Index

A

adf_test() (src.MMAR.MMAR.MMAR static method)

alpha_min (src.MMAR.MMAR.MMAR property)

B

backtest_strategy() (in module src.utility_functions)

C

check_autocorrelation() (src.MMAR.MMAR.MMAR method) check_hurst() (src.MMAR.MMAR.MMAR method) check_normality() (src.MMAR.MMAR.MMAR method) check_stationarity() (src.MMAR.MMAR.MMAR method)

compare_qq_plots() (in module src.utility_functions) compare_return_distribution() (in module src.utility_functions) compute_p() (src.MMAR.MMAR.MMAR static method) config() (src.MMAR.MMAR.MMAR method)

D

display_report() (in module src.utility_functions)

divisors() (src.MMAR.MMAR.MMAR static method)

G

get_alpha_min() (src.MMAR.MMAR.MMAR method) get_df() (in module src.utility_functions) get_hurst() (src.MMAR.MMAR.MMAR method)

get_MMAR_MC() (src.MMAR.MMAR.MMAR method) get_params() (src.MMAR.MMAR.MMAR method) get_scaling() (src.MMAR.MMAR.MMAR method) get_standard_returns() (in module src.utility_functions)

H

H (src.MMAR.MMAR.MMAR property)

K

kpss_test() (src.MMAR.MMAR.MMAR static method)

L

legendre() (src.MMAR.MMAR.MMAR method)

M

m (src.MMAR.MMAR.MMAR property) MMAR (class in src.MMAR.MMAR) module src src.MMAR src.MMAR.MMAR src.utility_functions tests tests.test_utilities

mu (src.MMAR.MMAR.MMAR property)

N

normal() (in module src.MMAR.MMAR)

O

objective_catboost() (in module src.utility_functions) objective_lightgbm() (in module src.utility_functions)

objective_logistic_regression() (in module src.utility_functions) objective_random_forest() (in module src.utility_functions) objective_svc() (in module src.utility_functions)

P

plot_alpha() (src.MMAR.MMAR.MMAR method) plot_alpha_theoretical() (src.MMAR.MMAR.MMAR method) plot_density() (src.MMAR.MMAR.MMAR method) plot_feature_imp() (in module src.utility_functions) plot_ks_comparison() (in module src.utility_functions) plot_multiple_return_comparison() (in module src.utility_functions)

plot_qq() (src.MMAR.MMAR.MMAR method) plot_return_comparison() (in module src.utility_functions) plot_scaling() (src.MMAR.MMAR.MMAR method) plot_simulated_paths() (in module src.utility_functions) plot_strategy() (in module src.utility_functions) post_init() (src.MMAR.MMAR.MMAR method)

Q

q (src.MMAR.MMAR.MMAR property)

S

select_threshold() (in module src.utility_functions) sigma (src.MMAR.MMAR.MMAR property) sigma_ret (src.MMAR.MMAR.MMAR property) src module

src.MMAR module src.MMAR.MMAR module src.utility_functions module

T

tau (src.MMAR.MMAR.MMAR property) tauf() (src.MMAR.MMAR.MMAR method) tests module

tests.test_utilities module theta (src.MMAR.MMAR.MMAR property) tune_params() (in module src.utility_functions)