SYMBOL INDEX (106 symbols across 13 files)

FILE: fitting/bruteforce.py
  function get_results (line 26) | def get_results(results, i, j, instrument):
  function t_test (line 53) | def t_test(acc1, acc2):
  function get_ttest_results (line 69) | def get_ttest_results(results, i, j, instrument, max_acc):
  function get_corr_results (line 75) | def get_corr_results(results, i, j, instrument, max_acc):
  function pooled_results (line 117) | def pooled_results(results, i,j):
  function get_results_all_instruments (line 121) | def get_results_all_instruments(results, i, j):
  function get_ttest_results_pooled (line 143) | def get_ttest_results_pooled(results, i, j,  max_acc):

FILE: forecasting/crossassets.py
  function get_expost_data (line 28) | def get_expost_data(perc):
  function generate_fitting_dates (line 35) | def generate_fitting_dates(data, date_method, period="12M",rollperiods=20):
  function calc_historic_confidence (line 109) | def calc_historic_confidence(perc, function_to_use, rollperiods=250):
  function single_bootstrap_from_data (line 125) | def single_bootstrap_from_data(data):
  function gen_bootstraps_from_data (line 131) | def gen_bootstraps_from_data(data, monte_carlo=100):
  function calc_historic_corr_distr_annual__us10_us5 (line 138) | def calc_historic_corr_distr_annual__us10_us5(perc, fit_date):
  function calc_historic_corr_distr_annual__us10_sp500 (line 151) | def calc_historic_corr_distr_annual__us10_sp500(perc, fit_date=None):
  function corr1 (line 181) | def corr1(period_data):
  function corr2 (line 184) | def corr2(period_data):

FILE: forecasting/forecasting.py
  function get_expost_data (line 19) | def get_expost_data(perc):
  function calc_historic_confidence (line 27) | def calc_historic_confidence(perc, function_to_use, rollperiods=250):
  function calc_historic_mean_distr_annual (line 43) | def calc_historic_mean_distr_annual(perc, fit_date):
  function single_bootstrap_from_data (line 56) | def single_bootstrap_from_data(data):
  function gen_bootstraps_from_data (line 62) | def gen_bootstraps_from_data(data, monte_carlo=500):
  function calc_historic_SR_distr_annual (line 69) | def calc_historic_SR_distr_annual(perc, fit_date):
  function calc_historic_std_distr_annual (line 79) | def calc_historic_std_distr_annual(perc, fit_date):
  function calc_historic_distr_annual (line 89) | def calc_historic_distr_annual(perc, fit_date):
  function ewmav (line 100) | def ewmav(x, span=35):
  function generate_fitting_dates (line 104) | def generate_fitting_dates(data, date_method, period="12M",rollperiods=20):
  function sr_func (line 208) | def sr_func(data):
  function calc_ewmac_forecast (line 237) | def calc_ewmac_forecast(price, Lfast=64, Lslow=256):

FILE: mythbusting/overextend.py
  function clean_data (line 9) | def clean_data(x, y, maxstd=6.0):
  function bin_fit (line 29) | def bin_fit(x, y, buckets=3):
  function get_scatter_data_for_code_forecast (line 69) | def get_scatter_data_for_code_forecast(system,
  function do_a_little_plot (line 99) | def do_a_little_plot(system):
  function fit_a_filter_datewise (line 129) | def fit_a_filter_datewise(system,
  function fit_a_filter (line 169) | def fit_a_filter(system,
  function filtering_function (line 196) | def filtering_function(raw_forecast,
  class newfsc (line 235) | class newfsc(ForecastScaleCapEstimated):
    method get_raw_forecast (line 236) | def get_raw_forecast(self, instrument_code, rule_name):
    method get_filtered_forecast (line 242) | def get_filtered_forecast(self, instrument_code, rule_variation_name):
    method get_fitted_values (line 278) | def get_fitted_values(self, instrument_code, rule_variation_name):
    method get_actual_raw_forecast (line 309) | def get_actual_raw_forecast(self, instrument_code, rule_variation_name):

FILE: mythbusting/timevariationreturns.py
  function get_scatter_data_for_code_vol (line 41) | def get_scatter_data_for_code_vol(system,
  function clean_data (line 72) | def clean_data(x, y, maxstd=6.0):
  function bin_fit (line 92) | def bin_fit(x, y, buckets=3):

FILE: optimisation/uncertainty.py
  function calc_weekly_return (line 15) | def calc_weekly_return(instrument_code, start_date=pd.datetime(1998,1,1)):
  function some_random_bootstrapped_returns (line 33) | def some_random_bootstrapped_returns(returns, horizon=None):
  function statistic_from_bootstrap (line 41) | def statistic_from_bootstrap(returns, stat_function, horizon=None):
  function distribution_of_statistic (line 47) | def distribution_of_statistic(returns, stat_function, monte_length=1000,...
  function sharpe_ratio (line 59) | def sharpe_ratio(weekly_returns):
  function annualised_mean (line 62) | def annualised_mean(weekly_returns):
  function annualised_std (line 65) | def annualised_std(weekly_returns):
  function corr_as_vector (line 68) | def corr_as_vector(weekly_returns):
  function optimisation (line 72) | def optimisation(weekly_returns, equalisecorr=False, equaliseSR=False, r...
  function optimisation_with_data (line 93) | def optimisation_with_data(corrmatrix, mean_list, stdev_list):
  function get_rolling_estimate (line 155) | def get_rolling_estimate(returns, func_name, value_index=0, monte_length...
  function threeassetportfolio (line 191) | def threeassetportfolio(yearsdata=30, SRlist=[0.5, 0.5, 0.5], annual_vol...
  function rolling_optimisation (line 223) | def rolling_optimisation(weekly_returns, opt_function=optimisation, **kw...
  function bootstrapped_optimisation (line 238) | def bootstrapped_optimisation(weekly_returns, monte_carlo=1000, **kwargs):
  function measure_12_month_momentum (line 262) | def measure_12_month_momentum(weekly_returns):
  function measure_abs_momentum (line 269) | def measure_abs_momentum(weekly_returns):
  function measure_relative_momentum (line 280) | def measure_relative_momentum(weekly_returns):
  function subset_data_by_momentum_range (line 291) | def subset_data_by_momentum_range(weekly_returns,  mrange=[-999, -2.0]):
  function distribution_by_momentum_range (line 309) | def distribution_by_momentum_range(weekly_returns,  stat_function, mrang...
  function distances (line 347) | def distances(weekly_returns):
  function get_distance_versus_value (line 360) | def get_distance_versus_value(value, mom_estimates, date_index_value):
  function single_value_calc (line 363) | def single_value_calc(value, other_value):
  function optimisation_bayesian_riskweights (line 368) | def optimisation_bayesian_riskweights(weekly_returns, shrinkcorr=0.0, sh...

FILE: rateconditiong.py
  function partition (line 38) | def partition(pandlcurve, conditioning_variable, pbins=5):
  function partitionit (line 68) | def partitionit(system, data, predictor_name , instrument_name, cond_nam...
  function box_whisker_plot (line 123) | def box_whisker_plot(system, data, predictor_name , instrument_name, con...
  function SR_sample (line 133) | def SR_sample(sample_pandl):
  function generate_random_index (line 137) | def generate_random_index(boot_length):
  function sampling_distribution_SR (line 141) | def sampling_distribution_SR(single_pandl, boot_count = 100):
  function t_tests (line 152) | def t_tests(pandl_list):
  function multiple_hist_plot (line 164) | def multiple_hist_plot(pandl_list, bounds, boot_count = 100):

FILE: regressionrule/randomdata.py
  function create_data_for_random_system (line 31) | def create_data_for_random_system():
  function create_rules_for_random_system (line 52) | def create_rules_for_random_system():
  function random_system_for_regression (line 72) | def random_system_for_regression(data, config, rules, log_level="on"):

FILE: regressionrule/realdata.py
  function create_rules_for_random_system (line 27) | def create_rules_for_random_system():
  function random_system_for_regression (line 47) | def random_system_for_regression(config, rules, log_level="on"):

FILE: regressionrule/tradingrule.py
  function my_regr (line 6) | def my_regr(df, idx=None, timewindow=None, min_periods=10):
  function regression_rule (line 62) | def regression_rule(price, volatility, timewindow=256, min_periods=10):

FILE: smallaccountsize/instrument_list/instrument_list.py
  function instr_asset_class (line 32) | def instr_asset_class(instrument_code, assetclasses):
  function asset_class_count (line 36) | def asset_class_count(portfolio, all_assets, assetclasess):
  function which_asset_classes_next (line 47) | def which_asset_classes_next(my_portfolio, suitable_instruments, all_ass...
  function rank_within_asset_class (line 84) | def rank_within_asset_class(asset_class, suitable_instruments, assetclas...
  function choose_best_instrument (line 104) | def choose_best_instrument(suitable_asset_classes, suitable_instruments,
  function average_correlation (line 122) | def average_correlation(instrument_code,
  function return_lowest_five (line 142) | def return_lowest_five(avg_correlation_list, suitable_instruments):
  function return_highest_max_position (line 154) | def return_highest_max_position(shortlist, max_positions):

FILE: smallaccountsize/roundingeffects.py
  class ForecastWithBinary (line 13) | class ForecastWithBinary(ForecastCombineFixed):
    method get_combined_forecast (line 14) | def get_combined_forecast(self, instrument_code):
  class ForecastWithThreshold (line 56) | class ForecastWithThreshold(ForecastCombineFixed):
    method get_combined_forecast (line 57) | def get_combined_forecast(self, instrument_code):

FILE: vix/vix.py
  function process_row (line 13) | def process_row(x):
  function get_vix_data (line 20) | def get_vix_data():
  function get_us_long_data (line 25) | def get_us_long_data():
  function half_split (line 30) | def half_split(conditioner):
  function deciles (line 34) | def deciles(conditioner):
  function deciles_and_mid (line 37) | def deciles_and_mid(conditioner):
  function no_binning (line 42) | def no_binning(conditioner):
  function below_10 (line 45) | def below_10(conditioner):
  function produce_conditioned_distributions (line 50) | def produce_conditioned_distributions(conditioner, bin_func, response_ch...
  function do_a_plot (line 64) | def do_a_plot(response_variable, conditioner, lag_response=True, frequen...
  function _sample_this (line 122) | def _sample_this(thingtosample, sample_length):
  function paired_test (line 126) | def paired_test(bin_data, number_of_runs=200):
  function plot_paired_test (line 143) | def plot_paired_test(bin_data, number_of_runs=200):