Financial Data Science

Modules:

  • finds.database
  • finds.structured
  • finds.backtesting
  • finds.unstructured
  • finds.readers
  • finds.recipes
    • finds.recipes.econs
    • finds.recipes.finance
    • finds.recipes.graph
    • finds.recipes.filters
    • finds.recipes.learn
  • finds.utils
Financial Data Science
  • finds.recipes
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finds.recipes

  • finds.recipes.econs
    • approximate_factors()
    • fillna_em()
    • fstats()
    • integration_order()
    • least_squares()
    • mrsq()
    • select_baing()
  • finds.recipes.finance
    • bond_price()
    • bootstrap_risk()
    • bootstrap_spot()
    • efficient_portfolio()
    • forwards_from_spots()
    • gmv_portfolio()
    • halflife()
    • historical_risk()
    • hl_vol()
    • kupiec()
    • kupiec_LR()
    • macaulay_duration()
    • maximum_drawdown()
    • modified_convexity()
    • modified_duration()
    • ohlc_vol()
    • parametric_risk()
    • quadprog()
    • tangency_portfolio()
  • finds.recipes.graph
    • community_detection()
    • community_quality()
    • graph_draw()
    • graph_info()
    • link_prediction()
    • nodes_centrality()
  • finds.recipes.filters
    • fft_align()
    • fft_correlation()
    • fft_neweywest()
    • fractile_split()
    • is_outlier()
    • remove_outliers()
    • weighted_average()
    • winsorize()
  • finds.recipes.learn
    • cuda_summary()
    • form_batches()
    • form_input()
    • form_splits()
    • torch_summary()
    • torch_trainable()
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