All modules for which code is available
- macrosynergy.download.dataquery
- macrosynergy.download.dataquery_file_api
- macrosynergy.download.exceptions
- macrosynergy.download.external_data_transformer
- macrosynergy.download.extra
- macrosynergy.download.fusion_interface
- macrosynergy.download.jpm_oauth
- macrosynergy.download.jpmaqs
- macrosynergy.download.transaction_costs
- macrosynergy.learning.cv_tools
- macrosynergy.learning.forecasting.bootstrap.base_modified_regressor
- macrosynergy.learning.forecasting.bootstrap.bootstrap
- macrosynergy.learning.forecasting.ensemble.voting
- macrosynergy.learning.forecasting.factor_models.pls
- macrosynergy.learning.forecasting.linear_model.global_local
- macrosynergy.learning.forecasting.linear_model.lad_regressors.lad_regressor
- macrosynergy.learning.forecasting.linear_model.lad_regressors.weighted_lad_regressors
- macrosynergy.learning.forecasting.linear_model.ls_regressors.modified_ls_regressors
- macrosynergy.learning.forecasting.linear_model.ls_regressors.weighted_ls_regressors
- macrosynergy.learning.forecasting.linear_model.sur
- macrosynergy.learning.forecasting.meta_estimators.country_by_country_regressions
- macrosynergy.learning.forecasting.meta_estimators.dataframe_transformer
- macrosynergy.learning.forecasting.meta_estimators.feature_importances
- macrosynergy.learning.forecasting.meta_estimators.probability
- macrosynergy.learning.forecasting.meta_estimators.weighted_predictors
- macrosynergy.learning.forecasting.model_systems.base_regression_system
- macrosynergy.learning.forecasting.model_systems.regressor_systems
- macrosynergy.learning.forecasting.naive_predictors
- macrosynergy.learning.forecasting.neighbors.nearest_neighbors
- macrosynergy.learning.forecasting.nn.mlp
- macrosynergy.learning.forecasting.torch.losses.mcr_loss
- macrosynergy.learning.forecasting.torch.losses.sharpe_loss
- macrosynergy.learning.forecasting.torch.models.mlps
- macrosynergy.learning.forecasting.torch.samplers.timeseries_sampler
- macrosynergy.learning.forecasting.weighted_regressors
- macrosynergy.learning.model_evaluation.metrics.metrics
- macrosynergy.learning.model_evaluation.scorers.scorers
- macrosynergy.learning.preprocessing.imputers.imputers
- macrosynergy.learning.preprocessing.panel_selectors.base_panel_selector
- macrosynergy.learning.preprocessing.panel_selectors.panel_selectors
- macrosynergy.learning.preprocessing.scalers.base_panel_scaler
- macrosynergy.learning.preprocessing.scalers.scalers
- macrosynergy.learning.preprocessing.transformers.transformers
- macrosynergy.learning.random_effects
- macrosynergy.learning.sequential.base_panel_learner
- macrosynergy.learning.sequential.beta_estimator
- macrosynergy.learning.sequential.return_forecaster
- macrosynergy.learning.sequential.signal_optimizer
- macrosynergy.learning.splitters.base_splitters
- macrosynergy.learning.splitters.kfold_splitters
- macrosynergy.learning.splitters.walk_forward_splitters
- macrosynergy.management.decorators
- macrosynergy.management.simulate.simulate_quantamental_data
- macrosynergy.management.simulate.simulate_vintage_data
- macrosynergy.management.types.generic
- macrosynergy.management.types.qdf.base
- macrosynergy.management.types.qdf.classes
- macrosynergy.management.types.qdf.methods
- macrosynergy.management.utils.check_availability
- macrosynergy.management.utils.core
- macrosynergy.management.utils.df_utils
- macrosynergy.management.utils.math
- macrosynergy.management.utils.sparse
- macrosynergy.management.validation
- macrosynergy.panel.adjust_weights
- macrosynergy.panel.basket
- macrosynergy.panel.category_relations
- macrosynergy.panel.converge_row
- macrosynergy.panel.cross_asset_effects
- macrosynergy.panel.extend_history
- macrosynergy.panel.granger_causality_test
- macrosynergy.panel.historic_vol
- macrosynergy.panel.imputers
- macrosynergy.panel.lincomb_adjust
- macrosynergy.panel.linear_composite
- macrosynergy.panel.make_blacklist
- macrosynergy.panel.make_relative_category
- macrosynergy.panel.make_relative_value
- macrosynergy.panel.make_zn_scores
- macrosynergy.panel.panel_calculator
- macrosynergy.panel.panel_imputer
- macrosynergy.panel.return_beta
- macrosynergy.panel.view_correlations
- macrosynergy.panel.view_grades
- macrosynergy.panel.view_metrics
- macrosynergy.panel.view_ranges
- macrosynergy.panel.view_timelines
- macrosynergy.pnl.contract_signals
- macrosynergy.pnl.historic_portfolio_volatility
- macrosynergy.pnl.multi_pnl
- macrosynergy.pnl.naive_pnl
- macrosynergy.pnl.notional_positions
- macrosynergy.pnl.proxy_pnl
- macrosynergy.pnl.proxy_pnl_calc
- macrosynergy.pnl.sharpe_stability_ratio
- macrosynergy.pnl.transaction_costs
- macrosynergy.securities.index
- macrosynergy.signal.signal_return_relations
- macrosynergy.signal.target_positions
- macrosynergy.visuals.acf
- macrosynergy.visuals.correlation
- macrosynergy.visuals.facetplot
- macrosynergy.visuals.grades
- macrosynergy.visuals.heatmap
- macrosynergy.visuals.lagged_corr
- macrosynergy.visuals.lineplot
- macrosynergy.visuals.metrics
- macrosynergy.visuals.multiple_reg_scatter
- macrosynergy.visuals.performance
- macrosynergy.visuals.plotter
- macrosynergy.visuals.ranges
- macrosynergy.visuals.score_visualisers
- macrosynergy.visuals.table
- macrosynergy.visuals.timelines
- macrosynergy.visuals.view_availability
- macrosynergy.visuals.view_panel_dates