LICENSE.txt
MANIFEST.in
README.md
pyproject.toml
optimalportfolios/__init__.py
optimalportfolios/config.py
optimalportfolios/local_path.py
optimalportfolios/settings.yaml
optimalportfolios.egg-info/PKG-INFO
optimalportfolios.egg-info/SOURCES.txt
optimalportfolios.egg-info/dependency_links.txt
optimalportfolios.egg-info/requires.txt
optimalportfolios.egg-info/top_level.txt
optimalportfolios/alphas/README.md
optimalportfolios/alphas/__init__.py
optimalportfolios/alphas/alpha_data.py
optimalportfolios/alphas/backtest_alphas.py
optimalportfolios/alphas/signal_diagnostics.py
optimalportfolios/alphas/profile/__init__.py
optimalportfolios/alphas/profile/core.py
optimalportfolios/alphas/profile/signal_profilers.py
optimalportfolios/alphas/signals/__init__.py
optimalportfolios/alphas/signals/carry.py
optimalportfolios/alphas/signals/low_beta.py
optimalportfolios/alphas/signals/managers_alpha.py
optimalportfolios/alphas/signals/momentum.py
optimalportfolios/alphas/signals/residual_momentum.py
optimalportfolios/alphas/signals/residual_reversal.py
optimalportfolios/alphas/signals/rolling_ewma_mean.py
optimalportfolios/alphas/signals/utils.py
optimalportfolios/alphas/signals/tests/align_rolling_clusters_test.py
optimalportfolios/alphas/signals/tests/managers_alpha_test.py
optimalportfolios/alphas/signals/tests/per_cadence_spans_test.py
optimalportfolios/alphas/signals/tests/signals_local.py
optimalportfolios/alphas/tests/cluster_scoring_test.py
optimalportfolios/alphas/tests/signal_comparison_test.py
optimalportfolios/alphas/tests/signal_diagnostics_test.py
optimalportfolios/covar_estimation/README.md
optimalportfolios/covar_estimation/__init__.py
optimalportfolios/covar_estimation/covar_estimator.py
optimalportfolios/covar_estimation/covar_reporting.py
optimalportfolios/covar_estimation/ewma_covar_estimator.py
optimalportfolios/covar_estimation/factor_covar_estimator.py
optimalportfolios/covar_estimation/risk_labelling.py
optimalportfolios/covar_estimation/risk_model_adapter.py
optimalportfolios/covar_estimation/utils.py
optimalportfolios/covar_estimation/tests/covar_properties_test.py
optimalportfolios/covar_estimation/tests/ewma_covar_estimator_local.py
optimalportfolios/covar_estimation/tests/factor_covar_estimator_local.py
optimalportfolios/covar_estimation/tests/risk_labelling_guard_test.py
optimalportfolios/covar_estimation/tests/risk_labelling_lineage_test.py
optimalportfolios/covar_estimation/tests/risk_labelling_test.py
optimalportfolios/covar_estimation/tests/risk_model_adapter_test.py
optimalportfolios/docs/alphas_module_readme.md
optimalportfolios/docs/examples_readme.md
optimalportfolios/docs/optimization_module_readme.md
optimalportfolios/docs/overlay_tail_floor.md
optimalportfolios/examples/__init__.py
optimalportfolios/examples/alphas/profile_alpha_signals.py
optimalportfolios/examples/backtests/__init__.py
optimalportfolios/examples/backtests/balanced_risk_budgets.py
optimalportfolios/examples/backtests/minimal_backtest.py
optimalportfolios/examples/backtests/multiasset_saa.py
optimalportfolios/examples/backtests/tracking_error_decomposition.py
optimalportfolios/examples/comparisons/covar_estimators.py
optimalportfolios/examples/comparisons/drift_policy.py
optimalportfolios/examples/comparisons/optimisers.py
optimalportfolios/examples/comparisons/parameter_sensitivity.py
optimalportfolios/examples/comparisons/risk_budgeting_ccd_vs_scipy.py
optimalportfolios/examples/comparisons/sp500_minvar_spans.py
optimalportfolios/examples/covar_estimation/demo_covar_different_estimation_freqs.py
optimalportfolios/examples/covar_estimation/lasso_covar_estimation.py
optimalportfolios/examples/covar_estimation/simulate_factor_returns.py
optimalportfolios/examples/data/__init__.py
optimalportfolios/examples/data/dow30_prices.csv
optimalportfolios/examples/data/etf_prices_local.py
optimalportfolios/examples/data/multiasset.py
optimalportfolios/examples/data/multiasset_returns.csv
optimalportfolios/examples/data/sp500_universe.py
optimalportfolios/examples/data/universe.py
optimalportfolios/examples/solvers/carra_mixture.py
optimalportfolios/examples/solvers/long_short.py
optimalportfolios/examples/solvers/max_diversification.py
optimalportfolios/examples/solvers/max_sharpe.py
optimalportfolios/examples/solvers/min_variance.py
optimalportfolios/examples/solvers/minimum_tracking_error.py
optimalportfolios/examples/solvers/overlay_tail_floor.py
optimalportfolios/examples/solvers/risk_budgeting.py
optimalportfolios/examples/solvers/target_return.py
optimalportfolios/examples/solvers/tracking_error.py
optimalportfolios/optimization/__init__.py
optimalportfolios/optimization/config.py
optimalportfolios/optimization/constraints.py
optimalportfolios/optimization/covar_factorization.py
optimalportfolios/optimization/portfolio_result.py
optimalportfolios/optimization/solver_diagnostics.py
optimalportfolios/optimization/wrapper_rolling_portfolios.py
optimalportfolios/optimization/general/__init__.py
optimalportfolios/optimization/general/carra_mixture.py
optimalportfolios/optimization/general/max_diversification.py
optimalportfolios/optimization/general/max_sharpe.py
optimalportfolios/optimization/general/minimum_tracking_error.py
optimalportfolios/optimization/general/quadratic.py
optimalportfolios/optimization/general/risk_budgeting.py
optimalportfolios/optimization/general/risk_budgeting_solver.py
optimalportfolios/optimization/saa/__init__.py
optimalportfolios/optimization/saa/max_return_target_vol.py
optimalportfolios/optimization/saa/min_variance_target_return.py
optimalportfolios/optimization/taa/__init__.py
optimalportfolios/optimization/taa/maximise_alpha_over_tre.py
optimalportfolios/optimization/taa/maximise_alpha_with_target_yield.py
optimalportfolios/optimization/tests/benchmark_beta_parity_test.py
optimalportfolios/optimization/tests/carra_mixture_local.py
optimalportfolios/optimization/tests/closed_form_optima_test.py
optimalportfolios/optimization/tests/constraints_branches_test.py
optimalportfolios/optimization/tests/constraints_test.py
optimalportfolios/optimization/tests/constraints_test_dev.py
optimalportfolios/optimization/tests/covar_factorization_test.py
optimalportfolios/optimization/tests/frozen_overshoot_relaxation_test.py
optimalportfolios/optimization/tests/input_contract_test.py
optimalportfolios/optimization/tests/max_diversification_local.py
optimalportfolios/optimization/tests/max_return_target_vol_local.py
optimalportfolios/optimization/tests/max_sharpe_local.py
optimalportfolios/optimization/tests/maximise_alpha_over_tre_hardening_test.py
optimalportfolios/optimization/tests/maximise_alpha_over_tre_local.py
optimalportfolios/optimization/tests/maximise_alpha_with_target_yield_local.py
optimalportfolios/optimization/tests/min_variance_target_return_local.py
optimalportfolios/optimization/tests/minimum_tracking_error_test.py
optimalportfolios/optimization/tests/portfolio_result_delegation_test.py
optimalportfolios/optimization/tests/portfolio_result_reporting_test.py
optimalportfolios/optimization/tests/quadratic_local.py
optimalportfolios/optimization/tests/rebalancing_constraints_test.py
optimalportfolios/optimization/tests/risk_budgeting_local.py
optimalportfolios/optimization/tests/risk_budgeting_solver_test.py
optimalportfolios/optimization/tests/risk_budgeting_wrapper_test.py
optimalportfolios/optimization/tests/rolling_dispatcher_test.py
optimalportfolios/optimization/tests/rolling_solvers_test.py
optimalportfolios/optimization/tests/rolling_wrapper_inputs_test.py
optimalportfolios/optimization/tests/run_diagnostics_test.py
optimalportfolios/optimization/tests/saa_utility_solvers_test.py
optimalportfolios/optimization/tests/scipy_solvers_test.py
optimalportfolios/optimization/tests/solver_diagnostics_test.py
optimalportfolios/optimization/tests/solver_error_fallback_test.py
optimalportfolios/optimization/tests/specialised_constraints_test.py
optimalportfolios/reports/__init__.py
optimalportfolios/reports/config.py
optimalportfolios/reports/marginal_backtest.py
optimalportfolios/reports/portfolio_result_plots.py
optimalportfolios/reports/portfolio_result_pybloqs.py
optimalportfolios/tests/concat_sort_convention_test.py
optimalportfolios/tests/data_masks.py
optimalportfolios/tests/docstring_convention_test.py
optimalportfolios/tests/public_api_test.py
optimalportfolios/tests/root_import_cycle_test.py
optimalportfolios/tests/version_metadata_test.py
optimalportfolios/universe/__init__.py
optimalportfolios/universe/universe_data.py
optimalportfolios/universe/universe_transforms.py
optimalportfolios/universe/tests/universe_container_test.py
optimalportfolios/universe/tests/universe_data_local.py
optimalportfolios/utils/__init__.py
optimalportfolios/utils/filter_nans.py
optimalportfolios/utils/gaussian_mixture.py
optimalportfolios/utils/portfolio_funcs.py
optimalportfolios/utils/weights_drift.py
optimalportfolios/utils/tests/__init__.py
optimalportfolios/utils/tests/gaussian_mixture_em_test.py
optimalportfolios/utils/tests/gaussian_mixture_local.py
optimalportfolios/utils/tests/gaussian_mixture_test.py
optimalportfolios/utils/tests/portfolio_funcs_properties_test.py
optimalportfolios/utils/tests/portfolios_funcs_local.py
optimalportfolios/utils/tests/weights_drift_test.py