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github.com/YTZzzzz/Barra_CNE5
/ functions
Functions
51 in github.com/YTZzzzz/Barra_CNE5
⨍
Functions
51
◇
Types & classes
6
↓ 4 callers
Method
setupUi
(self, MainWindow)
Part1.py:12
↓ 3 callers
Function
halflife
(half_life = 63, length = 252)
utility.py:7
↓ 3 callers
Function
normalize
(a)
utility.py:21
↓ 3 callers
Function
winsorize
(a, limit = 3)
utility.py:13
↓ 2 callers
Function
avg_risk
(df)
regression.py:72
↓ 2 callers
Function
cov_pair
(ft, fk)
regression.py:32
↓ 1 callers
Function
Align
(code,df)
data.py:35
↓ 1 callers
Method
BLEV
(self)
style_factor.py:123
↓ 1 callers
Method
CETOP
(self)
style_factor.py:87
↓ 1 callers
Method
CMRA
(self, period = 12)
style_factor.py:29
↓ 1 callers
Function
Concat
(codes,cols1,cols2)
data.py:45
↓ 1 callers
Method
DASTD
(self, half_life = 42,T = 252)
style_factor.py:20
↓ 1 callers
Method
DTOA
(self)
style_factor.py:117
↓ 1 callers
Method
EPFWD
(self)
style_factor.py:83
↓ 1 callers
Method
ETOP
(self)
style_factor.py:91
↓ 1 callers
Function
GetMarketInfo
(code,cols1,cols2)
data.py:19
↓ 1 callers
Method
MLEV
(self)
style_factor.py:110
↓ 1 callers
Method
NLSIZE
(self)
style_factor.py:41
↓ 1 callers
Method
RSTR
(self, T = 504, L = 21, half_life = 126)
style_factor.py:12
↓ 1 callers
Method
STOA
(self, stom, t=21, T =12)
style_factor.py:76
↓ 1 callers
Method
STOM
(self, t = 21)
style_factor.py:59
↓ 1 callers
Method
STOQ
(self, stom, t=21, T=3)
style_factor.py:69
↓ 1 callers
Function
adjustment
(predict_data)
regression.py:118
↓ 1 callers
Function
adjustment_data
(predict_data,factor, raw, a = 0.6)
regression.py:95
↓ 1 callers
Function
avg_risk_predict
(S, T = 30, a = 6)
regression.py:84
↓ 1 callers
Function
factors
(raw_data)
style_factor.py:130
↓ 1 callers
Function
forecast_risk
(df, T= 90)
regression.py:56
↓ 1 callers
Function
industry
(data)
utility.py:71
↓ 1 callers
Function
non_linear_size
(size_exposure, market_cap_on_current_day)
utility.py:32
↓ 1 callers
Function
orthogonalize
(target_variable, reference_variable, regression_weight)
utility.py:27
↓ 1 callers
Function
preparing
(data, truncate_limit = 5, winsorize_limit = 3)
utility.py:60
↓ 1 callers
Function
realized_risk
(df, T = 126)
regression.py:63
↓ 1 callers
Method
retranslateUi
(self, MainWindow)
Part1.py:138
↓ 1 callers
Method
retranslateUi
(self, MainWindow)
Part3.py:59
↓ 1 callers
Method
retranslateUi
(self, MainWindow)
Part4.py:162
↓ 1 callers
Method
retranslateUi
(self, MainWindow)
Part2.py:133
↓ 1 callers
Function
styles
(data)
utility.py:78
↓ 1 callers
Function
truncate
(data, column, limit = 5)
utility.py:49
Method
Attribution
(self)
UIconnect.py:62
Method
BTOP
(self)
style_factor.py:55
Method
EGRO
(self,period)
style_factor.py:95
Method
EffectiveFactor
(self)
UIconnect.py:95
Method
RiskForecast
(self)
UIconnect.py:85
Method
__init__
(self, data)
style_factor.py:7
Method
__init__
(self)
UIconnect.py:32
Function
cov_mat
(df,date,T = 90, delta = 0)
regression.py:39
Function
dealna
(data)
utility.py:92
Function
regress
(test)
regression.py:17
Method
setupUi
(self, MainWindow)
Part3.py:12
Method
setupUi
(self, MainWindow)
Part4.py:12
Method
setupUi
(self, MainWindow)
Part2.py:12