback_returns() (ffn.core.GroupStats method) (ffn.core.PerformanceStats method) display_monthly_returns() (ffn.core.PerformanceStats method) drawdown_details() (in module ffn.core) drop_duplicate_cols() (in module ffn.core)

E

extend_pandas() (in module ffn.core)

F

ffn.__init__ module ffn.core module ffn.data module

ffn.utils module fmtn() (in module ffn.utils) fmtp() (in module ffn.utils) fmtpn() (in module ffn.utils) format_exception() built-in function

G

get() (in module ffn.data) get_freq_name() (in module ffn.utils)

get_html_theme_path() (in module klink.__init__) get_num_days_required() (in module ffn.core) GroupStats (class in ffn.core)

I

infer_freq() (in module ffn.core)

infer_nperiods() (in module ffn.core)

K

klink.__init__ module

klink.demo module

L

limit_weights() (in module ffn.core)

M

memoize() (in module ffn.utils) merge() (in module ffn.core) method1() (klink.demo.TestClass method) module ffn.__init__ ffn.core ffn.data ffn.utils klink.__init__ klink.demo

MyAnimal() (class)

P

parse_arg() (in module ffn.utils) PerformanceStats (class in ffn.core) plot() (ffn.core.GroupStats method) (ffn.core.PerformanceStats method) plot_corr_heatmap() (in module ffn.core)

plot_correlation() (ffn.core.GroupStats method) plot_heatmap() (in module ffn.core) plot_histogram() (ffn.core.PerformanceStats method) plot_histograms() (ffn.core.GroupStats method) plot_scatter_matrix() (ffn.core.GroupStats method)

R

random_weights() (in module ffn.core) rebase() (in module ffn.core)

resample_returns() (in module ffn.core) rescale() (in module ffn.core) rollapply() (in module ffn.core)

S

scale() (in module ffn.utils) set_date_range() (ffn.core.GroupStats method) (ffn.core.PerformanceStats method)

set_riskfree_rate() (ffn.core.GroupStats method) (ffn.core.PerformanceStats method)

T

TestClass (class in klink.demo) to_csv() (ffn.core.GroupStats method) (ffn.core.PerformanceStats method) to_drawdown_series() (in module ffn.core) to_excess_returns() (in module ffn.core)

to_log_returns() (in module ffn.core) to_monthly() (in module ffn.core) to_price_index() (in module ffn.core) to_returns() (in module ffn.core) to_ulcer_index() (in module ffn.core) to_ulcer_performance_index() (in module ffn.core)

W

web() (in module ffn.data)

winsorize() (in module ffn.core)

Y

year_frac() (in module ffn.core)

yf() (in module ffn.data)