Wheelodex » Projects » qis

qis

View on PyPI — Reverse Dependencies (0)

1.0.27 qis-1.0.27-py3-none-any.whl

Wheel Details

Project: qis
Version: 1.0.27
Filename: qis-1.0.27-py3-none-any.whl
Download: [link]
Size: 2406840
MD5: e625ddacee2117f6d62efba8983aeb13
SHA256: 26aa52b71ef78d0147b6a7e5ec724de56251d588b7ccad7397bc9f2a572f8a79
Uploaded: 2023-03-20 07:25:31 +0000

dist-info

METADATA · WHEEL · RECORD

METADATA

Metadata-Version: 2.1
Name: qis
Version: 1.0.27
Summary: Implementation of visualisation and reporting analytics for Quantitative Investment Strategies
Author: Artur Sepp
Author-Email: artursepp[at]gmail.com
Maintainer: Artur Sepp
Maintainer-Email: artursepp[at]gmail.com
Home-Page: https://github.com/ArturSepp/QuantInvestStrats
Project-Url: Documentation, https://github.com/ArturSepp/QuantInvestStrats
Project-Url: Issues, https://github.com/ArturSepp/QuantInvestStrats/issues
Project-Url: Personal website, https://artursepp.com
Project-Url: Repository, https://github.com/ArturSepp/QuantInvestStrats
License: LICENSE.txt
Keywords: quantitative,investing,portfolio optimization,systematic strategies,volatility
Classifier: Development Status :: 4 - Beta
Classifier: Environment :: Console
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Intended Audience :: Science/Research
Classifier: License :: OSI Approved :: MIT License
Classifier: License :: Other/Proprietary License
Classifier: Natural Language :: English
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.8
Classifier: Programming Language :: Python :: 3.9
Classifier: Programming Language :: Python :: 3.10
Classifier: Programming Language :: Python :: 3 :: Only
Classifier: Programming Language :: Python :: 3.10
Classifier: Programming Language :: Python :: 3.8
Classifier: Programming Language :: Python :: 3.9
Classifier: Topic :: Office/Business :: Financial :: Investment
Requires-Python: >=3.8,<3.11
Requires-Dist: PyYAML (>=6.0)
Requires-Dist: SQLAlchemy (>=1.4.46)
Requires-Dist: cvxpy (>=1.2.0)
Requires-Dist: easydev (>=0.12.0)
Requires-Dist: fsspec (>=2022.11.0)
Requires-Dist: matplotlib (>=3.2.2)
Requires-Dist: numba (>=0.56.4)
Requires-Dist: numpy (>=1.22.4)
Requires-Dist: openpyxl (>=3.0.10)
Requires-Dist: pandas (>=1.5.2)
Requires-Dist: psycopg2 (>=2.9.5)
Requires-Dist: pyarrow (>=10.0.1)
Requires-Dist: scikit-learn (>=1.1.0)
Requires-Dist: scipy (>=1.10)
Requires-Dist: seaborn (>=0.12.2)
Requires-Dist: statsmodels (>=0.13.5)
Requires-Dist: tabulate (>=0.9.0)
Requires-Dist: yfinance (>0.1.38)
Description-Content-Type: text/markdown
[Description omitted; length: 4970 characters]

WHEEL

Wheel-Version: 1.0
Generator: poetry-core 1.5.2
Root-Is-Purelib: true
Tag: py3-none-any

RECORD

Path Digest Size
qis/__init__.py sha256=oE6vGwGvybyAaJmIvGdQm_HG8I4yow_wxMn-HfGv0A8 1010
qis/examples/constant_notional.py sha256=PLP9Cdss60rT5lKSevuXTDpGSfdkFIap-VTjOvTaLm8 4523
qis/examples/figures/perf1.PNG sha256=i-KhCD-Cn-hNyQBWiUMj8tl71A-rOTC3nkZdXyBjZes 352035
qis/examples/figures/perf2.PNG sha256=RsGpu7hggVTUn9Jan0vmsl6Gjj1lTJ7_6GBncbZ6GCE 921713
qis/examples/figures/perf3.PNG sha256=xWXH9wXlXZFp-ClgzdtsDh5wieF4q5bnwbshlGdgy2U 303142
qis/examples/gaussian_mixure_scatter.py sha256=d2dcsjQu2u6hKMhC79580qrxEb-9np2prn_J_Eh5AUU 2088
qis/examples/move_index.py sha256=i_npwNPYq760GsOOEhqLC5so4hZ8aZp8kOAUU4fQCJs 14760
qis/examples/performances.py sha256=d01ZcCtfiWwtQSJS2OeVjNhszfod912n_OgJ3BH-Xrc 1703
qis/examples/portfolio_opt_backtest.py sha256=XD56ewmgn7iH9ywYqdoRIoZk9jSGSmWfUbHxqDCkQDA 2311
qis/examples/price_plots.py sha256=tUyXoCuzETPc8nlHFKOSswDYP67q8tl0uEleFFC6g10 5275
qis/examples/simulate_quant_strats.py sha256=ZwIvTdi_4gvmOKEPWEqqxVurmTbU1yrq22SqgIbgFcQ 11025
qis/examples/test_ewm.py sha256=tH453esm8tsDsqqAh3Cd3olfVeShPHFPO2XteeaZ6-s 8042
qis/examples/test_scatter.py sha256=z0beqbdwlbMGSS_9h3wW8bkhAuK8asUeGo0qOu_JQLM 1599
qis/examples/this.html sha256=Nuv3AxW1AH_ZJPSD3YhQHsIqoeIQRhjb6vBm3cmxu-c 534752
qis/examples/this.pdf sha256=fcs7r-yUtVaHWMT15FRosroErd_cDoaMnJk48NcgBKM 328625
qis/examples/try_pybloqs.py sha256=Ngb_MdXrC9kEB_EgBlLyUyMRkLXtCQ0ETuP2vSLIIwg 5490
qis/file_utils.py sha256=_XXXB4_f8uTWJYD4c88Klw0uUGeMqGNiXNuX9AkIuS4 34761
qis/local_path.py sha256=AhQofF6iJ9Cfc3cdVi5uS0adW66uE0mdVAEuWHahv-w 991
qis/models/__init__.py sha256=0DriM69dl_u2LkiSZM1iw0MPbvJj4IGXSWoG7ur6YW4 2230
qis/models/linear/__init__.py sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU 0
qis/models/linear/auto_corr.py sha256=MeEkP54Te4ivy3LkdAG2OQ0FV9uRR09rQd5u7xAGtrg 5458
qis/models/linear/corr_cov_matrix.py sha256=h4GVTE9nfEjx2S_BqlM1hpbh6-sgYoFfAfZWczEj5j0 8692
qis/models/linear/ewm.py sha256=-wlaJPAo5-Zdznzqwq0xVZZwZbfiLg23KYUKDX8Ap1o 39806
qis/models/linear/ewm_convolution.py sha256=IdJqXFpA9ubG29xgLDPOiHJ-sYAW889x0NrATRGfSj4 3620
qis/models/linear/ewm_factors.py sha256=GqZ4lZMV4qBcqN8xCOlC9W2cut0n0hJnDgYoxoh1ccw 5989
qis/models/linear/pca.py sha256=zV0vD27UbTLFS1uJ59iWZe9asfKd7idlRtmFEWNxg_A 4032
qis/models/linear/plot_correlations.py sha256=bfG8eA9Uxiq_f2wqiqlXLf28flR4G-Dxb_4j0B5AlQc 6192
qis/models/linear/ra_returns.py sha256=k75TO__E52ge12jYghP-C78jI7psm_0dMxNLLZvOVO4 11519
qis/models/README.md sha256=4J8uzOsk9dP0n3MwuyCPDyDxO5wuGKFf_6OW3COvWn8 24
qis/models/stats/__init__.py sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU 0
qis/models/stats/bootstrap.py sha256=ApVZQO1ArNnyAOF0sN7ZJ-H5kOk8X5VaIeXbLNHB-DU 19010
qis/models/stats/gaussian_mixture.py sha256=VaSP4Iz6_owA-bMwg-ljIeHqapFgTWaFC1Bz3BnyStM 8504
qis/models/stats/ohlc_vol.py sha256=tq1YJUC34y7sydvKxO_IrZWpoj0UQNkGZ8FbzR4Aq28 2319
qis/models/stats/test_bootstrap.py sha256=-tnnxf8uX2WQ8r4_TcUls1BL7vmzv6M2xpXKaDCRDho 8556
qis/perfstats/__init__.py sha256=qLmegbSm9tsPQtkMeTbt2m08Ja300WXsBFAeswBlo2Q 2420
qis/perfstats/cond_regression.py sha256=NufD42STEGuoQG5rlG-DuicRFH6aZOKrm1Z5n3Cioqo 7178
qis/perfstats/config.py sha256=2AJf6ZkUqceh7ER301CHVs8sidqfPQn7WG1BlPAEWdE 11040
qis/perfstats/desc_table.py sha256=q1cnKbK_VI4ZpaLuRuw4-i_WOTF8vJph37W1L9vxbbo 6844
qis/perfstats/perf_stats.py sha256=p2QOOUYFNYyXXBMGNfbcgTE6ylXJ940dxfzhMnFMsCg 21071
qis/perfstats/README.md sha256=4J8uzOsk9dP0n3MwuyCPDyDxO5wuGKFf_6OW3COvWn8 24
qis/perfstats/regime_classifier.py sha256=tFtEhauXK0DngzBodB67OthdzlTGjvCgqWqt1_Z8ksI 20068
qis/perfstats/returns.py sha256=QBllJI5C8i7LKybdZrIgyj1IVwWyRt4MvaEmGgBUYYw 30581
qis/perfstats/timeseries_bfill.py sha256=cF9gs8Cvrw0R54RUxqw8SMDICYnX6l_fxj67uYNk9pA 7843
qis/plots/__init__.py sha256=UO6Diomlz415kgWBgCR669cDb78PmegW8q6VAN-PiHo 3666
qis/plots/bars.py sha256=Lid4yyksWTXLAkBzECfnzxgjxDfSAfDD8faAGJ2DTGI 17326
qis/plots/boxplot.py sha256=zwwrOmIrx6VUYCvEphzyQpV6cKCBneidwjCD-3SYJpc 18857
qis/plots/contour.py sha256=pVUp_ksMEKv2hX77CVDoSP5B2fLEcCx3aI4IGkbusf8 3917
qis/plots/derived/__init__.py sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU 0
qis/plots/derived/data_timeseries.py sha256=Gmm4ScOs6dXF1fwyCcu21t5aUjEPAu0YAqk4KZtd0MU 2196
qis/plots/derived/drawdowns.py sha256=Q4jx9eaCUpfjYi7rxhA3ePChx8n2Ktx4U5zQ4HAbsvE 7371
qis/plots/derived/perf_table.py sha256=pKSc_3p_SN-9iV5IJYGfnYycoML-eRGSaaWORoORLQk 16780
qis/plots/derived/prices.py sha256=lSOo5Sg88MFwzTxP1EK5BXDplQlsRVdc7-lkBuEZrm0 22842
qis/plots/derived/regime_class_table.py sha256=2fx32JZgz5Sz9uPFJ_VVHoYEJ8AUAfYJ5Goqi8Ov0r4 3489
qis/plots/derived/regime_data.py sha256=IEKzv8vUaP9GCuFwVL-yO3c4b0SHA6gIqpNaxzARnXU 11752
qis/plots/derived/regime_pdf.py sha256=_vDkg7C-f7hrKlymMUCXCo6PqUNtLClo2cECqkKTH2g 3519
qis/plots/derived/regime_scatter.py sha256=9pONCjOIrOVE1PWhiy2-D1EtqYOBWdGId8CDbgbKsIQ 6590
qis/plots/derived/returns_heatmap.py sha256=Q70O2ak9-7YsyXVnXd8YTdPibrx2E5XAanX8LpOeHOQ 18010
qis/plots/derived/returns_scatter.py sha256=d4ijldgdF99sLvNFzgRqMR4pdp-LYfdRv9caHxcIi14 5173
qis/plots/errorbar.py sha256=1lwmE6nJWL7Zo53WfrwbD4q29b7hRJQ8e2iNp4ubyw4 4008
qis/plots/heatmap.py sha256=Bph_K9Brfc8MHgC_sxypVNRl42xw2CXwCayIvfQKeO8 3643
qis/plots/histogram.py sha256=SgZJBkkhAjcLA4tgKCjgQ8NqjDbkVaPDpGWdbaxZRk0 10375
qis/plots/histplot2d.py sha256=-a8CQBl06s8bOJ_verWI5hpWUMg6pDbN3sVHhK_YNpI 2917
qis/plots/lineplot.py sha256=nW6pHmXXX5qrUgGniHOFf3ZxN-tRE_iX0vEy2UCqcW8 5424
qis/plots/pie.py sha256=4LI9pY8xVpQF3YKgxVXJjTthUJi6Od9iL5E4hJkbVVw 1608
qis/plots/qqplot.py sha256=XoJxTvwMOVWxGQk6f8NjjpRHxFWlR1k-o5D_9sN1NcY 5889
qis/plots/README.md sha256=4J8uzOsk9dP0n3MwuyCPDyDxO5wuGKFf_6OW3COvWn8 24
qis/plots/scatter.py sha256=tR1eIiJT4REvhQXw3IMCc4_gxrA9V1d5d1ddGt8huao 15874
qis/plots/stackplot.py sha256=oJAVaSAlzdm-l5t_SfZt1l8gY5_7ZhSEMIuGHbVzHic 5975
qis/plots/table.py sha256=oS_y3AtzXW-HTqxHnD9ECH7q962x8dgtX01upf9x5WU 14403
qis/plots/time_series.py sha256=eR-uboKnZrceM7rNBnkysiV9LPUD4VY5QhQiArTvJdM 21346
qis/plots/utils.py sha256=RM7oYaviUnSC22MYn5ZL2IiTZjdilRmCuEyZX0vluGM 55723
qis/portfolio/__init__.py sha256=BuxDe_o5JgTqqtfCCrxh-yw9htMEej_aHou1HtznbbU 305
qis/portfolio/backtester.py sha256=93W3vH6kMDtfxQKayLy5_SxKxqtbSZvw9eEBzgfNCkI 11449
qis/portfolio/multi_portfolio_data.py sha256=Ph56YhN1hrqQrG8ggskDV0kBnnIZTlt-23s4_uCN8qs 30363
qis/portfolio/optimization/__init__.py sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU 0
qis/portfolio/optimization/opt_solvers.py sha256=aZpjNdiEAXh6G7r6l8yjL4oqDLqThGNAE8aHjTYzNzw 11705
qis/portfolio/optimization/qp_solvers.py sha256=QwfHFn7WmQguUsLSWrA7VQPj4G28WkcFkTE2ggUcfhM 20002
qis/portfolio/optimization/rolling_portfolios.py sha256=FKMk7LXWo8LDbz_ENmWGuRj-99BySoj2pPWooDYdmX8 20538
qis/portfolio/portfolio_data.py sha256=JkPA61mbRr8wBY678tG-OWUfJRXZgyXfAy2ZCdv4p0k 34877
qis/portfolio/README.md sha256=4J8uzOsk9dP0n3MwuyCPDyDxO5wuGKFf_6OW3COvWn8 24
qis/portfolio/reports/__init__.py sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU 0
qis/portfolio/reports/multi_asset_factsheet.py sha256=zSkDR2j2tCU__clXn2oVUUmEfsU9s86BoxbyKsfdCIc 18294
qis/portfolio/reports/multi_strategy_factsheet.py sha256=eF2evtyYT8zLT6qTSiy5XpnM0HmJhPQub5LkWt0sFtM 10737
qis/portfolio/reports/portfolio_factsheet.py sha256=ce_DwxMhDhg2sH15ZGUyw8npRTDPi0ZI-8VL7ySoHgY 14148
qis/portfolio/reports/strategy_factsheet.py sha256=VxKpsFLxNdQOChIud08wx1KT7cYCGL_jmJXcelXtrqo 16619
qis/portfolio/strats/__init__.py sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU 0
qis/portfolio/strats/quant_strats_delta1.py sha256=uM_whFSAssGu45K01wXKPsc74jQl76yhzT4jhtsoaOw 5778
qis/settings.yaml sha256=u6j4ewzgD7gUq0ugEfTgDpcILF2HNFM7wEFQITWiI-M 202
qis/sql_engine.py sha256=eJlxA585cdkg9P0Ip6KWUgCZ2c0PINSBf8D1WczSEpk 443
qis/test_data.py sha256=CwWk2c60APb8rg-cABnGZZnK7YWtEx2JvtdvCFneWzU 1261
qis/utils/__init__.py sha256=6A5uKWFo9yhQrL7rkD_2QN_ZCIyST5es4AGEtxYZTXI 4628
qis/utils/dates.py sha256=a6fPIvpHRWQdio1xwGaoZWX0_ZAANDC5hp66phsAcNA 40187
qis/utils/df_agg.py sha256=RA4rPtzRNiQZxsKEAlRWJzur-BjRkuI5o3A1klL5Lek 9047
qis/utils/df_cut.py sha256=Yfw2dqT1dLPQu1dIkRmhT61id5qf8zJ5J94M7GfnIRc 8491
qis/utils/df_freq.py sha256=MK64jzZJBwEN5rMymaYRW4KW6Qo1FblvOmU56tsvfUM 7848
qis/utils/df_groups.py sha256=1Dp0yS9DC9JQrlhiKfceiNu4D8YkRmlwmEpGgBd8Hhs 10992
qis/utils/df_melt.py sha256=C3IMvRK7Zq6fPX20D1gVf2JkvO5XVNikhspLaDCj3Ys 6819
qis/utils/df_ops.py sha256=6lD1U58nUludzpxEoX3wH4FNsIs4JKmNCP3GNXygsfA 23478
qis/utils/df_str.py sha256=V0rs6hfTZokDtOP_ZLGGJaXGR1grzbSd7RhiABr9zvs 8905
qis/utils/df_to_weights.py sha256=mbI5Afw1APB660uLPEMBm70W0JdlFJA532tT5riCt4A 11344
qis/utils/generic.py sha256=MGCAxVlUJdeZMw8DnupOa6fQZ6eFyopI3s2zZlYfgRg 10613
qis/utils/np_ops.py sha256=1ELZGpJryaaaC1dm2BaaVuDM5toV8zyOcQrzTlkLV1g 15819
qis/utils/ols.py sha256=kAzg2maJnm_1Rvtr-1T1xw6a9P47GViE-p1KloykzxE 5578
qis/utils/README.md sha256=_O5KjipjyTbwQco3MzSJxLA5O83E-nfBGzuEhiDeMrg 22
qis/utils/sampling.py sha256=LnfiG2CxcOYkIKtWCjXUkLaf5vUtCNEnt7hvL14y6tg 4589
qis/utils/struct_ops.py sha256=k_yGDz0O5zwNnTjNkz9J6UN2zNNTBo6lF0JOTwuoLUQ 5938
qis-1.0.27.dist-info/LICENSE.txt sha256=wwaTIeM5p1TYEKRnyL3ROkzDvoyNRr9VtroNBHjNQeo 35802
qis-1.0.27.dist-info/METADATA sha256=zrHZec5f5mPQhG_leYX4e0dXo9Nh5NWDyiQ3g7hr5V8 7211
qis-1.0.27.dist-info/WHEEL sha256=7Z8_27uaHI_UZAc4Uox4PpBhQ9Y5_modZXWMxtUi4NU 88
qis-1.0.27.dist-info/RECORD — —