LICENSE.txt
MANIFEST.in
README.md
pyproject.toml
src/qis/__init__.py
src/qis/api.py
src/qis/file_utils.py
src/qis/local_path.py
src/qis/settings.yaml
src/qis/sql_engine.py
src/qis.egg-info/PKG-INFO
src/qis.egg-info/SOURCES.txt
src/qis.egg-info/dependency_links.txt
src/qis.egg-info/requires.txt
src/qis.egg-info/top_level.txt
src/qis/datasets/__init__.py
src/qis/datasets/synthetic.py
src/qis/datasets/tests/synthetic_test.py
src/qis/discrete_portfolio/README.md
src/qis/discrete_portfolio/__init__.py
src/qis/discrete_portfolio/backtester.py
src/qis/discrete_portfolio/execution.py
src/qis/discrete_portfolio/portfolio_adapter.py
src/qis/discrete_portfolio/types.py
src/qis/discrete_portfolio/tests/discrete_backtester_test.py
src/qis/docs/REMOVED_5_0.md
src/qis/docs/factsheets.md
src/qis/docs/frequency_convention_note.md
src/qis/docs/plotting_kwargs.md
src/qis/docs/reporting_frequencies.md
src/qis/docs/sharpe_conventions.md
src/qis/market_data/README.md
src/qis/market_data/__init__.py
src/qis/market_data/factors_data.py
src/qis/market_data/fx_hedging.py
src/qis/market_data/fx_rates_data.py
src/qis/market_data/reports/__init__.py
src/qis/market_data/reports/fx_hedging_report.py
src/qis/market_data/tests/__init__.py
src/qis/market_data/tests/factors_data_test.py
src/qis/market_data/tests/fx_cip_identity_test.py
src/qis/models/__init__.py
src/qis/models/bootstrap/__init__.py
src/qis/models/bootstrap/bootstrap_numba.py
src/qis/models/bootstrap/tests/test_bootstrap_ar.py
src/qis/models/bootstrap/tests/test_bootstrap_convention.py
src/qis/models/bootstrap/tests/test_bootstrap_numba.py
src/qis/models/linear/__init__.py
src/qis/models/linear/auto_corr.py
src/qis/models/linear/corr_cov_matrix.py
src/qis/models/linear/ewm.py
src/qis/models/linear/ewm_convolution.py
src/qis/models/linear/ewm_winsor_outliers.py
src/qis/models/linear/pca.py
src/qis/models/linear/plot_correlations.py
src/qis/models/linear/ra_returns.py
src/qis/models/linear/tests/corr_cov_matrix_test.py
src/qis/models/linear/tests/ewm_test.py
src/qis/models/stats/__init__.py
src/qis/models/stats/ohlc_vol.py
src/qis/models/stats/rolling_stats.py
src/qis/models/unsmoothing/ar_lag.py
src/qis/models/unsmoothing/dimson_beta.py
src/qis/models/unsmoothing/factor_lag.py
src/qis/models/unsmoothing/joint_lag.py
src/qis/models/unsmoothing/tests/test_ar_lag_glm.py
src/qis/perfstats/__init__.py
src/qis/perfstats/config.py
src/qis/perfstats/desc_table.py
src/qis/perfstats/perf_stats.py
src/qis/perfstats/regime_classifier.py
src/qis/perfstats/returns.py
src/qis/perfstats/signal_diagnostics.py
src/qis/perfstats/timeseries_bfill.py
src/qis/perfstats/tests/perf_stats_test.py
src/qis/perfstats/tests/returns_boundaries_test.py
src/qis/perfstats/tests/returns_first_date_test.py
src/qis/perfstats/tests/returns_numpy_test.py
src/qis/perfstats/tests/sharpe_conventions_test.py
src/qis/perfstats/tests/test_returns_sorting.py
src/qis/perfstats/tests/test_sharpe_convention.py
src/qis/perfstats/tests/test_signal_diagnostics.py
src/qis/plots/README.md
src/qis/plots/__init__.py
src/qis/plots/bars.py
src/qis/plots/boxplot.py
src/qis/plots/contour.py
src/qis/plots/errorbar.py
src/qis/plots/heatmap.py
src/qis/plots/histogram.py
src/qis/plots/histplot2d.py
src/qis/plots/lineplot.py
src/qis/plots/pie.py
src/qis/plots/qqplot.py
src/qis/plots/scatter.py
src/qis/plots/stackplot.py
src/qis/plots/table.py
src/qis/plots/time_series.py
src/qis/plots/utils.py
src/qis/plots/derived/__init__.py
src/qis/plots/derived/data_timeseries.py
src/qis/plots/derived/desc_table.py
src/qis/plots/derived/drawdowns.py
src/qis/plots/derived/gantt_data_history.py
src/qis/plots/derived/perf_table.py
src/qis/plots/derived/price_history.py
src/qis/plots/derived/prices.py
src/qis/plots/derived/regime_class_table.py
src/qis/plots/derived/regime_data.py
src/qis/plots/derived/regime_pdf.py
src/qis/plots/derived/regime_scatter.py
src/qis/plots/derived/returns_heatmap.py
src/qis/plots/derived/returns_scatter.py
src/qis/plots/derived/signal_diagnostics_plot.py
src/qis/plots/derived/tests/returns_heatmap_test.py
src/qis/plots/derived/tests/test_returns_heatmap_sorting.py
src/qis/plots/derived/tests/test_signal_diagnostics.py
src/qis/plots/tests/boxplot_test.py
src/qis/plots/tests/plot_smoke_test.py
src/qis/plots/tests/utils_test.py
src/qis/portfolio/__init__.py
src/qis/portfolio/backtester.py
src/qis/portfolio/multi_portfolio_data.py
src/qis/portfolio/portfolio_data.py
src/qis/portfolio/signal_data.py
src/qis/portfolio/reports/__init__.py
src/qis/portfolio/reports/brinson_attribution.py
src/qis/portfolio/reports/config.py
src/qis/portfolio/reports/factsheet_facade.py
src/qis/portfolio/reports/multi_assets_factsheet.py
src/qis/portfolio/reports/multi_strategy_factsheet.py
src/qis/portfolio/reports/multi_strategy_factsheet_pybloqs.py
src/qis/portfolio/reports/overlays_smart_diversification.py
src/qis/portfolio/reports/strategy_benchmark_factsheet.py
src/qis/portfolio/reports/strategy_benchmark_factsheet_pybloqs.py
src/qis/portfolio/reports/strategy_benchmark_tre_factsheet.py
src/qis/portfolio/reports/strategy_factsheet.py
src/qis/portfolio/reports/strategy_signal_factsheet.py
src/qis/portfolio/reports/tests/strategy_factsheet_test.py
src/qis/portfolio/risk/__init__.py
src/qis/portfolio/risk/contributions.py
src/qis/portfolio/risk/ewm_covar_risk.py
src/qis/portfolio/risk/ewm_factor_model.py
src/qis/portfolio/risk/ex_post_tracking_error.py
src/qis/portfolio/risk/factor_model.py
src/qis/portfolio/risk/risk_model.py
src/qis/portfolio/risk/tests/contributions_test.py
src/qis/portfolio/risk/tests/ex_post_tracking_error_test.py
src/qis/portfolio/risk/tests/factor_model_test.py
src/qis/portfolio/risk/tests/risk_model_test.py
src/qis/portfolio/tests/attribution_reduction_test.py
src/qis/portfolio/tests/legend_capacity_test.py
src/qis/portfolio/tests/test_backtester_costs.py
src/qis/portfolio/tests/test_backtester_weights_consistency.py
src/qis/portfolio/tests/tracking_error_report_test.py
src/qis/tests/__init__.py
src/qis/tests/file_utils_test.py
src/qis/tests/module_layout_test.py
src/qis/tests/synthetic_data.py
src/qis/tests/test_concat_sort_convention.py
src/qis/tests/test_core_api.py
src/qis/tests/test_docstring_convention.py
src/qis/tests/test_documentation.py
src/qis/tests/test_examples.py
src/qis/tests/test_paper_audit.py
src/qis/tests/test_quickstart.py
src/qis/tests/test_reporting_conventions.py
src/qis/tests/test_reporting_goldens.py
src/qis/tests/test_version_metadata.py
src/qis/utils/__init__.py
src/qis/utils/annualisation.py
src/qis/utils/dates.py
src/qis/utils/df_agg.py
src/qis/utils/df_cut.py
src/qis/utils/df_freq.py
src/qis/utils/df_groups.py
src/qis/utils/df_melt.py
src/qis/utils/df_ops.py
src/qis/utils/df_str.py
src/qis/utils/df_to_scores.py
src/qis/utils/df_to_weights.py
src/qis/utils/generic.py
src/qis/utils/np_ops.py
src/qis/utils/regression.py
src/qis/utils/sampling.py
src/qis/utils/struct_ops.py
src/qis/utils/tests/test_df_freq_sorting.py
src/qis/utils/tests/test_static_weights_schedule.py