LICENSE
MANIFEST.in
README.rst
conftest.py
pyproject.toml
src/conftest.py
src/skfolio/__init__.py
src/skfolio/_constants.py
src/skfolio/base.py
src/skfolio/exceptions.py
src/skfolio/typing.py
src/skfolio.egg-info/PKG-INFO
src/skfolio.egg-info/SOURCES.txt
src/skfolio.egg-info/dependency_links.txt
src/skfolio.egg-info/requires.txt
src/skfolio.egg-info/top_level.txt
src/skfolio/alpha/__init__.py
src/skfolio/alpha/_base.py
src/skfolio/alpha/_evaluation.py
src/skfolio/alpha/_ew_sharpe_optimal_alpha.py
src/skfolio/alpha/_fixed_weighted_alpha.py
src/skfolio/alpha/_predictor_alpha.py
src/skfolio/attribution/__init__.py
src/skfolio/attribution/_predicted.py
src/skfolio/attribution/_realized.py
src/skfolio/attribution/_utils.py
src/skfolio/attribution/_model/__init__.py
src/skfolio/attribution/_model/_asset_by_factor_contribution.py
src/skfolio/attribution/_model/_attribution.py
src/skfolio/attribution/_model/_breakdown.py
src/skfolio/attribution/_model/_component.py
src/skfolio/cluster/__init__.py
src/skfolio/cluster/_hierarchical.py
src/skfolio/containers/__init__.py
src/skfolio/containers/_asset_panel/__init__.py
src/skfolio/containers/_asset_panel/_base.py
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src/skfolio/containers/_asset_panel/_fields.py
src/skfolio/containers/_asset_panel/_panel.py
src/skfolio/containers/_asset_panel/_utils.py
src/skfolio/containers/_asset_panel/_view.py
src/skfolio/datasets/__init__.py
src/skfolio/datasets/_base.py
src/skfolio/datasets/_synthetic.py
src/skfolio/datasets/data/__init__.py
src/skfolio/datasets/data/factors_dataset.csv.gz
src/skfolio/datasets/data/sp500_dataset.csv.gz
src/skfolio/datasets/data/sp500_index.csv.gz
src/skfolio/descriptor/__init__.py
src/skfolio/descriptor/_base.py
src/skfolio/descriptor/_passthrough.py
src/skfolio/descriptor/_dividend_yield/__init__.py
src/skfolio/descriptor/_dividend_yield/_dividend_to_price.py
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src/skfolio/descriptor/_dividend_yield/_shareholder_yield.py
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src/skfolio/descriptor/_downside_risk/_ew_downside_beta.py
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src/skfolio/descriptor/_earnings_quality/_accruals_cash_flow.py
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src/skfolio/descriptor/_earnings_yield/__init__.py
src/skfolio/descriptor/_earnings_yield/_earnings_to_price.py
src/skfolio/descriptor/_earnings_yield/_ebitda_to_enterprise_value.py
src/skfolio/descriptor/_earnings_yield/_forward_earnings_to_price.py
src/skfolio/descriptor/_growth/__init__.py
src/skfolio/descriptor/_growth/_assets_growth_rate.py
src/skfolio/descriptor/_growth/_capex_to_assets_change_in_intensity.py
src/skfolio/descriptor/_growth/_earnings_change_to_price.py
src/skfolio/descriptor/_growth/_issuance_growth_rate.py
src/skfolio/descriptor/_growth/_sales_growth_rate.py
src/skfolio/descriptor/_growth/_base/__init__.py
src/skfolio/descriptor/_growth/_base/_change_in_intensity.py
src/skfolio/descriptor/_growth/_base/_change_to_scale.py
src/skfolio/descriptor/_growth/_base/_growth_rate.py
src/skfolio/descriptor/_leverage/__init__.py
src/skfolio/descriptor/_leverage/_book_leverage.py
src/skfolio/descriptor/_leverage/_debt_to_assets.py
src/skfolio/descriptor/_leverage/_market_leverage.py
src/skfolio/descriptor/_liquidity/__init__.py
src/skfolio/descriptor/_liquidity/_ew_amihud_illiquidity.py
src/skfolio/descriptor/_liquidity/_ew_share_turnover.py
src/skfolio/descriptor/_lottery_demand/__init__.py
src/skfolio/descriptor/_lottery_demand/_max_return.py
src/skfolio/descriptor/_momentum/__init__.py
src/skfolio/descriptor/_momentum/_ew_momentum.py
src/skfolio/descriptor/_momentum/_rolling_momentum.py
src/skfolio/descriptor/_profitability/__init__.py
src/skfolio/descriptor/_profitability/_asset_turnover.py
src/skfolio/descriptor/_profitability/_cash_flow_to_assets.py
src/skfolio/descriptor/_profitability/_gross_margin.py
src/skfolio/descriptor/_profitability/_gross_profitability.py
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src/skfolio/descriptor/_reversal/__init__.py
src/skfolio/descriptor/_reversal/_reversal.py
src/skfolio/descriptor/_sensitivity/__init__.py
src/skfolio/descriptor/_sensitivity/_ew_macro_sensitivity.py
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src/skfolio/descriptor/_short_interest/__init__.py
src/skfolio/descriptor/_short_interest/_days_to_cover.py
src/skfolio/descriptor/_short_interest/_short_interest.py
src/skfolio/descriptor/_size/__init__.py
src/skfolio/descriptor/_size/_log_market_cap.py
src/skfolio/descriptor/_value/__init__.py
src/skfolio/descriptor/_value/_book_to_price.py
src/skfolio/descriptor/_value/_cash_flow_to_price.py
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src/skfolio/descriptor/_volatility/__init__.py
src/skfolio/descriptor/_volatility/_ew_downside_volatility.py
src/skfolio/descriptor/_volatility/_ew_residual_downside_volatility.py
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src/skfolio/descriptor/_volatility/_base/_ew_residual_volatility.py
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src/skfolio/distance/__init__.py
src/skfolio/distance/_base.py
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src/skfolio/distribution/__init__.py
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src/skfolio/distribution/copula/_gumbel.py
src/skfolio/distribution/copula/_independent.py
src/skfolio/distribution/copula/_joe.py
src/skfolio/distribution/copula/_selection.py
src/skfolio/distribution/copula/_student_t.py
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src/skfolio/distribution/multivariate/__init__.py
src/skfolio/distribution/multivariate/_base.py
src/skfolio/distribution/multivariate/_utils.py
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src/skfolio/distribution/univariate/__init__.py
src/skfolio/distribution/univariate/_base.py
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src/skfolio/factor_exposure/_base.py
src/skfolio/factor_exposure/_derived_factor.py
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src/skfolio/factor_exposure/_global_factor.py
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src/skfolio/linear_model/__init__.py
src/skfolio/linear_model/_cross_sectional/__init__.py
src/skfolio/linear_model/_cross_sectional/_base.py
src/skfolio/linear_model/_cross_sectional/_cs_linear_regression.py
src/skfolio/linear_model/_cross_sectional/_cs_linear_regressor_wrapper.py
src/skfolio/linear_model/_cross_sectional/_utils.py
src/skfolio/measures/__init__.py
src/skfolio/measures/_enums.py
src/skfolio/measures/_measures.py
src/skfolio/metrics/__init__.py
src/skfolio/metrics/_covariance.py
src/skfolio/metrics/_scorer.py
src/skfolio/model_selection/__init__.py
src/skfolio/model_selection/_combinatorial.py
src/skfolio/model_selection/_covariance_forecast_evaluation.py
src/skfolio/model_selection/_multiple_randomized_cv.py
src/skfolio/model_selection/_validation.py
src/skfolio/model_selection/_walk_forward.py
src/skfolio/model_selection/_online/__init__.py
src/skfolio/model_selection/_online/_covariance_forecast_evaluation.py
src/skfolio/model_selection/_online/_search.py
src/skfolio/model_selection/_online/_validation.py
src/skfolio/moments/__init__.py
src/skfolio/moments/covariance/__init__.py
src/skfolio/moments/covariance/_base.py
src/skfolio/moments/covariance/_denoise_covariance.py
src/skfolio/moments/covariance/_detone_covariance.py
src/skfolio/moments/covariance/_empirical_covariance.py
src/skfolio/moments/covariance/_ew_covariance.py
src/skfolio/moments/covariance/_gerber_covariance.py
src/skfolio/moments/covariance/_graphical_lasso_cv.py
src/skfolio/moments/covariance/_implied_covariance.py
src/skfolio/moments/covariance/_ledoit_wolf.py
src/skfolio/moments/covariance/_oas.py
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src/skfolio/moments/variance/__init__.py
src/skfolio/moments/variance/_base.py
src/skfolio/moments/variance/_empirical_variance.py
src/skfolio/moments/variance/_ew_variance.py
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src/skfolio/optimization/__init__.py
src/skfolio/optimization/_base.py
src/skfolio/optimization/cluster/__init__.py
src/skfolio/optimization/cluster/_nco.py
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src/skfolio/optimization/ensemble/__init__.py
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src/skfolio/population/__init__.py
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src/skfolio/portfolio/__init__.py
src/skfolio/portfolio/_base.py
src/skfolio/portfolio/_failed_portfolio.py
src/skfolio/portfolio/_multi_period_portfolio.py
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src/skfolio/pre_selection/__init__.py
src/skfolio/pre_selection/_drop_correlated.py
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src/skfolio/pre_selection/_select_complete.py
src/skfolio/pre_selection/_select_k_extremes.py
src/skfolio/pre_selection/_select_non_dominated.py
src/skfolio/pre_selection/_select_non_expiring.py
src/skfolio/preprocessing/__init__.py
src/skfolio/preprocessing/_returns.py
src/skfolio/preprocessing/_transformer/__init__.py
src/skfolio/preprocessing/_transformer/_cross_sectional/__init__.py
src/skfolio/preprocessing/_transformer/_cross_sectional/_base.py
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src/skfolio/preprocessing/_transformer/_cross_sectional/_cs_standard_scaler.py
src/skfolio/preprocessing/_transformer/_cross_sectional/_cs_tanh_shrinker.py
src/skfolio/preprocessing/_transformer/_cross_sectional/_cs_winsorizer.py
src/skfolio/preprocessing/_transformer/_cross_sectional/_utils.py
src/skfolio/prior/__init__.py
src/skfolio/prior/_base.py
src/skfolio/prior/_black_litterman.py
src/skfolio/prior/_characteristics_factor_model.py
src/skfolio/prior/_empirical.py
src/skfolio/prior/_entropy_pooling.py
src/skfolio/prior/_opinion_pooling.py
src/skfolio/prior/_synthetic_data.py
src/skfolio/prior/_time_series_factor_model.py
src/skfolio/prior/_model/__init__.py
src/skfolio/prior/_model/_covariance_sqrt.py
src/skfolio/prior/_model/_factor_model.py
src/skfolio/prior/_model/_family_constraint_basis.py
src/skfolio/prior/_model/_return_distribution.py
src/skfolio/uncertainty_set/__init__.py
src/skfolio/uncertainty_set/_base.py
src/skfolio/uncertainty_set/_bootstrap.py
src/skfolio/uncertainty_set/_empirical.py
src/skfolio/uncertainty_set/_orthogonal.py
src/skfolio/uncertainty_set/_model/__init__.py
src/skfolio/uncertainty_set/_model/_uncertainty_set.py
src/skfolio/utils/__init__.py
src/skfolio/utils/_array_buffer.py
src/skfolio/utils/_factor_tools.py
src/skfolio/utils/bootstrap.py
src/skfolio/utils/equations.py
src/skfolio/utils/figure.py
src/skfolio/utils/sorting.py
src/skfolio/utils/stats.py
src/skfolio/utils/tools.py
src/skfolio/utils/validation.py
tests/test_documented_dependencies.py
tests/test_exceptions.py
tests/test_import_cycles.py
tests/test_readme_shared_sections.py