qis 3.0.9__tar.gz → 3.0.10__tar.gz

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (150) hide show
  1. {qis-3.0.9 → qis-3.0.10}/PKG-INFO +1 -1
  2. {qis-3.0.9 → qis-3.0.10}/pyproject.toml +1 -1
  3. {qis-3.0.9 → qis-3.0.10}/qis/settings.yaml +1 -0
  4. {qis-3.0.9 → qis-3.0.10}/LICENSE.txt +0 -0
  5. {qis-3.0.9 → qis-3.0.10}/README.md +0 -0
  6. {qis-3.0.9 → qis-3.0.10}/qis/__init__.py +0 -0
  7. {qis-3.0.9 → qis-3.0.10}/qis/examples/best_returns.py +0 -0
  8. {qis-3.0.9 → qis-3.0.10}/qis/examples/bond_futures_portfolio.py +0 -0
  9. {qis-3.0.9 → qis-3.0.10}/qis/examples/bootstrap_analysis.py +0 -0
  10. {qis-3.0.9 → qis-3.0.10}/qis/examples/boxplot_conditional_returns.py +0 -0
  11. {qis-3.0.9 → qis-3.0.10}/qis/examples/btc_asset_corr.py +0 -0
  12. {qis-3.0.9 → qis-3.0.10}/qis/examples/constant_notional.py +0 -0
  13. {qis-3.0.9 → qis-3.0.10}/qis/examples/constant_weight_portfolios.py +0 -0
  14. {qis-3.0.9 → qis-3.0.10}/qis/examples/core/perf_bbg_prices.py +0 -0
  15. {qis-3.0.9 → qis-3.0.10}/qis/examples/core/price_plots.py +0 -0
  16. {qis-3.0.9 → qis-3.0.10}/qis/examples/core/us_election.py +0 -0
  17. {qis-3.0.9 → qis-3.0.10}/qis/examples/credit_spreads.py +0 -0
  18. {qis-3.0.9 → qis-3.0.10}/qis/examples/credit_trackers.py +0 -0
  19. {qis-3.0.9 → qis-3.0.10}/qis/examples/europe_futures.py +0 -0
  20. {qis-3.0.9 → qis-3.0.10}/qis/examples/factsheets/multi_assets.py +0 -0
  21. {qis-3.0.9 → qis-3.0.10}/qis/examples/factsheets/multi_strategy.py +0 -0
  22. {qis-3.0.9 → qis-3.0.10}/qis/examples/factsheets/pyblogs_reports.py +0 -0
  23. {qis-3.0.9 → qis-3.0.10}/qis/examples/factsheets/strategy.py +0 -0
  24. {qis-3.0.9 → qis-3.0.10}/qis/examples/factsheets/strategy_benchmark.py +0 -0
  25. {qis-3.0.9 → qis-3.0.10}/qis/examples/generate_option_rolls.py +0 -0
  26. {qis-3.0.9 → qis-3.0.10}/qis/examples/interpolation_infrequent_returns.py +0 -0
  27. {qis-3.0.9 → qis-3.0.10}/qis/examples/leveraged_strategies.py +0 -0
  28. {qis-3.0.9 → qis-3.0.10}/qis/examples/long_short.py +0 -0
  29. {qis-3.0.9 → qis-3.0.10}/qis/examples/momentum_indices.py +0 -0
  30. {qis-3.0.9 → qis-3.0.10}/qis/examples/oakmark_analysis.py +0 -0
  31. {qis-3.0.9 → qis-3.0.10}/qis/examples/ohlc_vol_analysis.py +0 -0
  32. {qis-3.0.9 → qis-3.0.10}/qis/examples/overnight_returns.py +0 -0
  33. {qis-3.0.9 → qis-3.0.10}/qis/examples/perf_external_assets.py +0 -0
  34. {qis-3.0.9 → qis-3.0.10}/qis/examples/perp_pricing.py +0 -0
  35. {qis-3.0.9 → qis-3.0.10}/qis/examples/readme_performances.py +0 -0
  36. {qis-3.0.9 → qis-3.0.10}/qis/examples/risk_return_frontier.py +0 -0
  37. {qis-3.0.9 → qis-3.0.10}/qis/examples/rolling_performance.py +0 -0
  38. {qis-3.0.9 → qis-3.0.10}/qis/examples/seasonality.py +0 -0
  39. {qis-3.0.9 → qis-3.0.10}/qis/examples/sharpe_vs_sortino.py +0 -0
  40. {qis-3.0.9 → qis-3.0.10}/qis/examples/simulate_quant_strats.py +0 -0
  41. {qis-3.0.9 → qis-3.0.10}/qis/examples/test_ewm.py +0 -0
  42. {qis-3.0.9 → qis-3.0.10}/qis/examples/test_scatter.py +0 -0
  43. {qis-3.0.9 → qis-3.0.10}/qis/examples/try_pybloqs.py +0 -0
  44. {qis-3.0.9 → qis-3.0.10}/qis/examples/universe_corrs.py +0 -0
  45. {qis-3.0.9 → qis-3.0.10}/qis/examples/vix_beta_to_equities_bonds.py +0 -0
  46. {qis-3.0.9 → qis-3.0.10}/qis/examples/vix_conditional_returns.py +0 -0
  47. {qis-3.0.9 → qis-3.0.10}/qis/examples/vix_spy_by_year.py +0 -0
  48. {qis-3.0.9 → qis-3.0.10}/qis/examples/vix_tenor_analysis.py +0 -0
  49. {qis-3.0.9 → qis-3.0.10}/qis/examples/vol_without_weekends.py +0 -0
  50. {qis-3.0.9 → qis-3.0.10}/qis/file_utils.py +0 -0
  51. {qis-3.0.9 → qis-3.0.10}/qis/local_path.py +0 -0
  52. {qis-3.0.9 → qis-3.0.10}/qis/models/README.md +0 -0
  53. {qis-3.0.9 → qis-3.0.10}/qis/models/__init__.py +0 -0
  54. {qis-3.0.9 → qis-3.0.10}/qis/models/linear/__init__.py +0 -0
  55. {qis-3.0.9 → qis-3.0.10}/qis/models/linear/auto_corr.py +0 -0
  56. {qis-3.0.9 → qis-3.0.10}/qis/models/linear/corr_cov_matrix.py +0 -0
  57. {qis-3.0.9 → qis-3.0.10}/qis/models/linear/ewm.py +0 -0
  58. {qis-3.0.9 → qis-3.0.10}/qis/models/linear/ewm_convolution.py +0 -0
  59. {qis-3.0.9 → qis-3.0.10}/qis/models/linear/ewm_factors.py +0 -0
  60. {qis-3.0.9 → qis-3.0.10}/qis/models/linear/ewm_winsor_outliers.py +0 -0
  61. {qis-3.0.9 → qis-3.0.10}/qis/models/linear/pca.py +0 -0
  62. {qis-3.0.9 → qis-3.0.10}/qis/models/linear/plot_correlations.py +0 -0
  63. {qis-3.0.9 → qis-3.0.10}/qis/models/linear/ra_returns.py +0 -0
  64. {qis-3.0.9 → qis-3.0.10}/qis/models/stats/__init__.py +0 -0
  65. {qis-3.0.9 → qis-3.0.10}/qis/models/stats/bootstrap.py +0 -0
  66. {qis-3.0.9 → qis-3.0.10}/qis/models/stats/ohlc_vol.py +0 -0
  67. {qis-3.0.9 → qis-3.0.10}/qis/models/stats/rolling_stats.py +0 -0
  68. {qis-3.0.9 → qis-3.0.10}/qis/models/stats/test_bootstrap.py +0 -0
  69. {qis-3.0.9 → qis-3.0.10}/qis/perfstats/README.md +0 -0
  70. {qis-3.0.9 → qis-3.0.10}/qis/perfstats/__init__.py +0 -0
  71. {qis-3.0.9 → qis-3.0.10}/qis/perfstats/cond_regression.py +0 -0
  72. {qis-3.0.9 → qis-3.0.10}/qis/perfstats/config.py +0 -0
  73. {qis-3.0.9 → qis-3.0.10}/qis/perfstats/desc_table.py +0 -0
  74. {qis-3.0.9 → qis-3.0.10}/qis/perfstats/fx_ops.py +0 -0
  75. {qis-3.0.9 → qis-3.0.10}/qis/perfstats/perf_stats.py +0 -0
  76. {qis-3.0.9 → qis-3.0.10}/qis/perfstats/regime_classifier.py +0 -0
  77. {qis-3.0.9 → qis-3.0.10}/qis/perfstats/returns.py +0 -0
  78. {qis-3.0.9 → qis-3.0.10}/qis/perfstats/timeseries_bfill.py +0 -0
  79. {qis-3.0.9 → qis-3.0.10}/qis/plots/README.md +0 -0
  80. {qis-3.0.9 → qis-3.0.10}/qis/plots/__init__.py +0 -0
  81. {qis-3.0.9 → qis-3.0.10}/qis/plots/bars.py +0 -0
  82. {qis-3.0.9 → qis-3.0.10}/qis/plots/boxplot.py +0 -0
  83. {qis-3.0.9 → qis-3.0.10}/qis/plots/contour.py +0 -0
  84. {qis-3.0.9 → qis-3.0.10}/qis/plots/derived/__init__.py +0 -0
  85. {qis-3.0.9 → qis-3.0.10}/qis/plots/derived/data_timeseries.py +0 -0
  86. {qis-3.0.9 → qis-3.0.10}/qis/plots/derived/desc_table.py +0 -0
  87. {qis-3.0.9 → qis-3.0.10}/qis/plots/derived/drawdowns.py +0 -0
  88. {qis-3.0.9 → qis-3.0.10}/qis/plots/derived/perf_table.py +0 -0
  89. {qis-3.0.9 → qis-3.0.10}/qis/plots/derived/prices.py +0 -0
  90. {qis-3.0.9 → qis-3.0.10}/qis/plots/derived/regime_class_table.py +0 -0
  91. {qis-3.0.9 → qis-3.0.10}/qis/plots/derived/regime_data.py +0 -0
  92. {qis-3.0.9 → qis-3.0.10}/qis/plots/derived/regime_pdf.py +0 -0
  93. {qis-3.0.9 → qis-3.0.10}/qis/plots/derived/regime_scatter.py +0 -0
  94. {qis-3.0.9 → qis-3.0.10}/qis/plots/derived/returns_heatmap.py +0 -0
  95. {qis-3.0.9 → qis-3.0.10}/qis/plots/derived/returns_scatter.py +0 -0
  96. {qis-3.0.9 → qis-3.0.10}/qis/plots/errorbar.py +0 -0
  97. {qis-3.0.9 → qis-3.0.10}/qis/plots/heatmap.py +0 -0
  98. {qis-3.0.9 → qis-3.0.10}/qis/plots/histogram.py +0 -0
  99. {qis-3.0.9 → qis-3.0.10}/qis/plots/histplot2d.py +0 -0
  100. {qis-3.0.9 → qis-3.0.10}/qis/plots/lineplot.py +0 -0
  101. {qis-3.0.9 → qis-3.0.10}/qis/plots/pie.py +0 -0
  102. {qis-3.0.9 → qis-3.0.10}/qis/plots/qqplot.py +0 -0
  103. {qis-3.0.9 → qis-3.0.10}/qis/plots/reports/__init__.py +0 -0
  104. {qis-3.0.9 → qis-3.0.10}/qis/plots/reports/econ_data_single.py +0 -0
  105. {qis-3.0.9 → qis-3.0.10}/qis/plots/reports/gantt_data_history.py +0 -0
  106. {qis-3.0.9 → qis-3.0.10}/qis/plots/reports/price_history.py +0 -0
  107. {qis-3.0.9 → qis-3.0.10}/qis/plots/reports/utils.py +0 -0
  108. {qis-3.0.9 → qis-3.0.10}/qis/plots/scatter.py +0 -0
  109. {qis-3.0.9 → qis-3.0.10}/qis/plots/stackplot.py +0 -0
  110. {qis-3.0.9 → qis-3.0.10}/qis/plots/table.py +0 -0
  111. {qis-3.0.9 → qis-3.0.10}/qis/plots/time_series.py +0 -0
  112. {qis-3.0.9 → qis-3.0.10}/qis/plots/utils.py +0 -0
  113. {qis-3.0.9 → qis-3.0.10}/qis/portfolio/README.md +0 -0
  114. {qis-3.0.9 → qis-3.0.10}/qis/portfolio/__init__.py +0 -0
  115. {qis-3.0.9 → qis-3.0.10}/qis/portfolio/backtester.py +0 -0
  116. {qis-3.0.9 → qis-3.0.10}/qis/portfolio/ewm_portfolio_risk.py +0 -0
  117. {qis-3.0.9 → qis-3.0.10}/qis/portfolio/multi_portfolio_data.py +0 -0
  118. {qis-3.0.9 → qis-3.0.10}/qis/portfolio/portfolio_data.py +0 -0
  119. {qis-3.0.9 → qis-3.0.10}/qis/portfolio/reports/__init__.py +0 -0
  120. {qis-3.0.9 → qis-3.0.10}/qis/portfolio/reports/brinson_attribution.py +0 -0
  121. {qis-3.0.9 → qis-3.0.10}/qis/portfolio/reports/config.py +0 -0
  122. {qis-3.0.9 → qis-3.0.10}/qis/portfolio/reports/multi_assets_factsheet.py +0 -0
  123. {qis-3.0.9 → qis-3.0.10}/qis/portfolio/reports/multi_strategy_factseet_pybloqs.py +0 -0
  124. {qis-3.0.9 → qis-3.0.10}/qis/portfolio/reports/multi_strategy_factsheet.py +0 -0
  125. {qis-3.0.9 → qis-3.0.10}/qis/portfolio/reports/strategy_benchmark_factsheet.py +0 -0
  126. {qis-3.0.9 → qis-3.0.10}/qis/portfolio/reports/strategy_benchmark_factsheet_pybloqs.py +0 -0
  127. {qis-3.0.9 → qis-3.0.10}/qis/portfolio/reports/strategy_factsheet.py +0 -0
  128. {qis-3.0.9 → qis-3.0.10}/qis/portfolio/reports/strategy_signal_factsheet.py +0 -0
  129. {qis-3.0.9 → qis-3.0.10}/qis/portfolio/strats/__init__.py +0 -0
  130. {qis-3.0.9 → qis-3.0.10}/qis/portfolio/strats/quant_strats_delta1.py +0 -0
  131. {qis-3.0.9 → qis-3.0.10}/qis/portfolio/strats/seasonal_strats.py +0 -0
  132. {qis-3.0.9 → qis-3.0.10}/qis/sql_engine.py +0 -0
  133. {qis-3.0.9 → qis-3.0.10}/qis/test_data.py +0 -0
  134. {qis-3.0.9 → qis-3.0.10}/qis/utils/README.md +0 -0
  135. {qis-3.0.9 → qis-3.0.10}/qis/utils/__init__.py +0 -0
  136. {qis-3.0.9 → qis-3.0.10}/qis/utils/dates.py +0 -0
  137. {qis-3.0.9 → qis-3.0.10}/qis/utils/df_agg.py +0 -0
  138. {qis-3.0.9 → qis-3.0.10}/qis/utils/df_cut.py +0 -0
  139. {qis-3.0.9 → qis-3.0.10}/qis/utils/df_freq.py +0 -0
  140. {qis-3.0.9 → qis-3.0.10}/qis/utils/df_groups.py +0 -0
  141. {qis-3.0.9 → qis-3.0.10}/qis/utils/df_melt.py +0 -0
  142. {qis-3.0.9 → qis-3.0.10}/qis/utils/df_ops.py +0 -0
  143. {qis-3.0.9 → qis-3.0.10}/qis/utils/df_str.py +0 -0
  144. {qis-3.0.9 → qis-3.0.10}/qis/utils/df_to_scores.py +0 -0
  145. {qis-3.0.9 → qis-3.0.10}/qis/utils/df_to_weights.py +0 -0
  146. {qis-3.0.9 → qis-3.0.10}/qis/utils/generic.py +0 -0
  147. {qis-3.0.9 → qis-3.0.10}/qis/utils/np_ops.py +0 -0
  148. {qis-3.0.9 → qis-3.0.10}/qis/utils/ols.py +0 -0
  149. {qis-3.0.9 → qis-3.0.10}/qis/utils/sampling.py +0 -0
  150. {qis-3.0.9 → qis-3.0.10}/qis/utils/struct_ops.py +0 -0
{qis-3.0.9 → qis-3.0.10}/PKG-INFO RENAMED
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  Metadata-Version: 2.3
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  Name: qis
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- Version: 3.0.9
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  Summary: Implementation of visualisation and reporting analytics for Quantitative Investment Strategies
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  License: LICENSE.txt
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  Keywords: quantitative,investing,portfolio optimization,systematic strategies,volatility
{qis-3.0.9 → qis-3.0.10}/pyproject.toml RENAMED
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  [tool.poetry]
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  name = "qis"
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- version = "3.0.9"
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  description = "Implementation of visualisation and reporting analytics for Quantitative Investment Strategies"
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  license = "LICENSE.txt"
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  authors = ["Artur Sepp <artursepp@gmail.com>"]
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  ""
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