LICENSE
README.md
pyproject.toml
setup.cfg
setup.py
src/quant_pml/__init__.py
src/quant_pml/feature_processor.py
src/quant_pml/py.typed
src/quant_pml/runner.py
src/quant_pml.egg-info/PKG-INFO
src/quant_pml.egg-info/SOURCES.txt
src/quant_pml.egg-info/dependency_links.txt
src/quant_pml.egg-info/requires.txt
src/quant_pml.egg-info/top_level.txt
src/quant_pml/ap/__init__.py
src/quant_pml/ap/base_asset_pricer.py
src/quant_pml/ap/ipca_factor_model.py
src/quant_pml/ap/kns_factor_model.py
src/quant_pml/ap/uncond_factor_model.py
src/quant_pml/backtest/__init__.py
src/quant_pml/backtest/assessor.py
src/quant_pml/backtest/backtester.py
src/quant_pml/backtest/plot.py
src/quant_pml/backtest/research_us_backtest.py
src/quant_pml/backtest/russell3000_backtest.py
src/quant_pml/backtest/transaction_costs_charger.py
src/quant_pml/base/__init__.py
src/quant_pml/base/currencies.py
src/quant_pml/base/prices.py
src/quant_pml/base/returns.py
src/quant_pml/config/__init__.py
src/quant_pml/config/base_experiment_config.py
src/quant_pml/config/base_experiment_config_v2.py
src/quant_pml/config/experiment_config.py
src/quant_pml/config/jkp_experiment_config.py
src/quant_pml/config/research_us_experiment_config.py
src/quant_pml/config/research_us_trading_config.py
src/quant_pml/config/russell_3000_experiment_config.py
src/quant_pml/config/russia_experiment_config.py
src/quant_pml/config/spx_experiment_config.py
src/quant_pml/config/topn_experiment_config.py
src/quant_pml/config/trading_config.py
src/quant_pml/config/us_experiment_config.py
src/quant_pml/data_handlers/__init__.py
src/quant_pml/data_handlers/additional_data.py
src/quant_pml/data_handlers/create_compustat_dataset.py
src/quant_pml/data_handlers/create_crsp_dataset.py
src/quant_pml/data_handlers/create_spx_dataset.py
src/quant_pml/data_handlers/dataset.py
src/quant_pml/data_handlers/dataset_builder_functions.py
src/quant_pml/data_handlers/prepare_data.py
src/quant_pml/data_handlers/universe_builder_functions.py
src/quant_pml/dataset/__init__.py
src/quant_pml/dataset/dataset_builder.py
src/quant_pml/dataset/dnk_features_targets.py
src/quant_pml/date/__init__.py
src/quant_pml/date/pd_date.py
src/quant_pml/estimation/__init__.py
src/quant_pml/estimation/base_estimator.py
src/quant_pml/estimation/covariance/__init__.py
src/quant_pml/estimation/covariance/base_cov_estimator.py
src/quant_pml/estimation/covariance/sample_cov_estimator.py
src/quant_pml/estimation/covariance/factor/__init__.py
src/quant_pml/estimation/covariance/factor/factor_cov_estimator.py
src/quant_pml/estimation/covariance/heuristic/__init__.py
src/quant_pml/estimation/covariance/heuristic/hist_cov_estimator.py
src/quant_pml/estimation/covariance/ml/__init__.py
src/quant_pml/estimation/covariance/ml/glasso_estimator.py
src/quant_pml/estimation/covariance/ml/glasso_tscv_estimator.py
src/quant_pml/estimation/covariance/ml/predictors/__init__.py
src/quant_pml/estimation/covariance/ml/predictors/sklearn_ml_predictor.py
src/quant_pml/estimation/covariance/rl/__init__.py
src/quant_pml/estimation/covariance/rl/base_rl_estimator.py
src/quant_pml/estimation/covariance/rl/env.py
src/quant_pml/estimation/covariance/rl/behavioral_cloning/__init__.py
src/quant_pml/estimation/covariance/rl/behavioral_cloning/ar_estimator.py
src/quant_pml/estimation/covariance/rl/behavioral_cloning/average_estimator.py
src/quant_pml/estimation/covariance/rl/behavioral_cloning/bound_estimator.py
src/quant_pml/estimation/covariance/rl/behavioral_cloning/dl_estimator.py
src/quant_pml/estimation/covariance/rl/behavioral_cloning/dnk_estimator.py
src/quant_pml/estimation/covariance/rl/behavioral_cloning/gp_estimator.py
src/quant_pml/estimation/covariance/rl/behavioral_cloning/gpr_estimator.py
src/quant_pml/estimation/covariance/rl/behavioral_cloning/lasso_estimator.py
src/quant_pml/estimation/covariance/rl/behavioral_cloning/last_optimal_estimator.py
src/quant_pml/estimation/covariance/rl/behavioral_cloning/ma_estimator.py
src/quant_pml/estimation/covariance/rl/behavioral_cloning/ols_estimator.py
src/quant_pml/estimation/covariance/rl/behavioral_cloning/pretrained_estimator.py
src/quant_pml/estimation/covariance/rl/behavioral_cloning/rf_estimator.py
src/quant_pml/estimation/covariance/rl/behavioral_cloning/rf_xiu_estimator.py
src/quant_pml/estimation/covariance/rl/behavioral_cloning/ridge_estimator.py
src/quant_pml/estimation/covariance/rl/behavioral_cloning/ridge_prior_estimator.py
src/quant_pml/estimation/covariance/rl/behavioral_cloning/uncert_ensemble_estimator.py
src/quant_pml/estimation/covariance/rl/behavioral_cloning/xgb_estimator.py
src/quant_pml/estimation/covariance/rl/behavioral_cloning/dl/__init__.py
src/quant_pml/estimation/covariance/rl/behavioral_cloning/dl/dl_model.py
src/quant_pml/estimation/covariance/rl/behavioral_cloning/dl/models/__init__.py
src/quant_pml/estimation/covariance/rl/behavioral_cloning/dl/models/mlp.py
src/quant_pml/estimation/covariance/shrinkage/__init__.py
src/quant_pml/estimation/covariance/shrinkage/base_cross_val_cov_estimator.py
src/quant_pml/estimation/covariance/shrinkage/de_nard_cov_estimator.py
src/quant_pml/estimation/covariance/shrinkage/diag_hist_cov_estimator.py
src/quant_pml/estimation/covariance/shrinkage/identity_based_cov_estimator.py
src/quant_pml/estimation/covariance/shrinkage/lw_cv_cov_estimator.py
src/quant_pml/estimation/covariance/shrinkage/lw_linear_estimator.py
src/quant_pml/estimation/covariance/shrinkage/pca_cov_estimator.py
src/quant_pml/estimation/covariance/shrinkage/qis.py
src/quant_pml/estimation/covariance/shrinkage/rp_cov_estimator.py
src/quant_pml/estimation/mean/__init__.py
src/quant_pml/estimation/mean/base_mu_estimator.py
src/quant_pml/estimation/mean/sample_mu_estimator.py
src/quant_pml/features/__init__.py
src/quant_pml/features/base_preprocessor.py
src/quant_pml/features/ols_betas.py
src/quant_pml/features/online_ols_betas.py
src/quant_pml/features/preprocessor.py
src/quant_pml/hedge/__init__.py
src/quant_pml/hedge/base_hedger.py
src/quant_pml/hedge/constant_hedge.py
src/quant_pml/hedge/hedger.py
src/quant_pml/hedge/market_futures_hedge.py
src/quant_pml/market_data/__init__.py
src/quant_pml/market_data/market_data.py
src/quant_pml/market_data/risk_free_conventions.py
src/quant_pml/market_data/ticker.py
src/quant_pml/market_data/tickers.py
src/quant_pml/meta_portfolio/__init__.py
src/quant_pml/optimization/__init__.py
src/quant_pml/optimization/constraints.py
src/quant_pml/optimization/helper_functions.py
src/quant_pml/optimization/optimization.py
src/quant_pml/optimization/quadratic_program.py
src/quant_pml/stats/__init__.py
src/quant_pml/stats/stats_pack.py
src/quant_pml/stats/helpers/__init__.py
src/quant_pml/stats/helpers/linalg.py
src/quant_pml/stats/helpers/max_drawdown.py
src/quant_pml/strategies/__init__.py
src/quant_pml/strategies/base_strategy.py
src/quant_pml/strategies/optimization_data.py
src/quant_pml/strategies/factors/__init__.py
src/quant_pml/strategies/factors/high_beta.py
src/quant_pml/strategies/factors/low_beta.py
src/quant_pml/strategies/factors/momentum.py
src/quant_pml/strategies/factors/momentum_sign.py
src/quant_pml/strategies/factors/size.py
src/quant_pml/strategies/factors/sorting_strategy.py
src/quant_pml/strategies/heuristics/__init__.py
src/quant_pml/strategies/heuristics/capitalization_weighted.py
src/quant_pml/strategies/heuristics/equally_weighted.py
src/quant_pml/strategies/heuristics/target_strategy.py
src/quant_pml/strategies/ml/__init__.py
src/quant_pml/strategies/ml/ret_clf/__init__.py
src/quant_pml/strategies/ml/ret_clf/fractional_momentum_sample_mean.py
src/quant_pml/strategies/ml/ret_clf/fractional_momentum_sklearn.py
src/quant_pml/strategies/ml/scoring/__init__.py
src/quant_pml/strategies/ml/scoring/base_ml_scoring_strategy.py
src/quant_pml/strategies/optimized/__init__.py
src/quant_pml/strategies/optimized/base_estimated_strategy.py
src/quant_pml/strategies/optimized/long_short_min_var.py
src/quant_pml/strategies/optimized/max_decorr.py
src/quant_pml/strategies/optimized/mean_var.py
src/quant_pml/strategies/optimized/min_var.py
src/quant_pml/strategies/optimized/resid_min_var.py
src/quant_pml/strategies/optimized/risk_parity.py
src/quant_pml/strategies/optimized/timed_risk_parity.py
src/quant_pml/strategies/optimized/unconditional_mean_var.py
src/quant_pml/strategies/scaling/__init__.py
src/quant_pml/strategies/scaling/volatility_targeting.py
src/quant_pml/strategies/timing/__init__.py
src/quant_pml/strategies/timing/vol_timing.py
src/quant_pml/strategies/timing/vol_timing_vs_bonds.py
src/quant_pml/strategies/weighting/__init__.py
src/quant_pml/strategies/weighting/weighting_mixin.py
src/quant_pml/utils/__init__.py
src/quant_pml/utils/data.py
src/quant_pml/utils/linalg.py
src/quant_pml/utils/pd_date.py