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Site Navigation

  • Getting Started
  • API Reference
  • Common Definitions
  • Usage Examples
    • Release Notes
    • FAQs and Troubleshooting
  • GitHub
  • Twitter
  • PyPI

Section Navigation

  • macrosynergy.download
    • macrosynergy.download.dataquery
    • macrosynergy.download.dataquery_file_api
    • macrosynergy.download.jpmaqs
    • macrosynergy.download.fusion_interface
    • macrosynergy.download.jpm_oauth
    • macrosynergy.download.exceptions
  • macrosynergy.learning
    • macrosynergy.learning.sequential
      • macrosynergy.learning.sequential.base_panel_learner
      • macrosynergy.learning.sequential.beta_estimator
      • macrosynergy.learning.sequential.return_forecaster
      • macrosynergy.learning.sequential.signal_optimizer
    • macrosynergy.learning.cv_tools
    • macrosynergy.learning.forecasting
      • macrosynergy.learning.forecasting.bootstrap
        • macrosynergy.learning.forecasting.bootstrap.base_modified_regressor
        • macrosynergy.learning.forecasting.bootstrap.bootstrap
      • macrosynergy.learning.forecasting.ensemble
        • macrosynergy.learning.forecasting.ensemble.voting
      • macrosynergy.learning.forecasting.factor_models
        • macrosynergy.learning.forecasting.factor_models.pls
      • macrosynergy.learning.forecasting.linear_model
        • macrosynergy.learning.forecasting.linear_model.lad_regressors
        • macrosynergy.learning.forecasting.linear_model.ls_regressors
        • macrosynergy.learning.forecasting.linear_model.global_local
        • macrosynergy.learning.forecasting.linear_model.sur
      • macrosynergy.learning.forecasting.meta_estimators
        • 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
        • macrosynergy.learning.forecasting.model_systems.base_regression_system
        • macrosynergy.learning.forecasting.model_systems.regressor_systems
      • macrosynergy.learning.forecasting.neighbors
        • macrosynergy.learning.forecasting.neighbors.nearest_neighbors
      • macrosynergy.learning.forecasting.nn
        • macrosynergy.learning.forecasting.nn.mlp
      • macrosynergy.learning.forecasting.torch
        • macrosynergy.learning.forecasting.torch.losses
        • macrosynergy.learning.forecasting.torch.models
        • macrosynergy.learning.forecasting.torch.samplers
      • macrosynergy.learning.forecasting.naive_predictors
      • macrosynergy.learning.forecasting.weighted_regressors
    • macrosynergy.learning.model_evaluation
      • macrosynergy.learning.model_evaluation.metrics
        • macrosynergy.learning.model_evaluation.metrics.metrics
      • macrosynergy.learning.model_evaluation.scorers
        • macrosynergy.learning.model_evaluation.scorers.scorers
    • macrosynergy.learning.splitters
      • macrosynergy.learning.splitters.base_splitters
      • macrosynergy.learning.splitters.kfold_splitters
      • macrosynergy.learning.splitters.walk_forward_splitters
    • macrosynergy.learning.preprocessing
      • macrosynergy.learning.preprocessing.imputers
        • macrosynergy.learning.preprocessing.imputers.imputers
      • macrosynergy.learning.preprocessing.panel_selectors
        • macrosynergy.learning.preprocessing.panel_selectors.base_panel_selector
        • macrosynergy.learning.preprocessing.panel_selectors.panel_selectors
      • macrosynergy.learning.preprocessing.scalers
        • macrosynergy.learning.preprocessing.scalers.base_panel_scaler
        • macrosynergy.learning.preprocessing.scalers.scalers
      • macrosynergy.learning.preprocessing.transformers
        • macrosynergy.learning.preprocessing.transformers.transformers
    • macrosynergy.learning.random_effects
  • macrosynergy.management
    • macrosynergy.management.simulate
      • macrosynergy.management.simulate.simulate_quantamental_data
      • macrosynergy.management.simulate.simulate_vintage_data
    • macrosynergy.management.utils
      • macrosynergy.management.utils.check_availability
      • macrosynergy.management.utils.core
      • macrosynergy.management.utils.df_utils
      • macrosynergy.management.utils.math
      • macrosynergy.management.utils.sparse
    • macrosynergy.management.constants
    • macrosynergy.management.decorators
    • macrosynergy.management.types
      • macrosynergy.management.types.qdf
        • macrosynergy.management.types.qdf.base
        • macrosynergy.management.types.qdf.classes
        • macrosynergy.management.types.qdf.methods
      • macrosynergy.management.types.generic
    • macrosynergy.management.validation
  • macrosynergy.panel
    • macrosynergy.panel.adjust_weights
    • macrosynergy.panel.basket
    • macrosynergy.panel.category_relations
    • macrosynergy.panel.converge_row
    • macrosynergy.panel.granger_causality_test
    • macrosynergy.panel.historic_vol
    • macrosynergy.panel.imputers
    • 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.return_beta
    • macrosynergy.panel.view_correlations
    • macrosynergy.panel.view_grades
    • macrosynergy.panel.view_metrics
    • macrosynergy.panel.view_ranges
    • macrosynergy.panel.view_timelines
  • macrosynergy.pnl
    • macrosynergy.pnl.naive_pnl
    • macrosynergy.pnl.multi_pnl
    • macrosynergy.pnl.proxy_pnl
    • macrosynergy.pnl.proxy_pnl_calc
    • macrosynergy.pnl.contract_signals
    • macrosynergy.pnl.notional_positions
    • macrosynergy.pnl.historic_portfolio_volatility
    • macrosynergy.pnl.transaction_costs
  • macrosynergy.securities
    • macrosynergy.securities.index
    • macrosynergy.securities.validate
  • macrosynergy.signal
    • macrosynergy.signal.signal_return_relations
    • macrosynergy.signal.target_positions
  • macrosynergy.visuals
    • macrosynergy.visuals.acf
    • macrosynergy.visuals.correlation
    • macrosynergy.visuals.facetplot
    • macrosynergy.visuals.grades
    • macrosynergy.visuals.heatmap
    • macrosynergy.visuals.lineplot
    • macrosynergy.visuals.metrics
    • macrosynergy.visuals.multiple_reg_scatter
    • macrosynergy.visuals.plotter
    • macrosynergy.visuals.ranges
    • macrosynergy.visuals.score_visualisers
    • macrosynergy.visuals.table
    • macrosynergy.visuals.timelines
    • macrosynergy.visuals.view_panel_dates
  • API Reference
  • macrosynergy...

macrosynergy.securities#

Submodules#

  • macrosynergy.securities.index
    • compute_daily_weights()
    • compute_index_returns()
    • compute_excess_returns()
  • macrosynergy.securities.validate

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