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fincore_cpp
v0.1.0
从这里开始
安装
环境要求
从检出的源码构建
构建选项
安装与使用
验证安装
平台说明
文档构建
快速开始
构建收益序列并读取几个数字
准备因子面板
渲染报表
在出错处处理失败
后续步骤
教程:从价格生成一份月度业绩报告
准备工作
第 1 步:把价格变成收益
第 2 步:头条统计量
第 3 步:滚动视图
第 4 步:月度表
第 5 步:与基准比较
第 6 步:构建并渲染报表
你构建了什么
接下来往哪走
数据与数值约定
数据帧与时间
收益率、单位与年化
缺失值与对齐
所有权与生命周期
确定性与摘要
错误
报告与文件
频率与标签
架构与设计取舍
分层
所有权
确定性
错误与退化结果
并发
扩展点
刻意不提供的东西
文档如何映射这一点
指南
指标与滚动窗口
输入与单位
年化
收益与比率族
回撤族
分布与稳定性统计
滚动窗口与表
示例
如何选择指标
投资组合、风险、优化与模拟
组合输入拥有自己的数据
持仓、交易与容量
风险估计
回测你估计的东西
滚动前推验证
优化
模拟
失败模型小结
因子研究:从行到表
输入面板
分析配置
模型包含什么
Tears 与 artifacts
时点连接
导出与比较
最小研究
报告、运行时与扩展
一份文档,多种后端
Artifact bundle
转义与非有限值
运行时目录
会话与缓存
扩展
最小报表
配方集
单条序列的滚动指标
把最深的几次回撤列成表
VaR 加一个覆盖检验结论
多日期限的 GARCH VaR
从因子面板取分位均值
用修订数据构造时点面板
可复现的模拟
给报表加一张表并导出
示例与演示
渲染一份因子报表
用所有后端渲染同一份文档
交互式 ImPlot 仪表盘
基准
代码在哪里
参考
API 参考
模块
核心类型与错误
指标
绩效
风险
优化
组合
归因
因子研究
模拟
报告
运行时
可视化
扩展
如何阅读参考页
各模块通用的约定
覆盖情况
从 Python fincore 迁移
映射表
迁移检查清单
容易踩到的已知差异
这里的 parity 指什么
性能方法与局限
测量方式
这些数字怎么读
复现一次测量
局限与诚实的空白
故障排查
配置或构建失败
运行时错误
让你意外的数字
文档构建失败
发布问题
报告问题
参与代码与文档贡献
开始之前
代码变更
注释规范
文档变更
提交与 pull request
评审与证据
发布与平台状态
GitHub Pages——已上线
Read the Docs——已上线,单一项目
规则
版本与发布说明
你正在读的版本
当前状态
本周期的变更记录
下一个发布如何切出
术语表
维护者说明
注释轮次
API 页面
翻译
生成的产物
语言
English
简体中文
索引
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搜索
fincore_cpp
索引
在 GitHub 上编辑
索引
F
F
fincore::add_closing_transactions(C++ function)
fincore::add_custom_calendar_timedelta(C++ function)
,
[1]
fincore::adjust_returns_for_slippage(C++ function)
fincore::adjust_returns(C++ function)
fincore::adjusted_sharpe_ratio(C++ function)
fincore::agg_all_long_short(C++ function)
fincore::aggregate_returns(C++ function)
fincore::align_and_warn(C++ function)
fincore::align_binary_metric_inputs(C++ function)
,
[1]
fincore::align_on_common_index(C++ function)
fincore::align_time_series(C++ function)
fincore::aligned_series(C++ function)
,
[1]
fincore::alignment_error(C++ function)
fincore::alignment_policy::inner(C++ enumerator)
fincore::alignment_policy::outer_dropna(C++ enumerator)
fincore::alignment_policy::strict(C++ enumerator)
fincore::alignment_policy(C++ enum)
fincore::all_days_calendar(C++ function)
fincore::all_operations(C++ function)
fincore::alpha_beta(C++ function)
fincore::alpha_percentile_rank(C++ function)
fincore::alpha(C++ function)
fincore::analysis_context::analysis_context(C++ function)
fincore::analysis_context::computation_count(C++ function)
fincore::analysis_context::summary(C++ function)
fincore::analysis_context(C++ class)
fincore::analysis_session::analysis_session(C++ function)
fincore::analysis_session::cache_entries(C++ function)
fincore::analysis_session::catalog_digest(C++ function)
fincore::analysis_session::clear(C++ function)
fincore::analysis_session::closed(C++ function)
fincore::analysis_session::close(C++ function)
fincore::analysis_session::run(C++ function)
fincore::analysis_session(C++ class)
fincore::analysis_snapshot::analysis_snapshot(C++ function)
,
[1]
fincore::analysis_snapshot::digest(C++ function)
fincore::analysis_snapshot::materialize(C++ function)
fincore::analysis_snapshot(C++ class)
fincore::analyze_factor(C++ function)
,
[1]
fincore::analyze_performance_by_style(C++ function)
,
[1]
fincore::analyze_simulation_paths(C++ function)
fincore::annual_active_return_by_year(C++ function)
fincore::annual_active_return(C++ function)
fincore::annual_alpha(C++ function)
fincore::annual_beta(C++ function)
fincore::annual_return_by_year(C++ function)
fincore::annual_return(C++ function)
fincore::annual_volatility_by_year(C++ function)
fincore::annual_volatility(C++ function)
fincore::annualization_factor(C++ function)
fincore::annualize(C++ function)
fincore::antithetic_path_column_prefix(C++ member)
fincore::antithetic_variates(C++ function)
fincore::apply_factor_costs(C++ function)
fincore::apply_sector_mappings_to_round_trips(C++ function)
fincore::apply_slippage_penalty(C++ function)
fincore::artifact_bundle::add(C++ function)
fincore::artifact_bundle::artifacts(C++ member)
fincore::artifact_bundle::closed(C++ function)
fincore::artifact_bundle::close(C++ function)
fincore::artifact_bundle::descriptors(C++ member)
fincore::artifact_bundle::is_closed(C++ member)
fincore::artifact_bundle::metadata(C++ member)
fincore::artifact_bundle(C++ struct)
fincore::artifact_descriptor::media_type(C++ member)
fincore::artifact_descriptor::provenance(C++ member)
fincore::artifact_descriptor(C++ struct)
fincore::assess_liquidity(C++ function)
fincore::attribution_alignment::factor_loadings(C++ member)
fincore::attribution_alignment::factor_returns(C++ member)
fincore::attribution_alignment::positions(C++ member)
fincore::attribution_alignment::returns(C++ member)
fincore::attribution_alignment::warnings(C++ member)
fincore::attribution_alignment(C++ struct)
fincore::attribution_common_returns_column(C++ member)
fincore::attribution_factor_column(C++ member)
fincore::attribution_factor_operations(C++ function)
fincore::attribution_operations(C++ function)
fincore::attribution_specific_returns_column(C++ member)
fincore::attribution_symbol_column(C++ member)
fincore::attribution_tilt_returns_column(C++ member)
fincore::attribution_timing_returns_column(C++ member)
fincore::attribution_total_returns_column(C++ member)
fincore::average_cumulative_return_by_quantile(C++ function)
fincore::axes_style(C++ function)
fincore::backshift_returns_series(C++ function)
fincore::backtest_es(C++ function)
fincore::backtest_var(C++ function)
fincore::bar_chart::group_labels(C++ member)
fincore::bar_chart::series_labels(C++ member)
fincore::bar_chart::values(C++ member)
fincore::bar_chart(C++ struct)
fincore::basel_traffic_light(C++ function)
fincore::batch_fetch_error::batch_fetch_error(C++ function)
fincore::batch_fetch_error::errors(C++ function)
fincore::batch_fetch_error::partial_results(C++ function)
fincore::batch_fetch_error::provider(C++ function)
fincore::batch_fetch_error(C++ class)
fincore::batch(C++ function)
fincore::bayesian_cone_percentile_1_column(C++ member)
fincore::bayesian_cone_percentile_25_column(C++ member)
fincore::bayesian_cone_percentile_50_column(C++ member)
fincore::bayesian_cone_percentile_5_column(C++ member)
fincore::bayesian_cone_percentile_75_column(C++ member)
fincore::bayesian_cone_percentile_95_column(C++ member)
fincore::bayesian_cone_percentile_99_column(C++ member)
fincore::benchmark_column(C++ member)
fincore::benjamini_hochberg(C++ function)
fincore::beta_fragility_heuristic(C++ function)
fincore::beta(C++ function)
fincore::bokeh_backend::background_fill_color(C++ function)
fincore::bokeh_backend::bokeh_backend(C++ function)
fincore::bokeh_backend::create_document(C++ function)
fincore::bokeh_backend::grid_line_color(C++ function)
fincore::bokeh_backend::height(C++ function)
fincore::bokeh_backend::last_show_status(C++ function)
fincore::bokeh_backend::plot_drawdown(C++ function)
fincore::bokeh_backend::plot_monthly_heatmap(C++ function)
fincore::bokeh_backend::plot_returns(C++ function)
fincore::bokeh_backend::plot_rolling_sharpe(C++ function)
fincore::bokeh_backend::save_html(C++ function)
fincore::bokeh_backend::show(C++ function)
fincore::bokeh_backend::sizing_mode(C++ function)
fincore::bokeh_backend::text_color(C++ function)
fincore::bokeh_backend::theme(C++ function)
fincore::bokeh_backend::width(C++ function)
fincore::bokeh_backend(C++ class)
fincore::bokeh_document::axis_location(C++ member)
fincore::bokeh_document::axis_visible(C++ member)
fincore::bokeh_document::background_fill_color(C++ member)
fincore::bokeh_document::border_fill_color(C++ member)
fincore::bokeh_document::color_bar_desired_ticks(C++ member)
fincore::bokeh_document::color_bar_ticker(C++ member)
fincore::bokeh_document::color_bar(C++ member)
fincore::bokeh_document::color_mapper_palette(C++ member)
fincore::bokeh_document::glyphs(C++ member)
fincore::bokeh_document::grid_line_color(C++ member)
fincore::bokeh_document::grid_visible(C++ member)
fincore::bokeh_document::height(C++ member)
fincore::bokeh_document::hovers(C++ member)
fincore::bokeh_document::legend_click_policy(C++ member)
fincore::bokeh_document::legend_location(C++ member)
fincore::bokeh_document::major_label_standoff(C++ member)
fincore::bokeh_document::major_label_text_font_size(C++ member)
fincore::bokeh_document::mapper_high(C++ member)
fincore::bokeh_document::mapper_low(C++ member)
fincore::bokeh_document::mapper_range_set(C++ member)
fincore::bokeh_document::save_html(C++ function)
fincore::bokeh_document::sizing_mode(C++ member)
fincore::bokeh_document::spans(C++ member)
fincore::bokeh_document::text_color(C++ member)
fincore::bokeh_document::title(C++ member)
fincore::bokeh_document::to_html(C++ function)
fincore::bokeh_document::to_json(C++ function)
fincore::bokeh_document::to_svg(C++ function)
fincore::bokeh_document::toolbar_location(C++ member)
fincore::bokeh_document::width(C++ member)
fincore::bokeh_document::x_axis_label(C++ member)
fincore::bokeh_document::x_axis_type(C++ member)
fincore::bokeh_document::x_factors(C++ member)
fincore::bokeh_document::y_axis_label(C++ member)
fincore::bokeh_document::y_factors(C++ member)
fincore::bokeh_document(C++ struct)
fincore::bokeh_glyph::color(C++ member)
fincore::bokeh_glyph::fill_alpha(C++ member)
fincore::bokeh_glyph::fill_color(C++ member)
fincore::bokeh_glyph::kind::line(C++ enumerator)
fincore::bokeh_glyph::kind::rect(C++ enumerator)
fincore::bokeh_glyph::kind::varea(C++ enumerator)
fincore::bokeh_glyph::kind(C++ enum)
fincore::bokeh_glyph::legend_label(C++ member)
fincore::bokeh_glyph::line_dash(C++ member)
fincore::bokeh_glyph::line_width(C++ member)
fincore::bokeh_glyph::mapper_high(C++ member)
fincore::bokeh_glyph::mapper_low(C++ member)
fincore::bokeh_glyph::mapper_range_set(C++ member)
fincore::bokeh_glyph::palette(C++ member)
fincore::bokeh_glyph::rect_values(C++ member)
fincore::bokeh_glyph::rect_x(C++ member)
fincore::bokeh_glyph::rect_y(C++ member)
fincore::bokeh_glyph::type(C++ member)
fincore::bokeh_glyph::x_field(C++ member)
fincore::bokeh_glyph::x_labels(C++ member)
fincore::bokeh_glyph::x_values(C++ member)
fincore::bokeh_glyph::y_field(C++ member)
fincore::bokeh_glyph::y_values(C++ member)
fincore::bokeh_glyph(C++ struct)
fincore::bokeh_hover::formatters(C++ member)
fincore::bokeh_hover::mode(C++ member)
fincore::bokeh_hover::tooltips(C++ member)
fincore::bokeh_hover(C++ struct)
fincore::bokeh_span::dimension(C++ member)
fincore::bokeh_span::line_alpha(C++ member)
fincore::bokeh_span::line_color(C++ member)
fincore::bokeh_span::location(C++ member)
fincore::bokeh_span(C++ struct)
fincore::bootstrap_confidence_interval_result::lower(C++ member)
fincore::bootstrap_confidence_interval_result::upper(C++ member)
fincore::bootstrap_confidence_interval_result(C++ struct)
fincore::bootstrap_confidence_interval(C++ function)
fincore::bootstrap_distribution(C++ function)
,
[1]
fincore::bootstrap_metric_stats::name(C++ member)
fincore::bootstrap_metric_stats::samples(C++ member)
fincore::bootstrap_metric_stats::summary(C++ member)
fincore::bootstrap_metric_stats(C++ struct)
fincore::bootstrap_statistic::maximum(C++ enumerator)
fincore::bootstrap_statistic::mean(C++ enumerator)
fincore::bootstrap_statistic::median(C++ enumerator)
fincore::bootstrap_statistic::minimum(C++ enumerator)
fincore::bootstrap_statistic::sample_standard_deviation(C++ enumerator)
fincore::bootstrap_statistic::sharpe_ratio(C++ enumerator)
fincore::bootstrap_statistic::sortino_ratio(C++ enumerator)
fincore::bootstrap_statistic_column(C++ member)
fincore::bootstrap_statistic(C++ enum)
fincore::bootstrap_summary_result::mean(C++ member)
fincore::bootstrap_summary_result::sample_standard_deviation(C++ member)
fincore::bootstrap_summary_result::sharpe_ratio(C++ member)
fincore::bootstrap_summary_result::sortino_ratio(C++ member)
fincore::bootstrap_summary_result(C++ struct)
fincore::bootstrap_summary_statistic::confidence_interval(C++ member)
fincore::bootstrap_summary_statistic::standard_error(C++ member)
fincore::bootstrap_summary_statistic::value(C++ member)
fincore::bootstrap_summary_statistic(C++ struct)
fincore::bootstrap_summary(C++ function)
fincore::brinson_allocation_column(C++ member)
fincore::brinson_attribution(C++ function)
fincore::brinson_benchmark_return_column(C++ member)
fincore::brinson_cumulative_result::allocation(C++ member)
fincore::brinson_cumulative_result::benchmark_cumulative(C++ member)
fincore::brinson_cumulative_result::interaction(C++ member)
fincore::brinson_cumulative_result::portfolio_cumulative(C++ member)
fincore::brinson_cumulative_result::selection(C++ member)
fincore::brinson_cumulative_result::total(C++ member)
fincore::brinson_cumulative_result(C++ struct)
fincore::brinson_cumulative(C++ function)
fincore::brinson_interaction_column(C++ member)
fincore::brinson_period_result::allocation(C++ member)
fincore::brinson_period_result::benchmark_return(C++ member)
fincore::brinson_period_result::interaction(C++ member)
fincore::brinson_period_result::portfolio_return(C++ member)
fincore::brinson_period_result::selection(C++ member)
fincore::brinson_period_result::total(C++ member)
fincore::brinson_period_result(C++ struct)
fincore::brinson_portfolio_return_column(C++ member)
fincore::brinson_results(C++ function)
fincore::brinson_selection_column(C++ member)
fincore::brinson_total_column(C++ member)
fincore::BrinsonAttribution::BrinsonAttribution(C++ function)
fincore::BrinsonAttribution::calculate(C++ function)
fincore::BrinsonAttribution::sector_mapping(C++ function)
fincore::BrinsonAttribution(C++ class)
fincore::build_bar_chart(C++ function)
fincore::build_correlation_matrix(C++ function)
fincore::build_cumulative_returns_by_quantile(C++ function)
fincore::build_drawdown_chart(C++ function)
fincore::build_events_distribution(C++ function)
fincore::build_factor_portfolio_inputs(C++ function)
fincore::build_factor_report(C++ function)
fincore::build_factor_tear_charts(C++ function)
fincore::build_frontier_chart(C++ function)
fincore::build_histogram(C++ function)
fincore::build_ic_qq(C++ function)
fincore::build_mean_quantile_returns_spread_time_series(C++ function)
fincore::build_monthly_heatmap(C++ function)
fincore::build_monthly_ic_heatmap(C++ function)
fincore::build_portfolio_report(C++ function)
fincore::build_quantile_returns_violin(C++ function)
fincore::build_returns_chart(C++ function)
fincore::build_risk_report(C++ function)
fincore::build_risk_validation_report(C++ function)
fincore::build_rolling_sharpe_chart(C++ function)
fincore::build_series_chart(C++ function)
fincore::builtin_catalog(C++ function)
fincore::burke_ratio(C++ function)
fincore::business_day_calendar(C++ function)
fincore::cal_treynor_ratio(C++ function)
fincore::calc_distribution_stats(C++ function)
fincore::calculate_idiosyncratic_risk(C++ function)
fincore::calculate_regression_attribution(C++ function)
,
[1]
fincore::calculate_style_tilts(C++ function)
fincore::calmar_ratio(C++ function)
fincore::canonical_dataframe_csv(C++ function)
fincore::capacity_assessment::liquidation_days(C++ member)
fincore::capacity_assessment::low_liquidity_transactions(C++ member)
fincore::capacity_assessment::ticker_maximums(C++ member)
fincore::capacity_assessment(C++ struct)
fincore::capacity_config::capital_base(C++ member)
fincore::capacity_config::last_n_days(C++ member)
fincore::capacity_config::max_bar_consumption(C++ member)
fincore::capacity_config::mean_volume_window(C++ member)
fincore::capacity_config(C++ struct)
fincore::capm_r_squared(C++ function)
fincore::capture(C++ function)
fincore::cash_column(C++ member)
fincore::cashflow_adjusted_returns(C++ function)
fincore::cashflow_adjusted_twr(C++ function)
fincore::chart_series::benchmark(C++ member)
fincore::chart_series::dashed(C++ member)
fincore::chart_series::index(C++ member)
fincore::chart_series::label(C++ member)
fincore::chart_series::values(C++ member)
fincore::chart_series(C++ struct)
fincore::check_dependencies(C++ function)
fincore::christoffersen_lr(C++ function)
fincore::close_owned_figures(C++ function)
fincore::common_sense_ratio(C++ function)
fincore::common_start_returns(C++ function)
fincore::compute_bayes_cone(C++ function)
fincore::compute_cap_exposures(C++ function)
fincore::compute_consistency_score(C++ function)
fincore::compute_exposures(C++ function)
fincore::compute_forward_returns(C++ function)
fincore::compute_sector_exposures(C++ function)
fincore::compute_style_factor_exposures(C++ function)
fincore::compute_volume_exposures(C++ function)
fincore::conditional_es(C++ function)
fincore::conditional_sharpe_ratio(C++ function)
fincore::conditional_value_at_risk(C++ function)
fincore::conditional_var(C++ function)
fincore::cone_bounds_column_name(C++ function)
fincore::consecutive_stats(C++ function)
fincore::contextual_error(C++ function)
fincore::copy_for_consumer(C++ function)
fincore::cornell_timing(C++ function)
fincore::correlation_matrix::labels(C++ member)
fincore::correlation_matrix::present(C++ member)
fincore::correlation_matrix::unit(C++ member)
fincore::correlation_matrix::values(C++ member)
fincore::correlation_matrix(C++ struct)
fincore::create_perf_attrib_stats(C++ function)
fincore::cumulative_quantile_series::dates(C++ member)
fincore::cumulative_quantile_series::quantile(C++ member)
fincore::cumulative_quantile_series::values(C++ member)
fincore::cumulative_quantile_series(C++ struct)
fincore::cumulative_returns_less_costs(C++ function)
,
[1]
fincore::cumulative_returns(C++ function)
,
[1]
,
[2]
fincore::cumulative_return(C++ function)
,
[1]
,
[2]
fincore::custom_stress_scenario::name(C++ member)
fincore::custom_stress_scenario::return_multiplier(C++ member)
fincore::custom_stress_scenario::return_shift(C++ member)
fincore::custom_stress_scenario(C++ struct)
fincore::customize(C++ function)
fincore::daily_annualization(C++ member)
fincore::daily_consecutive_statistics::max_consecutive_down_days(C++ member)
fincore::daily_consecutive_statistics::max_consecutive_gain(C++ member)
fincore::daily_consecutive_statistics::max_consecutive_loss(C++ member)
fincore::daily_consecutive_statistics::max_consecutive_up_days(C++ member)
fincore::daily_consecutive_statistics(C++ struct)
fincore::daily_consecutive_stats(C++ function)
fincore::daily_frequency_name(C++ member)
fincore::daily_txn_bar::amount(C++ member)
fincore::daily_txn_bar::date(C++ member)
fincore::daily_txn_bar::price(C++ member)
fincore::daily_txn_bar::symbol(C++ member)
fincore::daily_txn_bar::volume(C++ member)
fincore::daily_txn_bar(C++ struct)
fincore::daily_txns_with_bar_data(C++ function)
fincore::data_alignment_error(C++ function)
fincore::data_operations(C++ function)
fincore::data_provider::batch_adjust_default(C++ function)
fincore::data_provider::fetch_multiple(C++ function)
fincore::data_provider::fetch(C++ function)
fincore::data_provider::get_info(C++ function)
fincore::data_provider::provider_name(C++ function)
fincore::data_provider::to_returns(C++ function)
fincore::data_provider::validate_dates(C++ function)
fincore::data_provider::~data_provider(C++ function)
fincore::data_provider(C++ class)
fincore::data_snapshot::as_of(C++ function)
fincore::data_snapshot::content_sha256(C++ function)
fincore::data_snapshot::data_snapshot(C++ function)
,
[1]
fincore::data_snapshot::data(C++ function)
fincore::data_snapshot::from_frame(C++ function)
fincore::data_snapshot::identity_kwargs(C++ function)
fincore::data_snapshot::price_adjustment(C++ function)
fincore::data_snapshot::provider(C++ function)
fincore::data_snapshot::requested_end(C++ function)
fincore::data_snapshot::requested_start(C++ function)
fincore::data_snapshot::schema_version(C++ function)
fincore::data_snapshot::stored_data(C++ function)
fincore::data_snapshot::timezone(C++ function)
fincore::data_snapshot::to_manifest_dict(C++ function)
fincore::data_snapshot::to_manifest(C++ function)
fincore::data_snapshot_schema_version(C++ member)
fincore::data_snapshot(C++ class)
fincore::dataframe_content_sha256(C++ function)
fincore::dataframe_snapshot::content_sha256(C++ function)
fincore::dataframe_snapshot::copy(C++ function)
fincore::dataframe_snapshot::dataframe_snapshot(C++ function)
,
[1]
fincore::dataframe_snapshot::data(C++ function)
fincore::dataframe_snapshot(C++ class)
fincore::dataframe(C++ type)
fincore::days_to_liquidate_positions(C++ function)
fincore::DECIMAL_TO_BPS(C++ member)
fincore::decimal_to_bps(C++ member)
fincore::default_cone_standard_deviations(C++ member)
fincore::default_round_trip_max_delta(C++ member)
fincore::deflated_sharpe_ratio(C++ function)
fincore::dense_array::shape(C++ member)
fincore::dense_array::values(C++ member)
fincore::dense_array(C++ struct)
fincore::dependency_error(C++ function)
fincore::dependency_status::available(C++ member)
fincore::dependency_status::extra(C++ member)
fincore::dependency_status::name(C++ member)
fincore::dependency_status(C++ struct)
fincore::deserialize_factor_model(C++ function)
fincore::deserialize_serializable_value(C++ function)
fincore::diff_custom_calendar_timedeltas(C++ function)
fincore::disclosure_context::annualized(C++ member)
fincore::disclosure_context::benchmark(C++ member)
fincore::disclosure_context::cashflows(C++ member)
fincore::disclosure_context::convention(C++ member)
fincore::disclosure_context::data_quality(C++ member)
fincore::disclosure_context::fees(C++ member)
fincore::disclosure_context::frequency(C++ member)
fincore::disclosure_context::notes(C++ member)
fincore::disclosure_context::return_type(C++ member)
fincore::disclosure_context::risk_free(C++ member)
fincore::disclosure_context::sample_period(C++ member)
fincore::disclosure_context::units(C++ member)
fincore::disclosure_context(C++ struct)
fincore::distribution_stats::iqr(C++ member)
fincore::distribution_stats::mean(C++ member)
fincore::distribution_stats::median(C++ member)
fincore::distribution_stats::p25(C++ member)
fincore::distribution_stats::p5(C++ member)
fincore::distribution_stats::p75(C++ member)
fincore::distribution_stats::p95(C++ member)
fincore::distribution_stats::std(C++ member)
fincore::distribution_stats(C++ struct)
fincore::down_alpha_beta(C++ function)
fincore::down_capture_return(C++ function)
fincore::down_capture(C++ function)
fincore::downside_risk(C++ function)
fincore::drawdown_period::duration_periods(C++ member)
fincore::drawdown_period::recovery_duration_periods(C++ member)
fincore::drawdown_period::recovery(C++ member)
fincore::drawdown_period::start(C++ member)
fincore::drawdown_period::valley(C++ member)
fincore::drawdown_period::value(C++ member)
fincore::drawdown_period(C++ struct)
fincore::drawdown_series(C++ function)
fincore::drawdown_table_row::duration_business_days(C++ member)
fincore::drawdown_table_row::net_drawdown_percent(C++ member)
fincore::drawdown_table_row::peak(C++ member)
fincore::drawdown_table_row::recovery(C++ member)
fincore::drawdown_table_row::valley(C++ member)
fincore::drawdown_table_row(C++ struct)
fincore::drawdown_window::peak(C++ member)
fincore::drawdown_window::recovery(C++ member)
fincore::drawdown_window::valley(C++ member)
fincore::drawdown_window(C++ struct)
fincore::efficient_frontier_result::asset_names(C++ member)
fincore::efficient_frontier_result::frontier_diagnostics(C++ member)
fincore::efficient_frontier_result::frontier_returns(C++ member)
fincore::efficient_frontier_result::frontier_sharpe(C++ member)
fincore::efficient_frontier_result::frontier_volatilities(C++ member)
fincore::efficient_frontier_result::frontier_weights(C++ member)
fincore::efficient_frontier_result::max_sharpe_diagnostics(C++ member)
fincore::efficient_frontier_result::max_sharpe_ratio(C++ member)
fincore::efficient_frontier_result::max_sharpe(C++ member)
fincore::efficient_frontier_result::min_variance_diagnostics(C++ member)
fincore::efficient_frontier_result::min_variance(C++ member)
fincore::efficient_frontier_result::periods_per_year(C++ member)
fincore::efficient_frontier_result(C++ struct)
fincore::efficient_frontier(C++ function)
fincore::egarch_parameters::alpha(C++ member)
fincore::egarch_parameters::beta(C++ member)
fincore::egarch_parameters::gamma(C++ member)
fincore::egarch_parameters::omega(C++ member)
fincore::egarch_parameters(C++ struct)
fincore::egarch_result::conditional_variances(C++ member)
fincore::egarch_result::converged(C++ member)
fincore::egarch_result::log_likelihood(C++ member)
fincore::egarch_result::params(C++ member)
fincore::egarch_result::residuals(C++ member)
fincore::egarch_result(C++ struct)
fincore::enhanced_non_matching_timezone_error::enhanced_non_matching_timezone_error(C++ function)
fincore::enhanced_non_matching_timezone_error(C++ class)
fincore::ensure_datetime_index_series(C++ function)
,
[1]
fincore::ensure_not_nan(C++ function)
fincore::error_info::category(C++ member)
fincore::error_info::code(C++ member)
fincore::error_info::fields(C++ member)
fincore::error_info::from_dict(C++ function)
fincore::error_info::message(C++ member)
fincore::error_info::report(C++ member)
fincore::error_info::to_dict(C++ function)
fincore::error_info::to_json(C++ function)
fincore::error_info(C++ struct)
fincore::es_calibration_score(C++ function)
fincore::estimate_factor_capacity(C++ function)
fincore::estimate_simulation_parameters(C++ function)
fincore::evaluate_and_export_factor_research_detailed(C++ function)
fincore::evaluate_factor_research_detailed(C++ function)
fincore::evaluate_factor_research_panel(C++ function)
fincore::evaluate_factor_research(C++ function)
,
[1]
,
[2]
fincore::EVALUATION_CONFIG_SCHEMA_VERSION(C++ member)
fincore::evaluation_config_schema_version(C++ member)
fincore::event_window_cell::asset(C++ member)
fincore::event_window_cell::event_date(C++ member)
fincore::event_window_cell::offset(C++ member)
fincore::event_window_cell::value(C++ member)
fincore::event_window_cell(C++ struct)
fincore::event_window_result::after(C++ member)
fincore::event_window_result::asset_labels(C++ member)
fincore::event_window_result::before(C++ member)
fincore::event_window_result::cells(C++ member)
fincore::event_window_result::event_dates(C++ member)
fincore::event_window_result::offsets(C++ member)
fincore::event_window_result(C++ struct)
fincore::events_distribution_chart::bucket_starts(C++ member)
fincore::events_distribution_chart::counts(C++ member)
fincore::events_distribution_chart::requested_bars(C++ member)
fincore::events_distribution_chart::title(C++ member)
fincore::events_distribution_chart::to_svg(C++ function)
fincore::events_distribution_chart::valid(C++ member)
fincore::events_distribution_chart::x_label(C++ member)
fincore::events_distribution_chart::y_label(C++ member)
fincore::events_distribution_chart(C++ struct)
fincore::evt_cvar(C++ function)
fincore::evt_model::gev(C++ enumerator)
fincore::evt_model::gpd(C++ enumerator)
fincore::evt_model(C++ enum)
fincore::evt_tail::lower(C++ enumerator)
fincore::evt_tail::upper(C++ enumerator)
fincore::evt_tail(C++ enum)
fincore::evt_var(C++ function)
fincore::excess_sharpe(C++ function)
fincore::execution_plan::catalog_digest(C++ member)
fincore::execution_plan::requests(C++ member)
fincore::execution_plan(C++ struct)
fincore::expected_exception_count(C++ function)
fincore::export_factor_research_detailed(C++ function)
fincore::export_factor_research(C++ function)
fincore::exposure_bundle::gross_exposure(C++ member)
fincore::exposure_bundle::long_exposure(C++ member)
fincore::exposure_bundle::net_exposure(C++ member)
fincore::exposure_bundle::short_exposure(C++ member)
fincore::exposure_bundle(C++ struct)
fincore::extensions::default_hook_priority(C++ member)
fincore::extensions::discover_extensions(C++ function)
,
[1]
fincore::extensions::discovered_extension::distribution(C++ member)
fincore::extensions::discovered_extension::fingerprint(C++ function)
fincore::extensions::discovered_extension::group(C++ member)
fincore::extensions::discovered_extension::name(C++ member)
fincore::extensions::discovered_extension::to_json(C++ function)
fincore::extensions::discovered_extension::value(C++ member)
fincore::extensions::discovered_extension(C++ struct)
fincore::extensions::entry_point_groups(C++ function)
fincore::extensions::ENTRY_POINT_GROUPS(C++ member)
fincore::extensions::extension_hook::callback(C++ function)
fincore::extensions::extension_hook::event(C++ function)
fincore::extensions::extension_hook::extension_hook(C++ function)
fincore::extensions::extension_hook::fingerprint(C++ function)
fincore::extensions::extension_hook::priority(C++ function)
fincore::extensions::extension_hook::provenance(C++ function)
fincore::extensions::extension_hook_callback(C++ type)
fincore::extensions::extension_hook_invocation::keywords(C++ member)
fincore::extensions::extension_hook_invocation::value(C++ member)
fincore::extensions::extension_hook_invocation(C++ struct)
fincore::extensions::extension_hook(C++ class)
fincore::extensions::extension_keywords(C++ type)
fincore::extensions::extension_manifest(C++ type)
fincore::extensions::extension_operation::capability_id(C++ member)
fincore::extensions::extension_operation::deterministic(C++ member)
fincore::extensions::extension_operation::domain(C++ member)
fincore::extensions::extension_operation::implementation_fingerprint(C++ member)
fincore::extensions::extension_operation::mode_approval(C++ member)
fincore::extensions::extension_operation::operation_id(C++ member)
fincore::extensions::extension_operation::optional_extra(C++ member)
fincore::extensions::extension_operation::provenance(C++ member)
fincore::extensions::extension_operation::rng_policy(C++ member)
fincore::extensions::extension_operation::semantic_mode(C++ member)
fincore::extensions::extension_operation::to_json(C++ function)
fincore::extensions::extension_operation(C++ struct)
fincore::extensions::extension_renderer_callback(C++ type)
fincore::extensions::extension_snapshot::digest(C++ function)
fincore::extensions::extension_snapshot::execute_hooks(C++ function)
fincore::extensions::extension_snapshot::extension_snapshot(C++ function)
fincore::extensions::extension_snapshot::hooks_for(C++ function)
fincore::extensions::extension_snapshot::hooks(C++ function)
fincore::extensions::extension_snapshot::operations(C++ function)
fincore::extensions::extension_snapshot::renderers(C++ function)
fincore::extensions::extension_snapshot::renderer(C++ function)
fincore::extensions::extension_snapshot::to_json(C++ function)
fincore::extensions::extension_snapshot::with_hook(C++ function)
fincore::extensions::extension_snapshot::with_operation(C++ function)
fincore::extensions::extension_snapshot::with_renderer(C++ function)
fincore::extensions::extension_snapshot(C++ class)
fincore::extensions::extension_value(C++ type)
fincore::extensions::load_extension(C++ function)
fincore::extensions::loaded_extension::fingerprint(C++ member)
fincore::extensions::loaded_extension::manifest(C++ member)
fincore::extensions::loaded_extension(C++ struct)
fincore::extensions::normalize_extension_name(C++ function)
fincore::extensions::operations(C++ function)
fincore::extensions::renderer_registration::fingerprint(C++ function)
fincore::extensions::renderer_registration::name(C++ function)
fincore::extensions::renderer_registration::provenance(C++ function)
fincore::extensions::renderer_registration::renderer_registration(C++ function)
fincore::extensions::renderer_registration::renderer(C++ function)
fincore::extensions::renderer_registration(C++ class)
fincore::extract_interesting_date_ranges(C++ function)
fincore::extract_round_trips(C++ function)
fincore::extreme_risk_result::alpha(C++ member)
fincore::extreme_risk_result::cvar(C++ member)
fincore::extreme_risk_result::location(C++ member)
fincore::extreme_risk_result::n_blocks(C++ member)
fincore::extreme_risk_result::n_exceedances(C++ member)
fincore::extreme_risk_result::scale(C++ member)
fincore::extreme_risk_result::tail_index(C++ member)
fincore::extreme_risk_result::threshold(C++ member)
fincore::extreme_risk_result::var(C++ member)
fincore::extreme_risk_result(C++ struct)
fincore::extreme_risk(C++ function)
fincore::factor_alpha_beta_row::annual_alpha(C++ member)
fincore::factor_alpha_beta_row::beta(C++ member)
fincore::factor_alpha_beta_row::label(C++ member)
fincore::factor_alpha_beta_row(C++ struct)
fincore::factor_alpha_beta(C++ function)
fincore::factor_analysis_config::by_group(C++ member)
fincore::factor_analysis_config::equal_weight(C++ member)
fincore::factor_analysis_config::group_neutral(C++ member)
fincore::factor_analysis_config::include_portfolio_inputs(C++ member)
fincore::factor_analysis_config::long_short(C++ member)
fincore::factor_analysis_config::periods(C++ member)
fincore::factor_analysis_config::portfolio_benchmark_period(C++ member)
fincore::factor_analysis_config::time_aggregation(C++ member)
fincore::factor_analysis_config::turnover_periods(C++ member)
fincore::factor_analysis_config(C++ struct)
fincore::factor_analysis_fingerprint_version(C++ member)
fincore::factor_analysis_model::alpha_beta(C++ member)
fincore::factor_analysis_model::config(C++ member)
fincore::factor_analysis_model::event_analysis(C++ member)
fincore::factor_analysis_model::event_input_snapshot(C++ member)
fincore::factor_analysis_model::factor_cumulative_returns(C++ member)
fincore::factor_analysis_model::factor_data(C++ member)
fincore::factor_analysis_model::factor_positions(C++ member)
fincore::factor_analysis_model::factor_returns(C++ member)
fincore::factor_analysis_model::factor_weights(C++ member)
fincore::factor_analysis_model::forward_periods(C++ member)
fincore::factor_analysis_model::group_snapshots(C++ member)
fincore::factor_analysis_model::grouped_results(C++ member)
fincore::factor_analysis_model::information_coefficient(C++ member)
fincore::factor_analysis_model::mean_information_coefficient(C++ member)
fincore::factor_analysis_model::mean_return_spread(C++ member)
fincore::factor_analysis_model::mean_returns_by_date(C++ member)
fincore::factor_analysis_model::mean_returns_by_quantile(C++ member)
fincore::factor_analysis_model::portfolio_inputs(C++ member)
fincore::factor_analysis_model::quantile_cumulative_returns(C++ member)
fincore::factor_analysis_model::quantile_statistics(C++ member)
fincore::factor_analysis_model::quantile_turnover(C++ member)
fincore::factor_analysis_model::rank_autocorrelation(C++ member)
fincore::factor_analysis_model::result_fingerprint_version(C++ member)
fincore::factor_analysis_model::result_fingerprint(C++ member)
fincore::factor_analysis_model::summary_information_coefficient(C++ member)
fincore::factor_analysis_model::time_aggregated_information(C++ member)
fincore::factor_analysis_model::to_serializable(C++ function)
fincore::factor_analysis_model(C++ struct)
fincore::factor_analysis_operations(C++ function)
fincore::factor_analyze_operation_id(C++ member)
fincore::factor_attribution_component_column(C++ member)
fincore::factor_attribution_contribution_column(C++ member)
fincore::factor_attribution_decomposition(C++ function)
fincore::factor_capacity_result::assets(C++ member)
fincore::factor_capacity_result::binding_asset(C++ member)
fincore::factor_capacity_result::binding_date(C++ member)
fincore::factor_capacity_result::dates(C++ member)
fincore::factor_capacity_result::max_participation(C++ member)
fincore::factor_capacity_result::maximum_portfolio_value_by_date(C++ member)
fincore::factor_capacity_result::maximum_portfolio_value(C++ member)
fincore::factor_capacity_result::trade_weights(C++ member)
fincore::factor_capacity_result(C++ struct)
fincore::factor_cost_model::half_spread_bps(C++ member)
fincore::factor_cost_model::impact_coefficient(C++ member)
fincore::factor_cost_model::impact_exponent(C++ member)
fincore::factor_cost_model::max_participation(C++ member)
fincore::factor_cost_model(C++ struct)
fincore::factor_cost_result::assets(C++ member)
fincore::factor_cost_result::borrow_cost(C++ member)
fincore::factor_cost_result::capacity(C++ member)
fincore::factor_cost_result::dates(C++ member)
fincore::factor_cost_result::gross_returns(C++ member)
fincore::factor_cost_result::impact_cost(C++ member)
fincore::factor_cost_result::model(C++ member)
fincore::factor_cost_result::net_returns(C++ member)
fincore::factor_cost_result::participation(C++ member)
fincore::factor_cost_result::portfolio_value(C++ member)
fincore::factor_cost_result::spread_cost(C++ member)
fincore::factor_cost_result::total_cost(C++ member)
fincore::factor_cost_result::trade_weights(C++ member)
fincore::factor_cost_result::turnover(C++ member)
fincore::factor_cost_result(C++ struct)
fincore::factor_cumulative_curve::period(C++ member)
fincore::factor_cumulative_curve::values(C++ member)
fincore::factor_cumulative_curve(C++ struct)
fincore::factor_cumulative_returns(C++ function)
fincore::factor_data_error_alias(C++ type)
fincore::factor_data_error(C++ class)
fincore::factor_event_model::event_dates(C++ member)
fincore::factor_event_model::mean_returns(C++ member)
fincore::factor_event_model::offsets(C++ member)
fincore::factor_event_model::quantile_average_returns(C++ member)
fincore::factor_event_model::return_distribution(C++ member)
fincore::factor_event_model(C++ struct)
fincore::factor_event_tear_charts::mean_returns(C++ member)
fincore::factor_event_tear_charts::offsets(C++ member)
fincore::factor_event_tear_charts::quantile_average_returns(C++ member)
fincore::factor_event_tear_charts::return_distribution(C++ member)
fincore::factor_event_tear_charts(C++ struct)
fincore::factor_group_analysis::factor_returns(C++ member)
fincore::factor_group_analysis::factor_weights(C++ member)
fincore::factor_group_analysis::group(C++ member)
fincore::factor_group_analysis::information_coefficient(C++ member)
fincore::factor_group_analysis::mean_information_coefficient(C++ member)
fincore::factor_group_analysis::mean_returns_by_quantile(C++ member)
fincore::factor_group_analysis::quantile_statistics(C++ member)
fincore::factor_group_analysis::quantile_turnover(C++ member)
fincore::factor_group_analysis::rank_autocorrelation(C++ member)
fincore::factor_group_analysis(C++ struct)
fincore::factor_group_snapshot::group(C++ member)
fincore::factor_group_snapshot::information_coefficient(C++ member)
fincore::factor_group_snapshot::mean_information_coefficient(C++ member)
fincore::factor_group_snapshot::mean_return_spread(C++ member)
fincore::factor_group_snapshot::mean_returns_by_date(C++ member)
fincore::factor_group_snapshot::mean_returns_by_quantile(C++ member)
fincore::factor_group_snapshot::time_aggregated_information(C++ member)
fincore::factor_group_snapshot(C++ struct)
fincore::factor_group_tear_charts::group(C++ member)
fincore::factor_group_tear_charts::information_coefficient(C++ member)
fincore::factor_group_tear_charts::quantile_returns(C++ member)
fincore::factor_group_tear_charts::rank_autocorrelation(C++ member)
fincore::factor_group_tear_charts::spread(C++ member)
fincore::factor_group_tear_charts::turnover(C++ member)
fincore::factor_group_tear_charts(C++ struct)
fincore::factor_grouping::group_by_asset(C++ member)
fincore::factor_grouping::group_labels(C++ member)
fincore::factor_grouping(C++ struct)
fincore::factor_hypothesis::adjusted_p_value(C++ member)
fincore::factor_hypothesis::label(C++ member)
fincore::factor_hypothesis::mean_ic(C++ member)
fincore::factor_hypothesis::n_observations(C++ member)
fincore::factor_hypothesis::p_value(C++ member)
fincore::factor_hypothesis::rejected(C++ member)
fincore::factor_hypothesis::t_stat(C++ member)
fincore::factor_hypothesis::testable(C++ member)
fincore::factor_hypothesis(C++ struct)
fincore::factor_ic_summary::groups(C++ member)
fincore::factor_ic_summary::labels(C++ member)
fincore::factor_ic_summary::means(C++ member)
fincore::factor_ic_summary(C++ struct)
fincore::factor_ic_table::dates(C++ member)
fincore::factor_ic_table::groups(C++ member)
fincore::factor_ic_table::labels(C++ member)
fincore::factor_ic_table::values(C++ member)
fincore::factor_ic_table(C++ struct)
fincore::factor_information_coefficient(C++ function)
fincore::factor_loading_table::assets(C++ member)
fincore::factor_loading_table::dates(C++ member)
fincore::factor_loading_table::factors(C++ member)
fincore::factor_loading_table::values(C++ member)
fincore::factor_loading_table(C++ struct)
fincore::factor_loss_exceeded::factor_loss_exceeded(C++ function)
fincore::factor_loss_exceeded::loss_report(C++ member)
fincore::factor_loss_exceeded_error(C++ type)
fincore::factor_loss_exceeded(C++ class)
fincore::factor_loss_report::binning_count(C++ member)
fincore::factor_loss_report::binning_loss(C++ member)
fincore::factor_loss_report::factor_input_loss(C++ member)
fincore::factor_loss_report::finite_factor_count(C++ member)
fincore::factor_loss_report::forward_returns_count(C++ member)
fincore::factor_loss_report::forward_returns_loss(C++ member)
fincore::factor_loss_report::input_count(C++ member)
fincore::factor_loss_report::total_loss(C++ member)
fincore::factor_loss_report(C++ struct)
fincore::factor_model_envelope::config(C++ member)
fincore::factor_model_envelope::fingerprint_version(C++ member)
fincore::factor_model_envelope::forward_periods(C++ member)
fincore::factor_model_envelope::loss_report(C++ member)
fincore::factor_model_envelope::result_fingerprint(C++ member)
fincore::factor_model_envelope::schema(C++ member)
fincore::factor_model_envelope(C++ struct)
fincore::factor_model_inference(C++ function)
fincore::factor_operation_descriptor::capability_id(C++ member)
fincore::factor_operation_descriptor::domain(C++ member)
fincore::factor_operation_descriptor::operation_id(C++ member)
fincore::factor_operation_descriptor::provenance(C++ member)
fincore::factor_operation_descriptors(C++ function)
fincore::factor_operation_descriptor(C++ struct)
fincore::factor_operations_digest(C++ function)
fincore::factor_portfolio_inputs::benchmark_returns(C++ member)
fincore::factor_portfolio_inputs::positions(C++ member)
fincore::factor_portfolio_inputs::returns(C++ member)
fincore::factor_portfolio_inputs(C++ struct)
fincore::factor_position_series::period(C++ member)
fincore::factor_position_series::positions(C++ member)
fincore::factor_position_series(C++ struct)
fincore::factor_positions(C++ function)
fincore::factor_prediction_column(C++ member)
fincore::factor_quantile_curve::dates(C++ member)
fincore::factor_quantile_curve::period(C++ member)
fincore::factor_quantile_curve::quantiles(C++ member)
fincore::factor_quantile_curve::values(C++ member)
fincore::factor_quantile_curve(C++ struct)
fincore::factor_quantile_statistics::count_percent(C++ member)
fincore::factor_quantile_statistics::count(C++ member)
fincore::factor_quantile_statistics::maximum(C++ member)
fincore::factor_quantile_statistics::mean(C++ member)
fincore::factor_quantile_statistics::minimum(C++ member)
fincore::factor_quantile_statistics::quantile(C++ member)
fincore::factor_quantile_statistics::stddev(C++ member)
fincore::factor_quantile_statistics(C++ struct)
fincore::factor_rank_autocorrelation_series::lag(C++ member)
fincore::factor_rank_autocorrelation_series::values(C++ member)
fincore::factor_rank_autocorrelation_series(C++ struct)
fincore::factor_rank_autocorrelation(C++ function)
fincore::factor_regression_alpha_name(C++ member)
fincore::factor_regression_coefficient_column(C++ member)
fincore::factor_regression_factor_column(C++ member)
fincore::factor_regression_fitted_column(C++ member)
fincore::factor_regression_predictions(C++ function)
fincore::factor_regression_residual_column(C++ member)
fincore::factor_regression_result::alpha(C++ member)
fincore::factor_regression_result::coefficients(C++ member)
fincore::factor_regression_result::fitted_returns(C++ member)
fincore::factor_regression_result::r_squared(C++ member)
fincore::factor_regression_result::residuals(C++ member)
fincore::factor_regression_result(C++ struct)
fincore::factor_return_table::dates(C++ member)
fincore::factor_return_table::labels(C++ member)
fincore::factor_return_table::values(C++ member)
fincore::factor_return_table(C++ struct)
fincore::factor_returns(C++ function)
fincore::factor_row::asset(C++ member)
fincore::factor_row::date(C++ member)
fincore::factor_row::factor(C++ member)
fincore::factor_row::forward_returns(C++ member)
fincore::factor_row::group(C++ member)
fincore::factor_row::has_group(C++ member)
fincore::factor_row::quantile(C++ member)
fincore::factor_row(C++ struct)
fincore::factor_series::assets(C++ member)
fincore::factor_series::dates(C++ member)
fincore::factor_series::values(C++ member)
fincore::factor_series_result::dates(C++ member)
fincore::factor_series_result::values(C++ member)
fincore::factor_series_result(C++ struct)
fincore::factor_series(C++ struct)
fincore::factor_spread_row::group(C++ member)
fincore::factor_spread_row::period(C++ member)
fincore::factor_spread_row::spread(C++ member)
fincore::factor_spread_row::standard_error(C++ member)
fincore::factor_spread_row(C++ struct)
fincore::factor_tear_charts::event_analysis(C++ member)
fincore::factor_tear_charts::group_snapshots(C++ member)
fincore::factor_tear_charts::grouped(C++ member)
fincore::factor_tear_charts::information_coefficient(C++ member)
fincore::factor_tear_charts::quantile_returns(C++ member)
fincore::factor_tear_charts::rank_autocorrelation(C++ member)
fincore::factor_tear_charts::spread(C++ member)
fincore::factor_tear_charts::turnover(C++ member)
fincore::factor_tear_charts(C++ struct)
fincore::factor_time_information_table::dates(C++ member)
fincore::factor_time_information_table::frequency(C++ member)
fincore::factor_time_information_table::groups(C++ member)
fincore::factor_time_information_table::labels(C++ member)
fincore::factor_time_information_table::means(C++ member)
fincore::factor_time_information_table(C++ struct)
fincore::factor_turnover_series::lag(C++ member)
fincore::factor_turnover_series::quantile(C++ member)
fincore::factor_turnover_series::values(C++ member)
fincore::factor_turnover_series(C++ struct)
fincore::factor_value::array_type(C++ type)
fincore::factor_value::as_array(C++ function)
,
[1]
fincore::factor_value::as_bool(C++ function)
fincore::factor_value::as_integer(C++ function)
fincore::factor_value::as_number(C++ function)
fincore::factor_value::as_object(C++ function)
,
[1]
fincore::factor_value::as_string(C++ function)
fincore::factor_value::at(C++ function)
fincore::factor_value::factor_value(C++ function)
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[1]
,
[2]
,
[3]
,
[4]
,
[5]
,
[6]
,
[7]
,
[8]
,
[9]
fincore::factor_value::find(C++ function)
fincore::factor_value::is_array(C++ function)
fincore::factor_value::is_bool(C++ function)
fincore::factor_value::is_integer(C++ function)
fincore::factor_value::is_null(C++ function)
fincore::factor_value::is_number(C++ function)
fincore::factor_value::is_object(C++ function)
fincore::factor_value::is_string(C++ function)
fincore::factor_value::object_type(C++ type)
fincore::factor_value::operator==(C++ function)
fincore::factor_value(C++ class)
fincore::factor_weight_row::asset(C++ member)
fincore::factor_weight_row::date(C++ member)
fincore::factor_weight_row::weight(C++ member)
fincore::factor_weight_row(C++ struct)
fincore::factor_weights(C++ function)
fincore::factor_workflow::build(C++ member)
fincore::factor_workflow::model_operation_id(C++ member)
fincore::factor_workflow::renderer(C++ member)
fincore::factor_workflow::sections(C++ member)
fincore::factor_workflow::workflow_id(C++ member)
fincore::factor_workflows(C++ function)
fincore::factor_workflow(C++ struct)
fincore::fama_french_fit_result::alpha(C++ member)
fincore::fama_french_fit_result::betas(C++ member)
fincore::fama_french_fit_result::fitted_returns(C++ member)
fincore::fama_french_fit_result::r_squared(C++ member)
fincore::fama_french_fit_result::residuals(C++ member)
fincore::fama_french_fit_result(C++ struct)
fincore::fama_french_provider(C++ type)
fincore::fama_macbeth_covariance::iid(C++ enumerator)
fincore::fama_macbeth_covariance::newey_west(C++ enumerator)
fincore::fama_macbeth_covariance(C++ enum)
fincore::fama_macbeth_estimate::mean(C++ member)
fincore::fama_macbeth_estimate::std_error(C++ member)
fincore::fama_macbeth_estimate::t_stat(C++ member)
fincore::fama_macbeth_estimate(C++ struct)
fincore::fama_macbeth_result::covariance(C++ member)
fincore::fama_macbeth_result::exposure(C++ member)
fincore::fama_macbeth_result::intercept(C++ member)
fincore::fama_macbeth_result::n_cross_sections(C++ member)
fincore::fama_macbeth_result::newey_west_lags(C++ member)
fincore::fama_macbeth_result(C++ struct)
fincore::fama_macbeth(C++ function)
fincore::FamaFrenchModel::alpha(C++ function)
fincore::FamaFrenchModel::attribution_decomposition(C++ function)
fincore::FamaFrenchModel::betas(C++ function)
fincore::FamaFrenchModel::factors(C++ function)
fincore::FamaFrenchModel::FamaFrenchModel(C++ function)
fincore::FamaFrenchModel::fit(C++ function)
fincore::FamaFrenchModel::get_factor_exposures(C++ function)
fincore::FamaFrenchModel::model_type(C++ function)
fincore::FamaFrenchModel::predict(C++ function)
fincore::FamaFrenchModel::risk_free_rate(C++ function)
fincore::FamaFrenchModelPatch(C++ type)
fincore::FamaFrenchModel(C++ class)
fincore::fdr_result::adjusted_p_values(C++ member)
fincore::fdr_result::alpha(C++ member)
fincore::fdr_result::p_values(C++ member)
fincore::fdr_result::rejected(C++ member)
fincore::fdr_result(C++ struct)
fincore::fee_treatment::gross(C++ enumerator)
fincore::fee_treatment::net(C++ enumerator)
fincore::fee_treatment(C++ enum)
fincore::fetch_ff_factors(C++ function)
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[1]
fincore::fetch_style_factors(C++ function)
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[1]
fincore::FF3_FACTORS(C++ member)
fincore::FF4MOM_FACTORS(C++ member)
fincore::FF5_FACTORS(C++ member)
fincore::fincore_error::category(C++ function)
fincore::fincore_error::code(C++ function)
fincore::fincore_error::fields(C++ function)
fincore::fincore_error::fincore_error(C++ function)
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[1]
fincore::fincore_error::from_dict(C++ function)
fincore::fincore_error::info(C++ function)
fincore::fincore_error::report(C++ function)
fincore::fincore_error(C++ class)
fincore::find_factor_workflow(C++ function)
fincore::fingerprint_value(C++ function)
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[1]
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[2]
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[3]
fincore::fit_egarch(C++ function)
fincore::fit_factor_regression(C++ function)
fincore::fit_garch11(C++ function)
fincore::fit_gjr_garch(C++ function)
fincore::flatten(C++ function)
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[1]
fincore::forecast_cone_bootstrap(C++ function)
,
[1]
fincore::forecast_egarch(C++ function)
fincore::forecast_es(C++ function)
fincore::forecast_garch11(C++ function)
fincore::forecast_gjr_garch(C++ function)
fincore::forecast_var(C++ function)
fincore::forecast_volatility(C++ function)
fincore::forward_return_table::assets(C++ member)
fincore::forward_return_table::dates(C++ member)
fincore::forward_return_table::labels(C++ member)
fincore::forward_return_table::values(C++ member)
fincore::forward_return_table(C++ struct)
fincore::frequency::daily(C++ enumerator)
fincore::frequency::monthly(C++ enumerator)
fincore::frequency::quarterly(C++ enumerator)
fincore::frequency::weekly(C++ enumerator)
fincore::frequency::yearly(C++ enumerator)
fincore::frequency_name(C++ function)
fincore::frequency(C++ enum)
fincore::from_json(C++ function)
fincore::from_payload(C++ function)
fincore::frontier_chart_data::max_sharpe_return(C++ member)
fincore::frontier_chart_data::max_sharpe_volatility(C++ member)
fincore::frontier_chart_data::min_variance_return(C++ member)
fincore::frontier_chart_data::min_variance_volatility(C++ member)
fincore::frontier_chart_data::returns(C++ member)
fincore::frontier_chart_data::sharpe(C++ member)
fincore::frontier_chart_data::volatilities(C++ member)
fincore::frontier_chart_data::x_label(C++ member)
fincore::frontier_chart_data::y_label(C++ member)
fincore::frontier_chart_data(C++ struct)
fincore::frontier_config::max_weight(C++ member)
fincore::frontier_config::n_points(C++ member)
fincore::frontier_config::periods_per_year(C++ member)
fincore::frontier_config::risk_free_rate(C++ member)
fincore::frontier_config::short_allowed(C++ member)
fincore::frontier_config(C++ struct)
fincore::frontier_point_diagnostics::lower_bound_residual(C++ member)
fincore::frontier_point_diagnostics::solver(C++ member)
fincore::frontier_point_diagnostics::sum_residual(C++ member)
fincore::frontier_point_diagnostics::target_return_residual(C++ member)
fincore::frontier_point_diagnostics::upper_bound_residual(C++ member)
fincore::frontier_point_diagnostics(C++ struct)
fincore::frontier_solver::bounded_linear_max_return(C++ enumerator)
fincore::frontier_solver::min_variance_degenerate(C++ enumerator)
fincore::frontier_solver::min_variance(C++ enumerator)
fincore::frontier_solver::projected_gradient(C++ enumerator)
fincore::frontier_solver(C++ enum)
fincore::frozen_mapping::at(C++ function)
fincore::frozen_mapping::begin(C++ function)
fincore::frozen_mapping::const_iterator(C++ type)
fincore::frozen_mapping::contains(C++ function)
fincore::frozen_mapping::empty(C++ function)
fincore::frozen_mapping::end(C++ function)
fincore::frozen_mapping::find(C++ function)
fincore::frozen_mapping::frozen_mapping(C++ function)
,
[1]
,
[2]
fincore::frozen_mapping::operator==(C++ function)
fincore::frozen_mapping::size(C++ function)
fincore::frozen_mapping::snapshot(C++ function)
fincore::frozen_mapping::storage_type(C++ type)
fincore::frozen_mapping(C++ class)
fincore::garch11_log_likelihood(C++ function)
fincore::garch11_parameters::alpha(C++ member)
fincore::garch11_parameters::beta(C++ member)
fincore::garch11_parameters::mu(C++ member)
fincore::garch11_parameters::omega(C++ member)
fincore::garch11_parameters(C++ struct)
fincore::garch11_result::conditional_variances(C++ member)
fincore::garch11_result::converged(C++ member)
fincore::garch11_result::log_likelihood(C++ member)
fincore::garch11_result::params(C++ member)
fincore::garch11_result::residuals(C++ member)
fincore::garch11_result(C++ struct)
fincore::garch_conditional_estimate::conditional_variances(C++ member)
fincore::garch_conditional_estimate::converged(C++ member)
fincore::garch_conditional_estimate::value(C++ member)
fincore::garch_conditional_estimate(C++ struct)
fincore::garch_forecast_result::converged(C++ member)
fincore::garch_forecast_result::forecasts(C++ member)
fincore::garch_forecast_result::log_likelihood(C++ member)
fincore::garch_forecast_result(C++ struct)
fincore::garch_model::egarch(C++ enumerator)
fincore::garch_model::garch(C++ enumerator)
fincore::garch_model::gjr_garch(C++ enumerator)
fincore::garch_model(C++ enum)
fincore::gbm_from_returns(C++ function)
fincore::gbm_path_column_prefix(C++ member)
fincore::gen_drawdown_table(C++ function)
fincore::gen_round_trip_stats(C++ function)
fincore::generate_correlation_breakdown(C++ function)
fincore::geometric_brownian_motion(C++ function)
fincore::get_all_drawdowns_detailed(C++ function)
fincore::get_all_drawdowns(C++ function)
fincore::get_forward_returns_columns(C++ function)
fincore::get_long_short_notional(C++ function)
fincore::get_long_short_pos(C++ function)
fincore::get_low_liquidity_transactions(C++ function)
fincore::get_max_days_to_liquidate_by_ticker(C++ function)
fincore::get_max_median_position_concentration(C++ function)
fincore::get_percent_alloc(C++ function)
fincore::get_sector_exposures(C++ function)
fincore::get_top_drawdowns(C++ function)
fincore::get_top_long_short_abs(C++ function)
fincore::get_turnover(C++ function)
fincore::get_txn_vol(C++ function)
fincore::gev_fit(C++ function)
fincore::gev_parameters::mu(C++ member)
fincore::gev_parameters::n_blocks(C++ member)
fincore::gev_parameters::sigma(C++ member)
fincore::gev_parameters::xi(C++ member)
fincore::gev_parameters(C++ struct)
fincore::gjr_garch_parameters::alpha(C++ member)
fincore::gjr_garch_parameters::beta(C++ member)
fincore::gjr_garch_parameters::gamma(C++ member)
fincore::gjr_garch_parameters::omega(C++ member)
fincore::gjr_garch_parameters(C++ struct)
fincore::gjr_garch_result::conditional_variances(C++ member)
fincore::gjr_garch_result::converged(C++ member)
fincore::gjr_garch_result::log_likelihood(C++ member)
fincore::gjr_garch_result::params(C++ member)
fincore::gjr_garch_result::residuals(C++ member)
fincore::gjr_garch_result(C++ struct)
fincore::gpd_estimation_method::mle(C++ enumerator)
fincore::gpd_estimation_method::pwm(C++ enumerator)
fincore::gpd_estimation_method(C++ enum)
fincore::gpd_fit(C++ function)
fincore::gpd_parameters::beta(C++ member)
fincore::gpd_parameters::n_exceed(C++ member)
fincore::gpd_parameters::threshold(C++ member)
fincore::gpd_parameters::xi(C++ member)
fincore::gpd_parameters(C++ struct)
fincore::gpd_risk_estimates_result::es(C++ member)
fincore::gpd_risk_estimates_result::scale(C++ member)
fincore::gpd_risk_estimates_result::shape(C++ member)
fincore::gpd_risk_estimates_result::threshold(C++ member)
fincore::gpd_risk_estimates_result::var(C++ member)
fincore::gpd_risk_estimates_result(C++ struct)
fincore::gpd_risk_estimates(C++ function)
fincore::grid_cell::col(C++ member)
fincore::grid_cell::full_row(C++ member)
fincore::grid_cell::index(C++ member)
fincore::grid_cell::row(C++ member)
fincore::grid_cell(C++ struct)
fincore::grid_figure::cells(C++ function)
fincore::grid_figure::closed(C++ function)
fincore::grid_figure::close(C++ function)
fincore::grid_figure::cols(C++ function)
fincore::grid_figure::create_new_figure(C++ function)
fincore::grid_figure::current_col(C++ function)
fincore::grid_figure::current_row(C++ function)
fincore::grid_figure::grid_figure(C++ function)
fincore::grid_figure::height(C++ function)
fincore::grid_figure::hspace(C++ function)
fincore::grid_figure::next_cell(C++ function)
fincore::grid_figure::next_row(C++ function)
fincore::grid_figure::rows(C++ function)
fincore::grid_figure::width(C++ function)
fincore::grid_figure::wspace(C++ function)
fincore::grid_figure(C++ class)
fincore::gross_lev(C++ function)
fincore::groupby_consecutive_transactions(C++ function)
fincore::handle_numerical_error(C++ function)
fincore::heat_grid::color_centered(C++ member)
fincore::heat_grid::color_max(C++ member)
fincore::heat_grid::color_min(C++ member)
fincore::heat_grid::columns(C++ member)
fincore::heat_grid::present(C++ member)
fincore::heat_grid::title(C++ member)
fincore::heat_grid::unit(C++ member)
fincore::heat_grid::values(C++ member)
fincore::heat_grid::years(C++ member)
fincore::heat_grid(C++ struct)
fincore::henriksson_merton_timing(C++ function)
fincore::hill_estimate::tail_observations(C++ member)
fincore::hill_estimate::xi(C++ member)
fincore::hill_estimate(C++ struct)
fincore::hill_estimator(C++ function)
fincore::histogram_bins::counts(C++ member)
fincore::histogram_bins::density(C++ member)
fincore::histogram_bins::edges(C++ member)
fincore::histogram_bins::n_observations(C++ member)
fincore::histogram_bins(C++ struct)
fincore::historical_value_at_risk(C++ function)
fincore::html_metric::key(C++ member)
fincore::html_metric::missing(C++ function)
fincore::html_metric::number_metric(C++ function)
fincore::html_metric::number(C++ member)
fincore::html_metric::text_metric(C++ function)
fincore::html_metric::text(C++ member)
fincore::html_metric(C++ struct)
fincore::html_report_builder::add_heading(C++ function)
fincore::html_report_builder::add_html(C++ function)
fincore::html_report_builder::add_metric_cards(C++ function)
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[1]
fincore::html_report_builder::add_stats_table(C++ function)
fincore::html_report_builder::add_title(C++ function)
fincore::html_report_builder::build(C++ function)
fincore::html_report_builder::css(C++ function)
fincore::html_report_builder::plot_drawdown(C++ function)
fincore::html_report_builder::plot_monthly_heatmap(C++ function)
fincore::html_report_builder::plot_returns(C++ function)
fincore::html_report_builder::plot_rolling_sharpe(C++ function)
fincore::html_report_builder::save(C++ function)
fincore::html_report_builder::sections(C++ function)
fincore::html_report_builder(C++ class)
fincore::hurst_exponent(C++ function)
fincore::ic_confidence_interval(C++ function)
fincore::ic_inference_result::alpha(C++ member)
fincore::ic_inference_result::hypotheses(C++ member)
fincore::ic_inference_result(C++ struct)
fincore::ic_interval::lower(C++ member)
fincore::ic_interval::upper(C++ member)
fincore::ic_interval(C++ struct)
fincore::ic_mean(C++ function)
fincore::ic_t_stat(C++ function)
fincore::idiosyncratic_risk_result::assets(C++ member)
fincore::idiosyncratic_risk_result::market_beta(C++ member)
fincore::idiosyncratic_risk_result::specific_volatility(C++ member)
fincore::idiosyncratic_risk_result(C++ struct)
fincore::infer_trading_calendar(C++ function)
fincore::information_coefficient_inference(C++ function)
fincore::information_ratio_by_year(C++ function)
fincore::information_ratio(C++ function)
fincore::input_contract_error(C++ function)
fincore::input_error(C++ class)
fincore::insufficient_data_error(C++ function)
fincore::invalid_period_error(C++ function)
fincore::kappa_three_ratio(C++ function)
fincore::kupiec_lr(C++ function)
fincore::kurtosis(C++ function)
fincore::latin_hypercube_dimension_column_prefix(C++ member)
fincore::latin_hypercube_sampling(C++ function)
fincore::legacy_forward_returns_loss(C++ function)
fincore::load_optional_module(C++ function)
fincore::long_short_aggregate::all_trades(C++ member)
fincore::long_short_aggregate::long_trades(C++ member)
fincore::long_short_aggregate::short_trades(C++ member)
fincore::long_short_aggregate::statistic_names(C++ member)
fincore::long_short_aggregate(C++ struct)
fincore::loss_rate(C++ function)
fincore::losses_negative_sign_convention(C++ member)
fincore::m_squared(C++ function)
fincore::make_error(C++ function)
fincore::make_operation_resolution_error(C++ function)
fincore::make_operations_provider(C++ function)
fincore::make_series(C++ function)
fincore::make_transaction_frame(C++ function)
fincore::map_transaction(C++ function)
fincore::mar_ratio(C++ function)
fincore::market_timing_return(C++ function)
fincore::materialize_pit_factor(C++ function)
fincore::matrix::at(C++ function)
,
[1]
fincore::matrix::columns(C++ function)
fincore::matrix::matrix(C++ function)
,
[1]
fincore::matrix::rows(C++ function)
fincore::matrix::row(C++ function)
fincore::matrix::values(C++ function)
fincore::matrix(C++ class)
fincore::max_consecutive_down_days(C++ function)
fincore::max_consecutive_down_end_date(C++ function)
fincore::max_consecutive_down_months(C++ function)
fincore::max_consecutive_down_start_date(C++ function)
fincore::max_consecutive_down_weeks(C++ function)
fincore::max_consecutive_gain(C++ function)
fincore::max_consecutive_loss(C++ function)
fincore::max_consecutive_up_days(C++ function)
fincore::max_consecutive_up_end_date(C++ function)
fincore::max_consecutive_up_months(C++ function)
fincore::max_consecutive_up_start_date(C++ function)
fincore::max_consecutive_up_weeks(C++ function)
fincore::max_drawdown_by_year(C++ function)
fincore::max_drawdown_days(C++ function)
fincore::max_drawdown_months(C++ function)
fincore::max_drawdown_period(C++ function)
fincore::max_drawdown_recovery_days(C++ function)
fincore::max_drawdown_recovery_months(C++ function)
fincore::max_drawdown_recovery_weeks(C++ function)
fincore::max_drawdown_underwater(C++ function)
fincore::max_drawdown_weeks(C++ function)
fincore::max_drawdown_window(C++ function)
fincore::max_drawdown(C++ function)
fincore::max_loss_exceeded_error::loss_report(C++ member)
fincore::max_loss_exceeded_error::max_loss_exceeded_error(C++ function)
fincore::max_loss_exceeded_error(C++ class)
fincore::max_single_day_gain_date(C++ function)
fincore::max_single_day_gain(C++ function)
fincore::max_single_day_loss_date(C++ function)
fincore::max_single_day_loss(C++ function)
fincore::mean_information_coefficient(C++ function)
fincore::mean_return_by_quantile_by_date(C++ function)
fincore::mean_return_by_quantile(C++ function)
fincore::mean_return_spread(C++ function)
fincore::metrics_operations(C++ function)
fincore::metrics_performance_operations(C++ function)
fincore::missing_data_error(C++ function)
fincore::month_labels(C++ member)
fincore::monthly_frequency_name(C++ member)
fincore::monthly_ic_heatmap_chart::group(C++ member)
fincore::monthly_ic_heatmap_chart::month_columns(C++ member)
fincore::monthly_ic_heatmap_chart::period(C++ member)
fincore::monthly_ic_heatmap_chart::present(C++ member)
fincore::monthly_ic_heatmap_chart::title(C++ member)
fincore::monthly_ic_heatmap_chart::to_svg(C++ function)
fincore::monthly_ic_heatmap_chart::values(C++ member)
fincore::monthly_ic_heatmap_chart::years(C++ member)
fincore::monthly_ic_heatmap_chart(C++ struct)
fincore::multi_horizon_prepared_factor_data::by_horizon(C++ member)
fincore::multi_horizon_prepared_factor_data(C++ struct)
fincore::mwr(C++ function)
fincore::named_factor_panel::name(C++ member)
fincore::named_factor_panel::values(C++ member)
fincore::named_factor_panel(C++ struct)
fincore::named_research_result::name(C++ member)
fincore::named_research_result::result(C++ member)
fincore::named_research_result(C++ struct)
fincore::named_returns::name(C++ member)
fincore::named_returns::returns(C++ member)
fincore::named_returns(C++ struct)
fincore::nanoseconds_per_day(C++ member)
fincore::native_backend::as_float_array(C++ function)
,
[1]
fincore::native_backend::cumulative_product(C++ function)
,
[1]
fincore::native_backend::name(C++ member)
fincore::native_backend::sample_standard_deviation(C++ function)
,
[1]
fincore::native_backend(C++ class)
fincore::non_matching_timezone_error::non_matching_timezone_error(C++ function)
fincore::non_matching_timezone_error(C++ class)
fincore::normalize_attribution_positions(C++ function)
fincore::normalize_research_evaluation_spec(C++ function)
fincore::normalize_time_series_timezone(C++ function)
fincore::normalize(C++ function)
fincore::NOT_RUN_INTERACTIVE(C++ member)
fincore::numerical_convergence_error(C++ function)
fincore::numerical_error(C++ function)
fincore::omega_ratio(C++ function)
fincore::operation_catalog::digest(C++ function)
fincore::operation_catalog::extension_snapshot(C++ function)
fincore::operation_catalog::operation_catalog(C++ function)
fincore::operation_catalog::operation_ids(C++ function)
fincore::operation_catalog::operations(C++ function)
fincore::operation_catalog::resolve(C++ function)
fincore::operation_catalog::with_extensions(C++ function)
fincore::operation_catalog(C++ class)
fincore::operation_descriptor::capability_id(C++ member)
fincore::operation_descriptor::deterministic(C++ member)
fincore::operation_descriptor::domain(C++ member)
fincore::operation_descriptor::operation_descriptor(C++ function)
,
[1]
fincore::operation_descriptor::operation_id(C++ member)
fincore::operation_descriptor::provenance_owner(C++ member)
fincore::operation_descriptor::rng_policy(C++ member)
fincore::operation_descriptor::source_module(C++ member)
fincore::operation_descriptor(C++ struct)
fincore::operation_request::config_digest(C++ member)
fincore::operation_request::config(C++ member)
fincore::operation_request::input_digest(C++ member)
fincore::operation_request::inputs(C++ member)
fincore::operation_request::operation_id(C++ member)
fincore::operation_request::operation_request(C++ function)
fincore::operation_request(C++ struct)
fincore::operation_resolution_error::operation_resolution_error(C++ function)
fincore::operation_resolution_error(C++ class)
fincore::operation_spec::callable(C++ member)
fincore::operation_spec::capability_id(C++ member)
fincore::operation_spec::deterministic(C++ member)
fincore::operation_spec::domain(C++ member)
fincore::operation_spec::implementation_fingerprint(C++ function)
fincore::operation_spec::mode_approval(C++ member)
fincore::operation_spec::operation_id(C++ member)
fincore::operation_spec::provenance(C++ member)
fincore::operation_spec::rng_policy(C++ member)
fincore::operation_spec::semantic_mode(C++ member)
fincore::operation_spec(C++ struct)
fincore::operations_provider(C++ type)
fincore::optimization_error(C++ class)
fincore::optimization_operations(C++ function)
fincore::optimize_portfolio(C++ function)
fincore::owned_figures::closed(C++ member)
fincore::owned_figures::figures(C++ member)
fincore::owned_figures(C++ struct)
fincore::pandas_frequency_alias(C++ function)
fincore::pandas_frequency(C++ function)
fincore::parse_json_value(C++ function)
fincore::parse_timedelta_nanoseconds(C++ function)
fincore::perf_attrib_core(C++ function)
fincore::perf_attribution_result::attribution(C++ member)
fincore::perf_attribution_result::risk_exposures(C++ member)
fincore::perf_attribution_result(C++ struct)
fincore::perf_attribution_statistics::factor_summary(C++ member)
fincore::perf_attribution_statistics::summary(C++ member)
fincore::perf_attribution_statistics(C++ struct)
fincore::perf_attrib(C++ function)
fincore::perf_stats_bootstrap(C++ function)
,
[1]
fincore::perf_stats(C++ function)
,
[1]
fincore::performance_operations(C++ function)
fincore::pinned_version_major(C++ member)
fincore::pinned_version_minor(C++ member)
fincore::pinned_version_patch(C++ member)
fincore::pinned_version_string(C++ member)
fincore::pit_observation::asset(C++ member)
fincore::pit_observation::in_universe(C++ member)
fincore::pit_observation::point(C++ member)
fincore::pit_observation(C++ struct)
fincore::pit_point::as_of(C++ member)
fincore::pit_point::effective_from(C++ member)
fincore::pit_point::known_at(C++ member)
fincore::pit_point::value(C++ member)
fincore::pit_point(C++ struct)
fincore::plan(C++ function)
fincore::plot_bar_chart(C++ function)
fincore::plot_correlation_matrix(C++ function)
fincore::plot_cumulative_returns_by_quantile(C++ function)
fincore::plot_cumulative_returns(C++ function)
fincore::plot_drawdown_chart(C++ function)
fincore::plot_drawdown(C++ function)
fincore::plot_events_distribution_chart(C++ function)
fincore::plot_events_distribution(C++ function)
fincore::plot_frontier_chart(C++ function)
fincore::plot_histogram(C++ function)
fincore::plot_ic_qq(C++ function)
fincore::plot_mean_quantile_returns_spread_time_series(C++ function)
fincore::plot_monthly_heatmap(C++ function)
fincore::plot_monthly_ic_heatmap(C++ function)
,
[1]
fincore::plot_qq_chart(C++ function)
fincore::plot_quantile_cumulative_chart(C++ function)
fincore::plot_quantile_returns_violin(C++ function)
fincore::plot_rolling_metric(C++ function)
fincore::plot_series_chart(C++ function)
fincore::plot_spread_time_series(C++ function)
fincore::plot_violin_chart(C++ function)
fincore::plotly_annotation::show_arrow(C++ member)
fincore::plotly_annotation::text(C++ member)
fincore::plotly_annotation::xref(C++ member)
fincore::plotly_annotation::x(C++ member)
fincore::plotly_annotation::yref(C++ member)
fincore::plotly_annotation::y(C++ member)
fincore::plotly_annotation(C++ struct)
fincore::plotly_axis::reversed(C++ member)
fincore::plotly_axis::side(C++ member)
fincore::plotly_axis::tick_text(C++ member)
fincore::plotly_axis::tick_values(C++ member)
fincore::plotly_axis::tickmode(C++ member)
fincore::plotly_axis::title(C++ member)
fincore::plotly_axis(C++ struct)
fincore::plotly_backend::colors(C++ function)
fincore::plotly_backend::create_document(C++ function)
fincore::plotly_backend::default_template(C++ function)
fincore::plotly_backend::effective_template(C++ function)
fincore::plotly_backend::figure(C++ function)
fincore::plotly_backend::has_figure(C++ function)
fincore::plotly_backend::height(C++ function)
fincore::plotly_backend::last_show_status(C++ function)
fincore::plotly_backend::plot_correlation_matrix(C++ function)
fincore::plotly_backend::plot_drawdown(C++ function)
fincore::plotly_backend::plot_efficient_frontier(C++ function)
fincore::plotly_backend::plot_monthly_heatmap(C++ function)
fincore::plotly_backend::plot_returns(C++ function)
fincore::plotly_backend::plot_rolling_sharpe(C++ function)
fincore::plotly_backend::plotly_backend(C++ function)
fincore::plotly_backend::save_html(C++ function)
fincore::plotly_backend::save_image(C++ function)
fincore::plotly_backend::set_figure(C++ function)
fincore::plotly_backend::show_legend(C++ function)
fincore::plotly_backend::show(C++ function)
fincore::plotly_backend::theme(C++ function)
fincore::plotly_backend::width(C++ function)
fincore::plotly_backend(C++ class)
fincore::plotly_color_theme::background(C++ member)
fincore::plotly_color_theme::dark(C++ member)
fincore::plotly_color_theme::grid(C++ member)
fincore::plotly_color_theme::highlight(C++ member)
fincore::plotly_color_theme::negative(C++ member)
fincore::plotly_color_theme::neutral(C++ member)
fincore::plotly_color_theme::positive(C++ member)
fincore::plotly_color_theme::text(C++ member)
fincore::plotly_color_theme::warning(C++ member)
fincore::plotly_color_theme(C++ struct)
fincore::plotly_document::annotations(C++ member)
fincore::plotly_document::font_color(C++ member)
fincore::plotly_document::grid_color(C++ member)
fincore::plotly_document::height(C++ member)
fincore::plotly_document::hovermode(C++ member)
fincore::plotly_document::paper_background(C++ member)
fincore::plotly_document::plot_background(C++ member)
fincore::plotly_document::save_html(C++ function)
fincore::plotly_document::save_image(C++ function)
fincore::plotly_document::shapes(C++ member)
fincore::plotly_document::show_legend(C++ member)
fincore::plotly_document::template_name(C++ member)
fincore::plotly_document::title(C++ member)
fincore::plotly_document::to_html(C++ function)
fincore::plotly_document::to_json(C++ function)
fincore::plotly_document::to_svg(C++ function)
fincore::plotly_document::traces(C++ member)
fincore::plotly_document::width(C++ member)
fincore::plotly_document::x_axis(C++ member)
fincore::plotly_document::y_axis(C++ member)
fincore::plotly_document(C++ struct)
fincore::plotly_shape::line_color(C++ member)
fincore::plotly_shape::line_dash(C++ member)
fincore::plotly_shape::line_width(C++ member)
fincore::plotly_shape::type(C++ member)
fincore::plotly_shape::x0(C++ member)
fincore::plotly_shape::x1(C++ member)
fincore::plotly_shape::xref(C++ member)
fincore::plotly_shape::y0(C++ member)
fincore::plotly_shape::y1(C++ member)
fincore::plotly_shape::yref(C++ member)
fincore::plotly_shape(C++ struct)
fincore::plotly_trace::color_max(C++ member)
fincore::plotly_trace::color_min(C++ member)
fincore::plotly_trace::color_range_set(C++ member)
fincore::plotly_trace::color_stops(C++ member)
fincore::plotly_trace::colorbar_tickformat(C++ member)
fincore::plotly_trace::colorbar_title(C++ member)
fincore::plotly_trace::colorscale(C++ member)
fincore::plotly_trace::custom_data(C++ member)
fincore::plotly_trace::fill_color(C++ member)
fincore::plotly_trace::fill(C++ member)
fincore::plotly_trace::heatmap_columns(C++ member)
fincore::plotly_trace::heatmap_x(C++ member)
fincore::plotly_trace::heatmap_y(C++ member)
fincore::plotly_trace::heatmap_z(C++ member)
fincore::plotly_trace::hovertemplate(C++ member)
fincore::plotly_trace::kind::heatmap(C++ enumerator)
fincore::plotly_trace::kind::scatter(C++ enumerator)
fincore::plotly_trace::kind(C++ enum)
fincore::plotly_trace::line_color(C++ member)
fincore::plotly_trace::line_dash(C++ member)
fincore::plotly_trace::line_width(C++ member)
fincore::plotly_trace::marker_color(C++ member)
fincore::plotly_trace::marker_size(C++ member)
fincore::plotly_trace::marker_symbol(C++ member)
fincore::plotly_trace::mode(C++ member)
fincore::plotly_trace::name(C++ member)
fincore::plotly_trace::type(C++ member)
fincore::plotly_trace::x_labels(C++ member)
fincore::plotly_trace::x_values(C++ member)
fincore::plotly_trace::y_values(C++ member)
fincore::plotly_trace::zmid_zero(C++ member)
fincore::plotly_trace(C++ struct)
fincore::plotting_context(C++ function)
fincore::portfolio_inputs::materialize(C++ function)
fincore::portfolio_inputs::portfolio_inputs(C++ function)
fincore::portfolio_inputs(C++ class)
fincore::portfolio_objective::max_sharpe(C++ enumerator)
fincore::portfolio_objective::min_variance(C++ enumerator)
fincore::portfolio_objective::target_return(C++ enumerator)
fincore::portfolio_objective::target_risk(C++ enumerator)
fincore::portfolio_objective(C++ enum)
fincore::portfolio_operations(C++ function)
fincore::portfolio_optimization_config::max_weight(C++ member)
fincore::portfolio_optimization_config::min_weight(C++ member)
fincore::portfolio_optimization_config::objective(C++ member)
fincore::portfolio_optimization_config::risk_free_rate(C++ member)
fincore::portfolio_optimization_config::sector_constraints(C++ member)
fincore::portfolio_optimization_config::sector_map(C++ member)
fincore::portfolio_optimization_config::short_allowed(C++ member)
fincore::portfolio_optimization_config::target_return(C++ member)
fincore::portfolio_optimization_config::target_volatility(C++ member)
fincore::portfolio_optimization_config(C++ struct)
fincore::portfolio_optimization_result::asset_names(C++ member)
fincore::portfolio_optimization_result::expected_return(C++ member)
fincore::portfolio_optimization_result::objective(C++ member)
fincore::portfolio_optimization_result::sharpe(C++ member)
fincore::portfolio_optimization_result::volatility(C++ member)
fincore::portfolio_optimization_result::weights(C++ member)
fincore::portfolio_optimization_result(C++ struct)
fincore::portfolio_point::expected_return(C++ member)
fincore::portfolio_point::volatility(C++ member)
fincore::portfolio_point::weights(C++ member)
fincore::portfolio_point(C++ struct)
fincore::portfolio_risk_simulation_operations(C++ function)
fincore::portfolio_transaction::amount(C++ member)
fincore::portfolio_transaction::date(C++ member)
fincore::portfolio_transaction::price(C++ member)
fincore::portfolio_transaction::symbol(C++ member)
fincore::portfolio_transaction(C++ struct)
fincore::position_record::date(C++ member)
fincore::position_record::symbol(C++ member)
fincore::position_record::value(C++ member)
fincore::position_record(C++ struct)
fincore::predefined_stress_scenario::crash(C++ enumerator)
fincore::predefined_stress_scenario::spike(C++ enumerator)
fincore::predefined_stress_scenario::volatility_crush(C++ enumerator)
fincore::predefined_stress_scenario::volatility_spike(C++ enumerator)
fincore::predefined_stress_scenario(C++ enum)
fincore::prepare_factor_config::binning_by_group(C++ member)
fincore::prepare_factor_config::bins(C++ member)
fincore::prepare_factor_config::cumulative_returns(C++ member)
fincore::prepare_factor_config::filter_zscore(C++ member)
fincore::prepare_factor_config::grouping(C++ member)
fincore::prepare_factor_config::max_loss(C++ member)
fincore::prepare_factor_config::periods(C++ member)
fincore::prepare_factor_config::quantiles(C++ member)
fincore::prepare_factor_config::use_bins(C++ member)
fincore::prepare_factor_config::zero_aware(C++ member)
fincore::prepare_factor_config(C++ struct)
fincore::prepare_factor_data_by_horizon(C++ function)
fincore::prepare_factor_data_from_forward_returns(C++ function)
fincore::prepare_factor_data(C++ function)
fincore::prepare_pit_factor_data(C++ function)
fincore::prepared_factor_data::forward_labels(C++ member)
fincore::prepared_factor_data::loss_report(C++ member)
fincore::prepared_factor_data::rows(C++ member)
fincore::prepared_factor_data(C++ struct)
fincore::printf_tick_formatter::format_string(C++ function)
fincore::printf_tick_formatter::format(C++ function)
fincore::printf_tick_formatter::printf_tick_formatter(C++ function)
fincore::printf_tick_formatter(C++ class)
fincore::qq_chart::series(C++ member)
fincore::qq_chart::to_svg(C++ function)
fincore::qq_chart::x_label(C++ member)
fincore::qq_chart::y_label(C++ member)
fincore::qq_chart(C++ struct)
fincore::qq_series::mean(C++ member)
fincore::qq_series::observed_quantiles(C++ member)
fincore::qq_series::period(C++ member)
fincore::qq_series::reference_intercept(C++ member)
fincore::qq_series::reference_slope(C++ member)
fincore::qq_series::scale(C++ member)
fincore::qq_series::theoretical_quantiles(C++ member)
fincore::qq_series(C++ struct)
fincore::quantile_cumulative_chart::log_scale(C++ member)
fincore::quantile_cumulative_chart::period(C++ member)
fincore::quantile_cumulative_chart::reference(C++ member)
fincore::quantile_cumulative_chart::series(C++ member)
fincore::quantile_cumulative_chart::title(C++ member)
fincore::quantile_cumulative_chart::to_svg(C++ function)
fincore::quantile_cumulative_chart::y_label(C++ member)
fincore::quantile_cumulative_chart::y_max(C++ member)
fincore::quantile_cumulative_chart::y_min(C++ member)
fincore::quantile_cumulative_chart(C++ struct)
fincore::quantile_date_return_table::dates(C++ member)
fincore::quantile_date_return_table::groups(C++ member)
fincore::quantile_date_return_table::labels(C++ member)
fincore::quantile_date_return_table::means(C++ member)
fincore::quantile_date_return_table::quantiles(C++ member)
fincore::quantile_date_return_table::standard_errors(C++ member)
fincore::quantile_date_return_table(C++ struct)
fincore::quantile_event_statistics::means(C++ member)
fincore::quantile_event_statistics::offsets(C++ member)
fincore::quantile_event_statistics::quantile(C++ member)
fincore::quantile_event_statistics::standard_deviations(C++ member)
fincore::quantile_event_statistics(C++ struct)
fincore::quantile_return_table::groups(C++ member)
fincore::quantile_return_table::labels(C++ member)
fincore::quantile_return_table::means(C++ member)
fincore::quantile_return_table::quantiles(C++ member)
fincore::quantile_return_table::standard_errors(C++ member)
fincore::quantile_return_table(C++ struct)
fincore::quantile_spread_result::groups(C++ member)
fincore::quantile_spread_result::labels(C++ member)
fincore::quantile_spread_result::spreads(C++ member)
fincore::quantile_spread_result::standard_errors(C++ member)
fincore::quantile_spread_result(C++ struct)
fincore::quantile_turnover(C++ function)
fincore::quantization_config::bins(C++ member)
fincore::quantization_config::by_group(C++ member)
fincore::quantization_config::no_raise(C++ member)
fincore::quantization_config::quantiles(C++ member)
fincore::quantization_config::use_bins(C++ member)
fincore::quantization_config::zero_aware(C++ member)
fincore::quantization_config(C++ struct)
fincore::quantize_factor(C++ function)
fincore::quarterly_frequency_name(C++ member)
fincore::r_cubed_turtle(C++ function)
fincore::r_cubed(C++ function)
fincore::ranked_position::symbol(C++ member)
fincore::ranked_position::value(C++ member)
fincore::ranked_position(C++ struct)
fincore::refit_parameters::date(C++ member)
fincore::refit_parameters::forecast(C++ member)
fincore::refit_parameters::mean(C++ member)
fincore::refit_parameters::n_observations(C++ member)
fincore::refit_parameters::standard_deviation(C++ member)
fincore::refit_parameters(C++ struct)
fincore::relative_win_rate(C++ function)
fincore::render_bokeh(C++ function)
fincore::render_customization::axes(C++ member)
fincore::render_customization::colorblind_palette(C++ member)
fincore::render_customization::context(C++ member)
fincore::render_customization::despine_left(C++ member)
fincore::render_customization::palette(C++ member)
fincore::render_customization::set_context(C++ member)
fincore::render_customization(C++ struct)
fincore::render_disclosure(C++ function)
fincore::render_html(C++ function)
fincore::render_matplotlib(C++ function)
fincore::render_model::factor_returns(C++ member)
fincore::render_model::period(C++ member)
fincore::render_model::render_model(C++ function)
fincore::render_model::returns(C++ member)
fincore::render_model(C++ struct)
fincore::render_pdf_bytes(C++ function)
fincore::render_plotly(C++ function)
fincore::render_xlsx(C++ function)
fincore::renderer_callback(C++ type)
fincore::renderer_map(C++ type)
fincore::renderer_snapshot::renderer_snapshot(C++ function)
fincore::renderer_snapshot::render(C++ function)
fincore::renderer_snapshot::resolve_renderer(C++ function)
fincore::renderer_snapshot(C++ class)
fincore::report_artifact::content(C++ member)
fincore::report_artifact::name(C++ member)
fincore::report_artifact::owned(C++ member)
fincore::report_artifact::path(C++ member)
fincore::report_artifact_bundle::artifacts(C++ member)
fincore::report_artifact_bundle::axes(C++ member)
fincore::report_artifact_bundle::bokeh(C++ member)
fincore::report_artifact_bundle::find(C++ function)
fincore::report_artifact_bundle::metadata(C++ member)
fincore::report_artifact_bundle::plotly(C++ member)
fincore::report_artifact_bundle::report_digest(C++ function)
fincore::report_artifact_bundle(C++ struct)
fincore::report_artifact(C++ struct)
fincore::report_cell::boolean_cell(C++ function)
fincore::report_cell::boolean(C++ member)
fincore::report_cell::kind::boolean(C++ enumerator)
fincore::report_cell::kind::missing(C++ enumerator)
fincore::report_cell::kind::number(C++ enumerator)
fincore::report_cell::kind::text(C++ enumerator)
fincore::report_cell::kind(C++ enum)
fincore::report_cell::missing(C++ function)
fincore::report_cell::number_cell(C++ function)
fincore::report_cell::number(C++ member)
fincore::report_cell::text_cell(C++ function)
fincore::report_cell::text(C++ member)
fincore::report_cell::type(C++ member)
fincore::report_cell(C++ struct)
fincore::report_chart_backend::echarts(C++ enumerator)
fincore::report_chart_backend::inline_svg(C++ enumerator)
fincore::report_chart_backend(C++ enum)
fincore::report_document::domain(C++ member)
fincore::report_document::metadata(C++ member)
fincore::report_document::offline_assets(C++ member)
fincore::report_document::schema_version(C++ member)
fincore::report_document::sections(C++ member)
fincore::report_document::section(C++ function)
,
[1]
fincore::report_document::semantic_digest(C++ function)
fincore::report_document::semantic_payload(C++ function)
fincore::report_document::title(C++ member)
fincore::report_document::to_json(C++ function)
fincore::report_document_schema_version(C++ member)
fincore::report_document(C++ struct)
fincore::report_html_options::chart_backend(C++ member)
fincore::report_html_options::language(C++ member)
fincore::report_html_options(C++ struct)
fincore::report_metric::boolean(C++ member)
fincore::report_metric::key(C++ member)
fincore::report_metric::label(C++ member)
fincore::report_metric::number(C++ member)
fincore::report_metric::text(C++ member)
fincore::report_metric::unit(C++ member)
fincore::report_metric(C++ struct)
fincore::report_operations(C++ function)
fincore::report_section::key(C++ member)
fincore::report_section::legends(C++ member)
fincore::report_section::metrics(C++ member)
fincore::report_section::notes(C++ member)
fincore::report_section::semantic_payload(C++ function)
fincore::report_section::series(C++ member)
fincore::report_section::tables(C++ member)
fincore::report_section::title(C++ member)
fincore::report_section::units(C++ member)
fincore::report_section(C++ struct)
fincore::report_series::key(C++ member)
fincore::report_series::title(C++ member)
fincore::report_series::unit(C++ member)
fincore::report_series::x_label(C++ member)
fincore::report_series::x(C++ member)
fincore::report_series::y_label(C++ member)
fincore::report_series::y(C++ member)
fincore::report_series(C++ struct)
fincore::report_static_axes::label(C++ member)
fincore::report_static_axes::name(C++ member)
fincore::report_static_axes::owned(C++ member)
fincore::report_static_axes::section_key(C++ member)
fincore::report_static_axes::series_key(C++ member)
fincore::report_static_axes::title(C++ member)
fincore::report_static_axes::unit(C++ member)
fincore::report_static_axes::x_label(C++ member)
fincore::report_static_axes::x(C++ member)
fincore::report_static_axes::y_label(C++ member)
fincore::report_static_axes::y(C++ member)
fincore::report_static_axes(C++ struct)
fincore::report_table::columns(C++ member)
fincore::report_table::key(C++ member)
fincore::report_table::rows(C++ member)
fincore::report_table::title(C++ member)
fincore::report_table(C++ struct)
fincore::request_policy::connect_timeout(C++ member)
fincore::request_policy::max_attempts(C++ member)
fincore::request_policy::read_timeout(C++ member)
fincore::request_policy::remaining_attempts(C++ function)
fincore::request_policy::request_policy(C++ function)
,
[1]
fincore::request_policy::should_retry(C++ function)
fincore::request_policy::total_timeout(C++ member)
fincore::request_policy::validate(C++ function)
fincore::request_policy(C++ struct)
fincore::require_double_column(C++ function)
fincore::research_api_version(C++ member)
fincore::research_capabilities::api_version(C++ member)
fincore::research_capabilities::export_formats(C++ member)
fincore::research_capabilities::labels(C++ member)
fincore::research_capabilities::metrics(C++ member)
fincore::research_capabilities::preprocess(C++ member)
fincore::research_capabilities::result_schema_version(C++ member)
fincore::research_capabilities::result_tables(C++ member)
fincore::research_capabilities::statuses(C++ member)
fincore::research_capabilities_report(C++ function)
fincore::research_capabilities(C++ struct)
fincore::research_comparison_row::comparison(C++ member)
fincore::research_comparison_row::icir_left(C++ member)
fincore::research_comparison_row::icir_right(C++ member)
fincore::research_comparison_row::icir(C++ member)
fincore::research_comparison_row::left(C++ member)
fincore::research_comparison_row::mean_ic_left(C++ member)
fincore::research_comparison_row::mean_ic_right(C++ member)
fincore::research_comparison_row::mean_ic(C++ member)
fincore::research_comparison_row::n_dates_left(C++ member)
fincore::research_comparison_row::n_dates_right(C++ member)
fincore::research_comparison_row::period(C++ member)
fincore::research_comparison_row::right(C++ member)
fincore::research_comparison_row(C++ struct)
fincore::research_config_error::default_category(C++ member)
fincore::research_config_error::default_code(C++ member)
fincore::research_config_error::research_config_error(C++ function)
fincore::research_config_error(C++ class)
fincore::research_correlation_row::left(C++ member)
fincore::research_correlation_row::mean_correlation(C++ member)
fincore::research_correlation_row::n_dates(C++ member)
fincore::research_correlation_row::right(C++ member)
fincore::research_correlation_row::std_correlation(C++ member)
fincore::research_correlation_row(C++ struct)
fincore::research_data_quality_error::default_category(C++ member)
fincore::research_data_quality_error::default_code(C++ member)
fincore::research_data_quality_error::research_data_quality_error(C++ function)
fincore::research_data_quality_error(C++ class)
fincore::research_dataset_error::default_category(C++ member)
fincore::research_dataset_error::default_code(C++ member)
fincore::research_dataset_error::research_dataset_error(C++ function)
fincore::research_dataset_error(C++ class)
fincore::research_dependency_error::default_category(C++ member)
fincore::research_dependency_error::default_code(C++ member)
fincore::research_dependency_error::research_dependency_error(C++ function)
fincore::research_dependency_error(C++ class)
fincore::research_detailed_api_version(C++ member)
fincore::research_detailed_coverage_row::direction(C++ member)
fincore::research_detailed_coverage_row::evaluable_cells(C++ member)
fincore::research_detailed_coverage_row::factor(C++ member)
fincore::research_detailed_coverage_row::finite_cells(C++ member)
fincore::research_detailed_coverage_row::input_cells(C++ member)
fincore::research_detailed_coverage_row::kind(C++ member)
fincore::research_detailed_coverage_row::label_cells(C++ member)
fincore::research_detailed_coverage_row::status(C++ member)
fincore::research_detailed_coverage_row(C++ struct)
fincore::research_detailed_diagnostic::code(C++ member)
fincore::research_detailed_diagnostic::factor(C++ member)
fincore::research_detailed_diagnostic::message(C++ member)
fincore::research_detailed_diagnostic::severity(C++ member)
fincore::research_detailed_diagnostic::stage(C++ member)
fincore::research_detailed_diagnostic(C++ struct)
fincore::research_detailed_export_outcome::diagnostics(C++ member)
fincore::research_detailed_export_outcome::exported(C++ member)
fincore::research_detailed_export_outcome::label_rows(C++ member)
fincore::research_detailed_export_outcome::manifest(C++ member)
fincore::research_detailed_export_outcome::signal_rows(C++ member)
fincore::research_detailed_export_outcome::status(C++ member)
fincore::research_detailed_export_outcome(C++ struct)
fincore::research_detailed_export_schema_id(C++ member)
fincore::research_detailed_export_schema_version(C++ member)
fincore::research_detailed_ic_row::factor(C++ member)
fincore::research_detailed_ic_row::ic(C++ member)
fincore::research_detailed_ic_row::n_assets(C++ member)
fincore::research_detailed_ic_row::period(C++ member)
fincore::research_detailed_ic_row::rank_ic(C++ member)
fincore::research_detailed_ic_row::time(C++ member)
fincore::research_detailed_ic_row(C++ struct)
fincore::research_detailed_ic_summary_row::factor(C++ member)
fincore::research_detailed_ic_summary_row::icir(C++ member)
fincore::research_detailed_ic_summary_row::mean_ic(C++ member)
fincore::research_detailed_ic_summary_row::mean_rank_ic(C++ member)
fincore::research_detailed_ic_summary_row::n_dates(C++ member)
fincore::research_detailed_ic_summary_row::period(C++ member)
fincore::research_detailed_ic_summary_row::rank_icir(C++ member)
fincore::research_detailed_ic_summary_row::std_ic(C++ member)
fincore::research_detailed_ic_summary_row::std_rank_ic(C++ member)
fincore::research_detailed_ic_summary_row(C++ struct)
fincore::research_detailed_quantile_return_row::factor(C++ member)
fincore::research_detailed_quantile_return_row::mean_return(C++ member)
fincore::research_detailed_quantile_return_row::n_assets(C++ member)
fincore::research_detailed_quantile_return_row::period(C++ member)
fincore::research_detailed_quantile_return_row::quantile(C++ member)
fincore::research_detailed_quantile_return_row::time(C++ member)
fincore::research_detailed_quantile_return_row(C++ struct)
fincore::research_detailed_result::comparisons(C++ member)
fincore::research_detailed_result::correlation(C++ member)
fincore::research_detailed_result::coverage(C++ member)
fincore::research_detailed_result::diagnostics(C++ member)
fincore::research_detailed_result::ic_summary(C++ member)
fincore::research_detailed_result::ic(C++ member)
fincore::research_detailed_result::labels(C++ member)
fincore::research_detailed_result::manifest(C++ member)
fincore::research_detailed_result::quantile_returns(C++ member)
fincore::research_detailed_result::schema_version(C++ member)
fincore::research_detailed_result::signals(C++ member)
fincore::research_detailed_result::spreads(C++ member)
fincore::research_detailed_result::stability(C++ member)
fincore::research_detailed_result::status(C++ member)
fincore::research_detailed_result::turnover(C++ member)
fincore::research_detailed_result_schema_version(C++ member)
fincore::research_detailed_result(C++ struct)
fincore::research_detailed_spread_row::bottom_quantile(C++ member)
fincore::research_detailed_spread_row::factor(C++ member)
fincore::research_detailed_spread_row::period(C++ member)
fincore::research_detailed_spread_row::spread(C++ member)
fincore::research_detailed_spread_row::time(C++ member)
fincore::research_detailed_spread_row::top_quantile(C++ member)
fincore::research_detailed_spread_row(C++ struct)
fincore::research_detailed_stability_row::factor(C++ member)
fincore::research_detailed_stability_row::lag(C++ member)
fincore::research_detailed_stability_row::mean_rank_autocorrelation(C++ member)
fincore::research_detailed_stability_row::n_dates(C++ member)
fincore::research_detailed_stability_row::std_rank_autocorrelation(C++ member)
fincore::research_detailed_stability_row(C++ struct)
fincore::research_detailed_turnover_row::factor(C++ member)
fincore::research_detailed_turnover_row::period(C++ member)
fincore::research_detailed_turnover_row::quantile(C++ member)
fincore::research_detailed_turnover_row::time(C++ member)
fincore::research_detailed_turnover_row::turnover(C++ member)
fincore::research_detailed_turnover_row(C++ struct)
fincore::research_error::research_error(C++ function)
fincore::research_error(C++ class)
fincore::research_evaluation_input::calendar_id(C++ member)
fincore::research_evaluation_input::combinations(C++ member)
fincore::research_evaluation_input::comparisons(C++ member)
fincore::research_evaluation_input::direction_overrides(C++ member)
fincore::research_evaluation_input::end(C++ member)
fincore::research_evaluation_input::feed_time_kind(C++ member)
fincore::research_evaluation_input::frequency(C++ member)
fincore::research_evaluation_input::label(C++ member)
fincore::research_evaluation_input::max_loss(C++ member)
fincore::research_evaluation_input::min_assets(C++ member)
fincore::research_evaluation_input::min_quantile_assets(C++ member)
fincore::research_evaluation_input::periods(C++ member)
fincore::research_evaluation_input::precomputed_entry(C++ member)
fincore::research_evaluation_input::preprocess(C++ member)
fincore::research_evaluation_input::price_basis(C++ member)
fincore::research_evaluation_input::quantiles(C++ member)
fincore::research_evaluation_input::segments(C++ member)
fincore::research_evaluation_input::snapshot_id(C++ member)
fincore::research_evaluation_input::source_timezone(C++ member)
fincore::research_evaluation_input::stability_lags(C++ member)
fincore::research_evaluation_input::start(C++ member)
fincore::research_evaluation_input::targets(C++ member)
fincore::research_evaluation_input::unknown_fields(C++ member)
fincore::research_evaluation_input(C++ struct)
fincore::research_evaluation_spec::calendar_id(C++ member)
fincore::research_evaluation_spec::combinations(C++ member)
fincore::research_evaluation_spec::comparisons(C++ member)
fincore::research_evaluation_spec::direction_overrides(C++ member)
fincore::research_evaluation_spec::end(C++ member)
fincore::research_evaluation_spec::feed_time_kind(C++ member)
fincore::research_evaluation_spec::frequency(C++ member)
fincore::research_evaluation_spec::label(C++ member)
fincore::research_evaluation_spec::max_loss(C++ member)
fincore::research_evaluation_spec::min_assets(C++ member)
fincore::research_evaluation_spec::min_quantile_assets(C++ member)
fincore::research_evaluation_spec::periods(C++ member)
fincore::research_evaluation_spec::precomputed_entry(C++ member)
fincore::research_evaluation_spec::preprocess(C++ member)
fincore::research_evaluation_spec::price_basis(C++ member)
fincore::research_evaluation_spec::quantiles(C++ member)
fincore::research_evaluation_spec::segments(C++ member)
fincore::research_evaluation_spec::snapshot_id(C++ member)
fincore::research_evaluation_spec::source_timezone(C++ member)
fincore::research_evaluation_spec::stability_lags(C++ member)
fincore::research_evaluation_spec::start(C++ member)
fincore::research_evaluation_spec::targets(C++ member)
fincore::research_evaluation_spec(C++ struct)
fincore::research_export_result::directory(C++ member)
fincore::research_export_result::files(C++ member)
fincore::research_export_result(C++ struct)
fincore::research_factor_comparisons(C++ function)
fincore::research_factor_computation_error::default_category(C++ member)
fincore::research_factor_computation_error::default_code(C++ member)
fincore::research_factor_computation_error::research_factor_computation_error(C++ function)
fincore::research_factor_computation_error(C++ class)
fincore::research_factor_correlations(C++ function)
fincore::research_factor_panel::name(C++ member)
fincore::research_factor_panel::values(C++ member)
fincore::research_factor_panel(C++ struct)
fincore::research_label_row::asset(C++ member)
fincore::research_label_row::date(C++ member)
fincore::research_label_row::period(C++ member)
fincore::research_label_row::value(C++ member)
fincore::research_label_row(C++ struct)
fincore::research_panel_result::comparisons(C++ member)
fincore::research_panel_result::correlations(C++ member)
fincore::research_panel_result::factors(C++ member)
fincore::research_panel_result::manifest(C++ member)
fincore::research_panel_result::signals(C++ member)
fincore::research_panel_result::status(C++ member)
fincore::research_panel_result(C++ struct)
fincore::research_result::coverage(C++ member)
fincore::research_result::diagnostics(C++ member)
fincore::research_result::information_coefficient_summary(C++ member)
fincore::research_result::information_coefficient(C++ member)
fincore::research_result::labels(C++ member)
fincore::research_result::manifest(C++ member)
fincore::research_result::quantile_returns(C++ member)
fincore::research_result::schema_version(C++ member)
fincore::research_result::signals(C++ member)
fincore::research_result::spread(C++ member)
fincore::research_result::stability_lags(C++ member)
fincore::research_result::stability(C++ member)
fincore::research_result::status(C++ member)
fincore::research_result::table(C++ function)
fincore::research_result::to_serializable(C++ function)
fincore::research_result::turnover(C++ member)
fincore::research_result_schema_version(C++ member)
fincore::research_result(C++ struct)
fincore::research_signal_row::asset(C++ member)
fincore::research_signal_row::date(C++ member)
fincore::research_signal_row::direction(C++ member)
fincore::research_signal_row::factor(C++ member)
fincore::research_signal_row::group(C++ member)
fincore::research_signal_row::preprocess(C++ member)
fincore::research_signal_row::processed_value(C++ member)
fincore::research_signal_row::value(C++ member)
fincore::research_signal_row(C++ struct)
fincore::research_spec::calendar_id(C++ member)
fincore::research_spec::combinations(C++ member)
fincore::research_spec::comparisons(C++ member)
fincore::research_spec::direction_overrides(C++ member)
fincore::research_spec::end(C++ member)
fincore::research_spec::frequency(C++ member)
fincore::research_spec::groups(C++ member)
fincore::research_spec::label(C++ member)
fincore::research_spec::max_loss(C++ member)
fincore::research_spec::min_assets(C++ member)
fincore::research_spec::min_quantile_assets(C++ member)
fincore::research_spec::periods(C++ member)
fincore::research_spec::preprocess(C++ member)
fincore::research_spec::price_basis(C++ member)
fincore::research_spec::quantiles(C++ member)
fincore::research_spec::segments(C++ member)
fincore::research_spec::snapshot_id(C++ member)
fincore::research_spec::stability_lags(C++ member)
fincore::research_spec::start(C++ member)
fincore::research_spec::targets(C++ member)
fincore::research_spec(C++ struct)
fincore::research_table::columns(C++ member)
fincore::research_table::name(C++ member)
fincore::research_table::rows(C++ member)
fincore::research_table(C++ struct)
fincore::residual_risk(C++ function)
fincore::resource_lifecycle_error(C++ function)
fincore::result_contract_error(C++ function)
fincore::return_aggregation_period::monthly(C++ enumerator)
fincore::return_aggregation_period::quarterly(C++ enumerator)
fincore::return_aggregation_period::weekly(C++ enumerator)
fincore::return_aggregation_period::yearly(C++ enumerator)
fincore::return_aggregation_period_column(C++ member)
fincore::return_aggregation_period(C++ enum)
fincore::return_aggregation_year_column(C++ member)
fincore::returns_column(C++ member)
fincore::risk_backtest_method::es(C++ enumerator)
fincore::risk_backtest_method::var(C++ enumerator)
fincore::risk_backtest_method(C++ enum)
fincore::risk_backtest_result::christoffersen_lr(C++ member)
fincore::risk_backtest_result::christoffersen_pvalue(C++ member)
fincore::risk_backtest_result::confidence_level(C++ member)
fincore::risk_backtest_result::diagnostics(C++ member)
fincore::risk_backtest_result::exception_rate(C++ member)
fincore::risk_backtest_result::exceptions(C++ member)
fincore::risk_backtest_result::expected_exceptions(C++ member)
fincore::risk_backtest_result::inputs_digest(C++ member)
fincore::risk_backtest_result::kupiec_lr(C++ member)
fincore::risk_backtest_result::kupiec_pvalue(C++ member)
fincore::risk_backtest_result::method(C++ member)
fincore::risk_backtest_result::observations(C++ member)
fincore::risk_backtest_result::status(C++ member)
fincore::risk_backtest_result(C++ struct)
fincore::risk_backtest_status::experimental(C++ enumerator)
fincore::risk_backtest_status::fail(C++ enumerator)
fincore::risk_backtest_status::inconclusive(C++ enumerator)
fincore::risk_backtest_status::pass(C++ enumerator)
fincore::risk_backtest_status_name(C++ function)
fincore::risk_backtest_status(C++ enum)
fincore::risk_distribution::historical(C++ enumerator)
fincore::risk_distribution::normal(C++ enumerator)
fincore::risk_distribution(C++ enum)
fincore::risk_estimate::confidence_level(C++ member)
fincore::risk_estimate::diagnostics(C++ member)
fincore::risk_estimate::estimate(C++ member)
fincore::risk_estimate::forecast_index(C++ member)
fincore::risk_estimate::forecast_timestamp(C++ member)
fincore::risk_estimate::forecast_values(C++ member)
fincore::risk_estimate::has_forecast_timestamp(C++ member)
fincore::risk_estimate::has_forecast(C++ member)
fincore::risk_estimate::horizon(C++ member)
fincore::risk_estimate::inputs_digest(C++ member)
fincore::risk_estimate::kernel(C++ member)
fincore::risk_estimate::method(C++ member)
fincore::risk_estimate::note(C++ member)
fincore::risk_estimate::sign_convention(C++ member)
fincore::risk_estimate::status(C++ member)
fincore::risk_estimate_status::failed(C++ enumerator)
fincore::risk_estimate_status::insufficient_data(C++ enumerator)
fincore::risk_estimate_status::ok(C++ enumerator)
fincore::risk_estimate_status(C++ enum)
fincore::risk_estimate(C++ struct)
fincore::risk_forecast_config::block_size(C++ member)
fincore::risk_forecast_config::confidence_level(C++ member)
fincore::risk_forecast_config::evt_kernel(C++ member)
fincore::risk_forecast_config::garch_kernel(C++ member)
fincore::risk_forecast_config::horizon(C++ member)
fincore::risk_forecast_config::method(C++ member)
fincore::risk_forecast_config::tail(C++ member)
fincore::risk_forecast_config::threshold(C++ member)
fincore::risk_forecast_config(C++ struct)
fincore::risk_forecast_event::date(C++ member)
fincore::risk_forecast_event::exception(C++ member)
fincore::risk_forecast_event::forecast(C++ member)
fincore::risk_forecast_event::realized(C++ member)
fincore::risk_forecast_event::refit(C++ member)
fincore::risk_forecast_event(C++ struct)
fincore::risk_forecast_method::evt(C++ enumerator)
fincore::risk_forecast_method::garch(C++ enumerator)
fincore::risk_forecast_method::historical(C++ enumerator)
fincore::risk_forecast_method(C++ enum)
fincore::risk_forecast_target::es(C++ enumerator)
fincore::risk_forecast_target::pair(C++ enumerator)
fincore::risk_forecast_target::var(C++ enumerator)
fincore::risk_forecast_target_name(C++ function)
fincore::risk_forecast_target(C++ enum)
fincore::risk_model_spec::confidence_level(C++ member)
fincore::risk_model_spec::distribution(C++ member)
fincore::risk_model_spec::forecast_target(C++ member)
fincore::risk_model_spec::horizon(C++ member)
fincore::risk_model_spec::model_version(C++ member)
fincore::risk_model_spec::refit_cadence(C++ member)
fincore::risk_model_spec::sign_convention(C++ member)
fincore::risk_model_spec::tail(C++ member)
fincore::risk_model_spec::window(C++ member)
fincore::risk_model_spec(C++ struct)
fincore::risk_operations(C++ function)
fincore::risk_parity_result::asset_names(C++ member)
fincore::risk_parity_result::risk_contributions(C++ member)
fincore::risk_parity_result::volatility(C++ member)
fincore::risk_parity_result::weights(C++ member)
fincore::risk_parity_result(C++ struct)
fincore::risk_parity(C++ function)
fincore::risk_refit_event::date(C++ member)
fincore::risk_refit_event::forecast(C++ member)
fincore::risk_refit_event::mean(C++ member)
fincore::risk_refit_event::n_observations(C++ member)
fincore::risk_refit_event::standard_deviation(C++ member)
fincore::risk_refit_event(C++ struct)
fincore::risk_report_diagnostics::backtest_status(C++ member)
fincore::risk_report_diagnostics::forecast_count(C++ member)
fincore::risk_report_diagnostics::method(C++ member)
fincore::risk_report_diagnostics::n_observations(C++ member)
fincore::risk_report_diagnostics::quantile_method(C++ member)
fincore::risk_report_diagnostics::reason(C++ member)
fincore::risk_report_diagnostics::refit_cadence(C++ member)
fincore::risk_report_diagnostics::window(C++ member)
fincore::risk_report_diagnostics(C++ struct)
fincore::risk_tail::lower(C++ enumerator)
fincore::risk_tail::upper(C++ enumerator)
fincore::risk_tail_name(C++ function)
fincore::risk_tail(C++ enum)
fincore::risk_validation_report::backtest(C++ member)
fincore::risk_validation_report::diagnostics(C++ member)
fincore::risk_validation_report::disclosure(C++ member)
fincore::risk_validation_report::forecast_events(C++ member)
fincore::risk_validation_report::has_backtest(C++ member)
fincore::risk_validation_report::inputs_digest(C++ member)
fincore::risk_validation_report::refits(C++ member)
fincore::risk_validation_report::schema_version(C++ member)
fincore::risk_validation_report::specification(C++ member)
fincore::risk_validation_report::status(C++ member)
fincore::risk_validation_report::timestamp_index_name(C++ member)
fincore::risk_validation_report::timestamp_timezone(C++ member)
fincore::risk_validation_report::to_dict(C++ function)
fincore::risk_validation_report::to_json(C++ function)
fincore::risk_validation_report::traffic_light_zone(C++ member)
fincore::risk_validation_report::write_json(C++ function)
fincore::risk_validation_report_dict::backtest(C++ member)
fincore::risk_validation_report_dict::diagnostics(C++ member)
fincore::risk_validation_report_dict::disclosure(C++ member)
fincore::risk_validation_report_dict::forecast_events(C++ member)
fincore::risk_validation_report_dict::inputs_digest(C++ member)
fincore::risk_validation_report_dict::refits(C++ member)
fincore::risk_validation_report_dict::schema_version(C++ member)
fincore::risk_validation_report_dict::specification(C++ member)
fincore::risk_validation_report_dict::status(C++ member)
fincore::risk_validation_report_dict::timestamp_index_name(C++ member)
fincore::risk_validation_report_dict::timestamp_timezone(C++ member)
fincore::risk_validation_report_dict::traffic_light_zone(C++ member)
fincore::risk_validation_report_dict(C++ struct)
fincore::risk_validation_report_schema_version(C++ member)
fincore::risk_validation_report(C++ struct)
fincore::roll_alpha_beta(C++ function)
fincore::roll_alpha(C++ function)
fincore::roll_annual_volatility(C++ function)
fincore::roll_beta(C++ function)
fincore::roll_down_capture(C++ function)
fincore::roll_max_drawdown(C++ function)
fincore::roll_sharpe_ratio(C++ function)
fincore::roll_sortino_ratio(C++ function)
fincore::roll_up_capture(C++ function)
fincore::roll_up_down_capture(C++ function)
fincore::rolling_beta(C++ function)
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[1]
fincore::rolling_engine::compute(C++ function)
fincore::rolling_engine::rolling_engine(C++ function)
fincore::rolling_engine(C++ class)
fincore::rolling_factor_exposures(C++ function)
fincore::rolling_metric::beta(C++ enumerator)
fincore::rolling_metric::max_drawdown(C++ enumerator)
fincore::rolling_metric::mean_return(C++ enumerator)
fincore::rolling_metric::sharpe(C++ enumerator)
fincore::rolling_metric::volatility(C++ enumerator)
fincore::rolling_metric(C++ enum)
fincore::rolling_regression(C++ function)
fincore::rolling_sharpe(C++ function)
fincore::rolling_volatility(C++ function)
fincore::round_trip_close_datetime_column(C++ member)
fincore::round_trip_duration_column(C++ member)
fincore::round_trip_long_column(C++ member)
fincore::round_trip_open_datetime_column(C++ member)
fincore::round_trip_pnl_column(C++ member)
fincore::round_trip_return_column(C++ member)
fincore::round_trip_stat_table::column_labels(C++ member)
fincore::round_trip_stat_table::row_labels(C++ member)
fincore::round_trip_stat_table::values(C++ member)
fincore::round_trip_stat_table(C++ struct)
fincore::round_trip_statistic::compute(C++ member)
fincore::round_trip_statistic::name(C++ member)
fincore::round_trip_statistic(C++ struct)
fincore::round_trip_stats::duration(C++ member)
fincore::round_trip_stats::pnl(C++ member)
fincore::round_trip_stats::returns(C++ member)
fincore::round_trip_stats::summary(C++ member)
fincore::round_trip_stats::symbol_labels(C++ member)
fincore::round_trip_stats::symbol_stat_labels(C++ member)
fincore::round_trip_stats::symbol_values(C++ member)
fincore::round_trip_stats(C++ struct)
fincore::round_trip_transaction::amount(C++ member)
fincore::round_trip_transaction::date(C++ member)
fincore::round_trip_transaction::price(C++ member)
fincore::round_trip_transaction::symbol(C++ member)
fincore::round_trip_transaction(C++ struct)
fincore::runtime_config(C++ type)
fincore::runtime_diagnostic_error(C++ function)
fincore::runtime_inputs(C++ type)
fincore::runtime_result::metadata(C++ member)
fincore::runtime_result::value(C++ member)
fincore::runtime_result_payload::metadata(C++ member)
fincore::runtime_result_payload::schema_version(C++ member)
fincore::runtime_result_payload::value(C++ member)
fincore::runtime_result_payload(C++ struct)
fincore::runtime_result_schema_version(C++ member)
fincore::runtime_result(C++ struct)
fincore::runtime_value::data(C++ member)
fincore::runtime_value::runtime_value(C++ function)
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[1]
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[2]
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[3]
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[4]
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[5]
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[6]
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[7]
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[8]
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[9]
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[10]
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[11]
fincore::runtime_value::storage(C++ type)
fincore::runtime_value_digest(C++ function)
fincore::runtime_value(C++ struct)
fincore::run(C++ function)
fincore::safe_correlation(C++ function)
fincore::safe_divide(C++ function)
fincore::safe_sqrt(C++ function)
fincore::scenario_table(C++ function)
fincore::second_max_drawdown_days(C++ function)
fincore::second_max_drawdown_recovery_days(C++ function)
fincore::second_max_drawdown(C++ function)
fincore::sector_allocation_constraint::lower(C++ member)
fincore::sector_allocation_constraint::sector(C++ member)
fincore::sector_allocation_constraint::upper(C++ member)
fincore::sector_allocation_constraint(C++ struct)
fincore::sector_assignment::sector(C++ member)
fincore::sector_assignment::symbol(C++ member)
fincore::sector_assignment(C++ struct)
fincore::sector_definition::id(C++ member)
fincore::sector_definition::name(C++ member)
fincore::sector_definition(C++ struct)
fincore::semantic_digest(C++ function)
fincore::serial_correlation(C++ function)
fincore::serializable_value(C++ function)
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[1]
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[2]
fincore::series_chart::fill_to_zero(C++ member)
fincore::series_chart::series(C++ member)
fincore::series_chart::title(C++ member)
fincore::series_chart::window(C++ member)
fincore::series_chart::y_label(C++ member)
fincore::series_chart::zero_line(C++ member)
fincore::series_chart_spec::benchmark(C++ member)
fincore::series_chart_spec::column(C++ member)
fincore::series_chart_spec::label(C++ member)
fincore::series_chart_spec(C++ struct)
fincore::series_chart(C++ struct)
fincore::sharpe_confidence_interval(C++ function)
fincore::sharpe_ratio_by_year(C++ function)
fincore::sharpe_ratio(C++ function)
fincore::sharpe_standard_error(C++ function)
fincore::show_owned_figures(C++ function)
fincore::simple_returns(C++ function)
fincore::simulate_monte_carlo_from_parameters(C++ function)
fincore::simulate_monte_carlo(C++ function)
fincore::simulate_paths(C++ function)
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[1]
fincore::simulation_operations(C++ function)
fincore::simulation_parameters::drift(C++ member)
fincore::simulation_parameters::volatility(C++ member)
fincore::simulation_parameters(C++ struct)
fincore::simulation_result::observation_count(C++ function)
fincore::simulation_result::operator=(C++ function)
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[1]
fincore::simulation_result::path_count(C++ function)
fincore::simulation_result::paths(C++ function)
fincore::simulation_result::simulation_result(C++ function)
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[1]
fincore::simulation_result::statistics(C++ function)
fincore::simulation_result::terminal_conditional_value_at_risk(C++ function)
fincore::simulation_result::terminal_value_at_risk(C++ function)
fincore::simulation_result::~simulation_result(C++ function)
fincore::simulation_result(C++ class)
fincore::simulation_terminal_percentiles::percentile_1(C++ member)
fincore::simulation_terminal_percentiles::percentile_25(C++ member)
fincore::simulation_terminal_percentiles::percentile_50(C++ member)
fincore::simulation_terminal_percentiles::percentile_5(C++ member)
fincore::simulation_terminal_percentiles::percentile_75(C++ member)
fincore::simulation_terminal_percentiles::percentile_95(C++ member)
fincore::simulation_terminal_percentiles::percentile_99(C++ member)
fincore::simulation_terminal_percentiles(C++ struct)
fincore::simulation_terminal_statistics::mean(C++ member)
fincore::simulation_terminal_statistics::median(C++ member)
fincore::simulation_terminal_statistics::percentiles(C++ member)
fincore::simulation_terminal_statistics::sample_standard_deviation(C++ member)
fincore::simulation_terminal_statistics(C++ struct)
fincore::skewness(C++ function)
fincore::snapshot_pandas(C++ function)
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[1]
fincore::sortino_ratio(C++ function)
fincore::spread_time_series_chart::band_lower(C++ member)
fincore::spread_time_series_chart::band_upper(C++ member)
fincore::spread_time_series_chart::bandwidth(C++ member)
fincore::spread_time_series_chart::dates(C++ member)
fincore::spread_time_series_chart::period(C++ member)
fincore::spread_time_series_chart::rolling_mean(C++ member)
fincore::spread_time_series_chart::spreads(C++ member)
fincore::spread_time_series_chart::title(C++ member)
fincore::spread_time_series_chart::to_svg(C++ function)
fincore::spread_time_series_chart::y_label(C++ member)
fincore::spread_time_series_chart::y_limit(C++ member)
fincore::spread_time_series_chart(C++ struct)
fincore::stability_of_timeseries(C++ function)
fincore::stack_positions(C++ function)
fincore::standard_error_of_mean(C++ function)
fincore::sterling_ratio(C++ function)
fincore::stress_cumulative_return_column(C++ member)
fincore::stress_final_value_column(C++ member)
fincore::stress_max_drawdown_column(C++ member)
fincore::stress_scenario_name_column(C++ member)
fincore::stress_scenario_result::cumulative_return(C++ member)
fincore::stress_scenario_result::final_value(C++ member)
fincore::stress_scenario_result::max_drawdown(C++ member)
fincore::stress_scenario_result::name(C++ member)
fincore::stress_scenario_result::stressed_returns(C++ member)
fincore::stress_scenario_result::volatility(C++ member)
fincore::stress_scenario_result(C++ struct)
fincore::stress_test(C++ function)
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[1]
fincore::stress_volatility_column(C++ member)
fincore::student_t_two_sided_p(C++ function)
fincore::stutzer_index(C++ function)
fincore::style_analysis_options::book_to_price(C++ member)
fincore::style_analysis_options::market_caps(C++ member)
fincore::style_analysis_options::momentum_window(C++ member)
fincore::style_analysis_options::size_quantiles(C++ member)
fincore::style_analysis_options::value_scores(C++ member)
fincore::style_analysis_options(C++ struct)
fincore::style_analysis_result::exposures(C++ member)
fincore::style_analysis_result::overall_returns(C++ member)
fincore::style_analysis_result::returns_by_style(C++ member)
fincore::style_analysis_result(C++ struct)
fincore::style_analysis(C++ function)
fincore::style_asset_column(C++ member)
fincore::style_attribution_contribution_column(C++ member)
fincore::style_attribution_residual_name(C++ member)
fincore::style_context::font_scale(C++ member)
fincore::style_context::name(C++ member)
fincore::style_context::rc(C++ member)
fincore::style_context(C++ struct)
fincore::style_equal_weight_column(C++ member)
fincore::style_factor_provider(C++ type)
fincore::style_growth_column(C++ member)
fincore::style_high_column(C++ member)
fincore::style_large_column(C++ member)
fincore::style_loser_column(C++ member)
fincore::style_low_column(C++ member)
fincore::style_mid_column(C++ member)
fincore::style_name_column(C++ member)
fincore::style_return_column(C++ member)
fincore::style_small_column(C++ member)
fincore::style_value_column(C++ member)
fincore::style_winner_column(C++ member)
fincore::StyleResult::exposures(C++ function)
fincore::StyleResult::overall_returns(C++ function)
fincore::StyleResult::returns_by_style(C++ function)
fincore::StyleResult::style_summary(C++ function)
fincore::StyleResult::StyleResult(C++ function)
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[1]
fincore::StyleResult::to_dict(C++ function)
fincore::StyleResult(C++ class)
fincore::summarize_paths(C++ function)
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[1]
fincore::tail_ratio(C++ function)
fincore::third_max_drawdown_days(C++ function)
fincore::third_max_drawdown_recovery_days(C++ function)
fincore::third_max_drawdown(C++ function)
fincore::ticker_liquidity::days_to_liquidate(C++ member)
fincore::ticker_liquidity::position_allocation_pct(C++ member)
fincore::ticker_liquidity::symbol(C++ member)
fincore::ticker_liquidity(C++ struct)
fincore::timedelta_strings_to_integers(C++ function)
fincore::timedelta_to_string(C++ function)
fincore::timestamp(C++ type)
fincore::to_dataframe(C++ function)
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[1]
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[2]
fincore::to_json_string(C++ function)
fincore::to_json(C++ function)
fincore::to_payload(C++ function)
fincore::to_research_spec(C++ function)
fincore::to_serializable(C++ function)
fincore::top_positions::absolute_positions(C++ member)
fincore::top_positions::long_positions(C++ member)
fincore::top_positions::short_positions(C++ member)
fincore::top_positions(C++ struct)
fincore::tracking_difference(C++ function)
fincore::tracking_error(C++ function)
fincore::trade_record::amount(C++ member)
fincore::trade_record::date(C++ member)
fincore::trade_record::symbol(C++ member)
fincore::trade_record(C++ struct)
fincore::trading_calendar::busday_count(C++ function)
fincore::trading_calendar::holidays(C++ member)
fincore::trading_calendar::is_session(C++ function)
fincore::trading_calendar::is_trading_day(C++ function)
fincore::trading_calendar::weekdays(C++ member)
fincore::trading_calendar(C++ struct)
fincore::trading_value_at_risk(C++ function)
fincore::transaction_amount_column(C++ member)
fincore::transaction_bar_volume_column(C++ member)
fincore::transaction_liquidity::date(C++ member)
fincore::transaction_liquidity::max_percent_bar_consumed(C++ member)
fincore::transaction_liquidity::symbol(C++ member)
fincore::transaction_liquidity(C++ struct)
fincore::transaction_price_column(C++ member)
fincore::transaction_symbol_column(C++ member)
fincore::transport_error_kind::connection(C++ enumerator)
fincore::transport_error_kind::none(C++ enumerator)
fincore::transport_error_kind::operating_system(C++ enumerator)
fincore::transport_error_kind::other(C++ enumerator)
fincore::transport_error_kind::timeout(C++ enumerator)
fincore::transport_error_kind::validation(C++ enumerator)
fincore::transport_error_kind(C++ enum)
fincore::treynor_mazuy_timing(C++ function)
fincore::turnover_denominator::actual_gross_book(C++ enumerator)
fincore::turnover_denominator::portfolio_value(C++ enumerator)
fincore::turnover_denominator(C++ enum)
fincore::twr(C++ function)
fincore::unsupported_format_error(C++ function)
fincore::up_alpha_beta(C++ function)
fincore::up_capture_return(C++ function)
fincore::up_capture(C++ function)
fincore::up_down_capture(C++ function)
fincore::utc_timestamp(C++ function)
fincore::utc_year(C++ function)
fincore::validate_finite_array(C++ function)
fincore::validate_mapping(C++ function)
fincore::validate_pit_alignment(C++ function)
fincore::validate_returns(C++ function)
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[1]
fincore::validate_risk_model_spec(C++ function)
fincore::validation_error(C++ function)
fincore::var_cov_var_normal(C++ function)
fincore::var_excess_return(C++ function)
fincore::version_major(C++ member)
fincore::version_minor(C++ member)
fincore::version_patch(C++ member)
fincore::version_string(C++ member)
fincore::version(C++ function)
fincore::violin_chart::groups(C++ member)
fincore::violin_chart::title(C++ member)
fincore::violin_chart::to_svg(C++ function)
fincore::violin_chart::y_label(C++ member)
fincore::violin_chart(C++ struct)
fincore::violin_group::density_x(C++ member)
fincore::violin_group::density_y(C++ member)
fincore::violin_group::first_quartile(C++ member)
fincore::violin_group::median(C++ member)
fincore::violin_group::period(C++ member)
fincore::violin_group::quantile(C++ member)
fincore::violin_group::samples(C++ member)
fincore::violin_group::third_quartile(C++ member)
fincore::violin_group(C++ struct)
fincore::walk_forward_status::insufficient_data(C++ enumerator)
fincore::walk_forward_status::ok(C++ enumerator)
fincore::walk_forward_status::unsupported(C++ enumerator)
fincore::walk_forward_status_name(C++ function)
fincore::walk_forward_status(C++ enum)
fincore::walk_forward_var_result::backtest(C++ member)
fincore::walk_forward_var_result::fits(C++ member)
fincore::walk_forward_var_result::forecast(C++ member)
fincore::walk_forward_var_result::has_backtest(C++ member)
fincore::walk_forward_var_result::index(C++ member)
fincore::walk_forward_var_result::inputs_digest(C++ member)
fincore::walk_forward_var_result::n_observations(C++ member)
fincore::walk_forward_var_result::realized(C++ member)
fincore::walk_forward_var_result::refit_timestamps(C++ member)
fincore::walk_forward_var_result::spec(C++ member)
fincore::walk_forward_var_result::status(C++ member)
fincore::walk_forward_var_result::unsupported_reason(C++ member)
fincore::walk_forward_var_result(C++ struct)
fincore::walk_forward_var(C++ function)
fincore::weekly_frequency_name(C++ member)
fincore::win_rate(C++ function)
fincore::with_metadata(C++ function)
fincore::write_artifact_bundle(C++ function)
fincore::write_pdf(C++ function)
fincore::xirr(C++ function)
fincore::xlsx_render_options::sheet_prefix(C++ member)
fincore::xlsx_render_options(C++ struct)
fincore::yearly_frequency_name(C++ member)