Index

_

__call__() (finds.backtesting.backtest.BackTest method) (finds.backtesting.dailyperformance.DailyPerformance method) (finds.backtesting.eventstudy.EventStudy method) (finds.backtesting.riskpremium.RiskPremium method) (finds.readers.alfred.Alfred method) (finds.readers.taq.TAQ method) (finds.structured.signals.Signals method) (finds.structured.signals.SignalsFrame method) (finds.structured.structured.Lookup method) (finds.utils.finder.Finder method) __getitem__() (finds.readers.alfred.Alfred method) (finds.readers.ffreader.FFReader method) (finds.readers.fomcreader.FOMCReader method) (finds.readers.sectoring.Sectoring method) (finds.readers.taq.TAQ method) (finds.structured.signals.Signals method) (finds.structured.structured.Lookup method) (finds.structured.structured.Structured method) (finds.unstructured.edgar.Edgar method) (finds.unstructured.unstructured.Unstructured method) (finds.unstructured.vocab.Vocab method) (finds.utils.pyR.PyR method) (finds.utils.store.Store method)

A

Alfred (class in finds.readers.alfred) align_trades() (in module finds.readers.taq)

approximate_factors() (in module finds.recipes.econs) as_dtypes() (in module finds.database.sql) assign() (finds.utils.pyR.PyR method)

B

BackTest (class in finds.backtesting.backtest) BEA (class in finds.readers.bea) begmo() (finds.structured.busday.BusDay method) (finds.structured.stocks.StocksFrame.bd static method) begwk() (finds.structured.busday.BusDay method) begyr() (finds.structured.busday.BusDay method) Benchmarks (class in finds.structured.benchmarks) bin_quotes() (in module finds.readers.taq) bin_trades() (in module finds.readers.taq)

bivariate_sorts() (in module finds.backtesting.backtesting) bond_price() (in module finds.recipes.finance) bootstrap_risk() (in module finds.recipes.finance) bootstrap_spot() (in module finds.recipes.finance) build_lookup() (finds.structured.crsp.CRSP method) (finds.structured.ibes.IBES method) (finds.structured.pstat.PSTAT method) (finds.structured.structured.Structured method) BusDay (class in finds.structured.busday)

C

cache_ret() (finds.structured.crsp.CRSP method) (finds.structured.stocks.Stocks method) categories() (finds.readers.alfred.Alfred method) cd() (finds.utils.gdrive.GDrive method) chmod() (finds.utils.gdrive.GDrive method) clean_nbbo() (in module finds.readers.taq) clean_trade() (in module finds.readers.taq) clear() (finds.readers.alfred.Alfred method) close() (finds.readers.taq.TAQ method) (finds.unstructured.edgar.Edgar method) ColorMap() (in module finds.utils.plots)

community_detection() (in module finds.recipes.graph) community_quality() (in module finds.recipes.graph) compound_ret() (in module finds.backtesting.backtest) construct_series() (finds.readers.alfred.Alfred static method) create_all() (finds.database.sql.SQL method) create_database() (finds.database.sql.SQL static method) create_engine() (finds.database.sql.SQL method) Crosswalk (class in finds.readers.sectoring) CRSP (class in finds.structured.crsp) CRSPBuffer (class in finds.structured.crsp) csv_from_zip() (in module finds.readers.alfred) cuda_summary() (in module finds.recipes.learn)

D

daily (finds.readers.ffreader.FFReader attribute) DailyPerformance (class in finds.backtesting.dailyperformance) Database (class in finds.database.database) date_range() (finds.structured.busday.BusDay method) date_spans() (finds.readers.alfred.Alfred method) date_tuples() (finds.structured.busday.BusDay method) (finds.structured.stocks.StocksFrame.bd static method) datetime() (finds.structured.busday.BusDay method) day() (finds.structured.busday.BusDay static method) december_fiscal() (finds.structured.busday.BusDay method)

delete() (finds.unstructured.unstructured.Unstructured method) (finds.utils.gdrive.GDrive method) dim (finds.unstructured.vocab.Vocab property) dir() (finds.utils.gdrive.GDrive method) dlstcodes_ (finds.structured.crsp.CRSP attribute) drop() (finds.database.mongodb.MongoDB method) drop_all() (finds.structured.structured.Structured method) dump() (finds.database.redisdb.RedisDB method) (finds.readers.alfred.Alfred method) (finds.unstructured.vocab.Vocab method) (finds.utils.store.Store method)

E

Edgar (class in finds.unstructured.edgar) edgar_url (finds.unstructured.edgar.Edgar attribute) efficient_portfolio() (in module finds.recipes.finance) endmo() (finds.structured.busday.BusDay method) (finds.structured.stocks.StocksFrame.bd static method) endqr() (finds.structured.busday.BusDay method)

endwk() (finds.structured.busday.BusDay method) endyr() (finds.structured.busday.BusDay method) event (finds.structured.pstat.PSTAT property) EventStudy (class in finds.backtesting.eventstudy) extract_filenames() (finds.unstructured.edgar.Edgar static method) extract_item() (finds.unstructured.edgar.Edgar static method)

F

fetch() (finds.readers.ffreader.FFReader static method) fetch_detail() (finds.unstructured.edgar.Edgar static method) fetch_filing() (finds.unstructured.edgar.Edgar static method) fetch_index() (finds.unstructured.edgar.Edgar static method) fetch_tickers() (finds.unstructured.edgar.Edgar static method) fetchall() (finds.utils.gdrive.GDrive method) fetchone() (finds.utils.gdrive.GDrive method) FFReader (class in finds.readers.ffreader) fft_align() (in module finds.recipes.filters) fft_correlation() (in module finds.recipes.filters) fft_neweywest() (in module finds.recipes.filters) fillna_em() (in module finds.recipes.econs) Finder (class in finds.utils.finder) finds.backtesting.backtest module finds.backtesting.backtesting module finds.backtesting.dailyperformance module finds.backtesting.eventstudy module finds.backtesting.riskpremium module finds.database.database module finds.database.mongodb module finds.database.redisdb module finds.database.sql module finds.readers.alfred module finds.readers.bea module finds.readers.ffreader module finds.readers.fomcreader module finds.readers.readers module finds.readers.sectoring module finds.readers.taq module finds.recipes.econs module finds.recipes.filters module finds.recipes.finance module

finds.recipes.graph module finds.recipes.learn module finds.structured.benchmarks module finds.structured.busday module finds.structured.crsp module finds.structured.ibes module finds.structured.pstat module finds.structured.signals module finds.structured.stocks module finds.structured.structured module finds.unstructured.edgar module finds.unstructured.unstructured module finds.unstructured.vocab module finds.utils.finder module finds.utils.gdrive module finds.utils.plots module finds.utils.pyR module finds.utils.store module finds.utils.utils module fit() (finds.backtesting.backtest.BackTest method) (finds.backtesting.eventstudy.EventStudy method) (finds.backtesting.riskpremium.RiskPremium method) FOMCReader (class in finds.readers.fomcreader) form_batches() (in module finds.recipes.learn) form_input() (in module finds.recipes.learn) form_splits() (in module finds.recipes.learn) forwards_from_spots() (in module finds.recipes.finance) fractile_split() (in module finds.recipes.filters) frame (finds.utils.pyR.PyR property) fred_md() (in module finds.readers.alfred) fred_qd() (in module finds.readers.alfred) fstats() (in module finds.recipes.econs)

G

GDrive (class in finds.utils.gdrive) get() (finds.readers.bea.BEA method) (finds.unstructured.unstructured.Unstructured method) (finds.utils.gdrive.GDrive method) get_cap() (finds.structured.crsp.CRSP method) get_category() (finds.readers.alfred.Alfred method) get_compounded() (finds.structured.stocks.Stocks method) get_detail_filings() (finds.unstructured.edgar.Edgar static method) get_divamt() (finds.structured.crsp.CRSP method) get_dlret() (finds.structured.crsp.CRSP method) get_embeddings() (finds.unstructured.vocab.Vocab method) get_index() (finds.unstructured.vocab.Vocab method) get_linked() (finds.structured.ibes.IBES method) (finds.structured.pstat.PSTAT method) (finds.structured.structured.Structured method) get_many() (finds.structured.stocks.Stocks method) get_permnos() (finds.structured.ibes.IBES method) (finds.structured.pstat.PSTAT method) (finds.structured.structured.Structured method) get_range() (finds.structured.stocks.Stocks method)

get_ret() (finds.structured.crsp.CRSP method) (finds.structured.crsp.CRSPBuffer method) (finds.structured.stocks.Stocks method) (finds.structured.stocks.StocksBuffer method) (finds.structured.stocks.StocksFrame method) get_section() (finds.structured.stocks.Stocks method) (finds.structured.stocks.StocksBuffer method) get_series() (finds.backtesting.backtest.BackTest method) (finds.readers.alfred.Alfred method) (finds.structured.stocks.Stocks method) (finds.structured.stocks.StocksFrame method) get_universe() (finds.structured.crsp.CRSP method) (finds.structured.crsp.CRSPBuffer method) get_window() (finds.structured.stocks.Stocks method) get_word() (finds.unstructured.vocab.Vocab method) gmv_portfolio() (in module finds.recipes.finance) graph_draw() (in module finds.recipes.graph) graph_info() (in module finds.recipes.graph) gzip_dump() (finds.utils.store.Store static method) gzip_load() (finds.utils.store.Store static method)

H

halflife() (in module finds.recipes.finance) header() (finds.readers.alfred.Alfred method)

historical_risk() (in module finds.recipes.finance) hl_vol() (in module finds.recipes.finance)

I

IBES (class in finds.structured.ibes) Index() (finds.database.sql.SQL class method) index() (finds.utils.pyR.PyR method) index_symbols() (finds.readers.taq.TAQ method) insert() (finds.unstructured.unstructured.Unstructured method)

integration_order() (in module finds.recipes.econs) is_dlstcode() (finds.structured.crsp.CRSP class method) is_outlier() (in module finds.recipes.filters) ismonthend() (finds.structured.busday.BusDay method) itertaq() (in module finds.readers.taq)

J

json_dump() (finds.utils.store.Store static method)

json_load() (finds.utils.store.Store static method) june_universe() (finds.structured.busday.BusDay method)

K

keys() (finds.readers.alfred.Alfred method) (finds.readers.ffreader.FFReader static method)

kupiec() (in module finds.recipes.finance) kupiec_LR() (in module finds.recipes.finance)

L

least_squares() (in module finds.recipes.econs) link_prediction() (in module finds.recipes.graph) load() (finds.database.redisdb.RedisDB method) (finds.readers.alfred.Alfred method) (finds.readers.sectoring.Sectoring method) (finds.unstructured.vocab.Vocab method) (finds.utils.store.Store method)

load_csv() (finds.structured.structured.Structured method) load_dataframe() (finds.database.sql.SQL method) (finds.structured.structured.Structured method) (finds.unstructured.unstructured.Unstructured method) load_infile() (finds.database.sql.SQL method) load_series() (finds.structured.benchmarks.Benchmarks method) Lookup (class in finds.structured.structured) ls() (finds.utils.gdrive.GDrive method)

M

macaulay_duration() (in module finds.recipes.finance) maximum_drawdown() (in module finds.recipes.finance) md() (finds.utils.gdrive.GDrive method) mkdir() (finds.utils.gdrive.GDrive method) modified_convexity() (in module finds.recipes.finance) modified_duration() (in module finds.recipes.finance) module finds.backtesting.backtest finds.backtesting.backtesting finds.backtesting.dailyperformance finds.backtesting.eventstudy finds.backtesting.riskpremium finds.database.database finds.database.mongodb finds.database.redisdb finds.database.sql finds.readers.alfred finds.readers.bea finds.readers.ffreader finds.readers.fomcreader finds.readers.readers finds.readers.sectoring finds.readers.taq finds.recipes.econs finds.recipes.filters finds.recipes.finance finds.recipes.graph finds.recipes.learn finds.structured.benchmarks finds.structured.busday finds.structured.crsp finds.structured.ibes finds.structured.pstat finds.structured.signals finds.structured.stocks finds.structured.structured finds.unstructured.edgar finds.unstructured.unstructured finds.unstructured.vocab finds.utils.finder finds.utils.gdrive finds.utils.plots finds.utils.pyR finds.utils.store finds.utils.utils

MongoDB (class in finds.database.mongodb) month() (finds.structured.busday.BusDay static method) monthly (finds.readers.ffreader.FFReader attribute) mrsq() (in module finds.recipes.econs) multpl() (finds.readers.alfred.Alfred static method)

N

ncol (finds.utils.pyR.PyR property)

nodes_centrality() (in module finds.recipes.graph) nrow (finds.utils.pyR.PyR property)

O

observations() (finds.readers.alfred.Alfred method) offset() (finds.structured.busday.BusDay method) ohlc_vol() (in module finds.recipes.finance)

open() (finds.readers.taq.TAQ method) (finds.unstructured.edgar.Edgar method) opentaq() (in module finds.readers.taq)

P

parametric_risk() (in module finds.recipes.finance) params (finds.readers.bea.BEA attribute) parse_pathname() (finds.unstructured.edgar.Edgar static method) parse_where() (in module finds.database.mongodb) pathname() (finds.utils.store.Store method) pickle_dump() (finds.utils.store.Store static method) pickle_load() (finds.utils.store.Store static method) pivot() (finds.database.sql.SQL method) plot() (finds.backtesting.backtest.BackTest method) (finds.backtesting.eventstudy.EventStudy method) (finds.backtesting.riskpremium.RiskPremium method) plot_bands() (in module finds.utils.plots) plot_bar() (in module finds.utils.plots) plot_date() (in module finds.utils.plots)

plot_fitted() (in module finds.utils.plots) plot_groupbar() (in module finds.utils.plots) plot_hist() (in module finds.utils.plots) plot_leverage() (in module finds.utils.plots) plot_qq() (in module finds.utils.plots) plot_scale() (in module finds.utils.plots) plot_scatter() (in module finds.utils.plots) plot_taq() (in module finds.readers.taq) plot_time() (in module finds.utils.plots) pop() (finds.readers.alfred.Alfred method) popular() (finds.readers.alfred.Alfred static method) PSTAT (class in finds.structured.pstat) put() (finds.utils.gdrive.GDrive method) PyR (class in finds.utils.pyR)

Q

quadprog() (in module finds.recipes.finance)

R

read() (finds.backtesting.backtest.BackTest method) (finds.backtesting.eventstudy.EventStudy method) (finds.readers.taq.TAQ method) (finds.structured.signals.Signals method) read_dataframe() (finds.database.sql.SQL method) (finds.structured.structured.Structured method) read_ioUse() (finds.readers.bea.BEA method) read_ioUse_xls() (finds.readers.bea.BEA method) read_summary() (finds.backtesting.eventstudy.EventStudy method) RedisDB (class in finds.database.redisdb) remove() (finds.database.sql.SQL method) remove_outliers() (in module finds.recipes.filters)

request_category() (finds.readers.alfred.Alfred method) request_series() (finds.readers.alfred.Alfred method) request_series_categories() (finds.readers.alfred.Alfred method) request_series_observations() (finds.readers.alfred.Alfred method) requests_get() (in module finds.readers.readers) RiskPremium (class in finds.backtesting.riskpremium) rm() (finds.utils.gdrive.GDrive method) rmdir() (finds.utils.gdrive.GDrive method) ro (finds.utils.pyR.PyR property) role (finds.structured.pstat.PSTAT property) rollback() (finds.database.sql.SQL method) row_formatted() (in module finds.utils.utils) run() (finds.database.sql.SQL method)

S

save_detail() (finds.unstructured.edgar.Edgar method) save_filing() (finds.unstructured.edgar.Edgar method) save_item() (finds.unstructured.edgar.Edgar method) savefig() (finds.utils.pyR.PyR static method) Sectoring (class in finds.readers.sectoring) sectoring() (finds.readers.bea.BEA static method) (finds.readers.ffreader.FFReader static method) (finds.readers.sectoring.Crosswalk static method) select() (finds.unstructured.unstructured.Unstructured method) select_baing() (in module finds.recipes.econs) set_embeddings() (finds.unstructured.vocab.Vocab method) set_xticks() (in module finds.utils.plots) short_desc (finds.readers.bea.BEA attribute) show() (finds.database.mongodb.MongoDB method) (finds.unstructured.unstructured.Unstructured method)

Signals (class in finds.structured.signals) SignalsFrame (class in finds.structured.signals) splice() (finds.readers.alfred.Alfred method) splice_ (finds.readers.alfred.Alfred attribute) SQL (class in finds.database.sql) Stocks (class in finds.structured.stocks) StocksBuffer (class in finds.structured.stocks) StocksFrame (class in finds.structured.stocks) StocksFrame.bd (class in finds.structured.stocks) Store (class in finds.utils.store) StrListVector() (in module finds.utils.pyR) Structured (class in finds.structured.structured) subplots() (in module finds.utils.plots) summary() (finds.database.sql.SQL method) (finds.structured.signals.Signals method)

T

Table() (finds.database.sql.SQL method) table_key() (finds.structured.signals.Signals method) tangency_portfolio() (in module finds.recipes.finance) TAQ (class in finds.readers.taq) taq_from_csv() (in module finds.readers.taq) tcode (finds.readers.alfred.Alfred attribute) ticker_url (finds.unstructured.edgar.Edgar attribute) to_date() (finds.structured.busday.BusDay static method) to_datetime() (finds.structured.busday.BusDay static method)

to_localdir() (finds.unstructured.edgar.Edgar method) to_localname() (finds.unstructured.edgar.Edgar method) to_monthend() (finds.structured.busday.BusDay static method) to_quarterend() (finds.structured.busday.BusDay static method) to_type() (in module finds.utils.utils) today() (finds.structured.busday.BusDay static method) tokenize() (finds.unstructured.vocab.Vocab method) torch_summary() (in module finds.recipes.learn) torch_trainable() (in module finds.recipes.learn) transform() (finds.readers.alfred.Alfred static method)

U

univariate_sorts() (in module finds.backtesting.backtesting)

Unstructured (class in finds.unstructured.unstructured) update() (finds.unstructured.vocab.Vocab method)

V

values (finds.utils.pyR.PyR property)

values() (finds.readers.alfred.Alfred method) Vocab (class in finds.unstructured.vocab)

W

weighted_average() (in module finds.recipes.filters) winsorize() (in module finds.recipes.filters) write() (finds.backtesting.backtest.BackTest method) (finds.backtesting.eventstudy.EventStudy method) (finds.structured.signals.Signals method)

write_links() (finds.structured.ibes.IBES method) write_summary() (finds.backtesting.eventstudy.EventStudy method)

Y

year() (finds.structured.busday.BusDay static method)