abaquant.portfolio

Import path: abaquant.portfolio

Domain: Portfolio construction, optimization, backtesting, risk metrics, and stress testing.

Package purpose

Portfolio estimation contexts, constraints, and specialized allocation families.

How to use this package

Defines the package facade and supported import surface. Use this package to transform return histories and covariance estimates into weights, then evaluate those weights out of sample and under explicit scenarios.

Package reference

Portfolio estimation contexts, constraints, and specialized allocation families.

Modules

• abaquant.portfolio.backtesting
  • Purpose
  • When to use it
  • Public objects
  • Detailed reference
• abaquant.portfolio.data
  • Purpose
  • When to use it
  • Public objects
  • Detailed reference
• abaquant.portfolio.efficient_frontier
  • Purpose
  • When to use it
  • Public objects
  • Detailed reference
• abaquant.portfolio.hierarchical
  • Purpose
  • When to use it
  • Public objects
  • Detailed reference
• abaquant.portfolio.optimization
  • Purpose
  • When to use it
  • Public objects
  • Detailed reference
• abaquant.portfolio.risk_metrics
  • Purpose
  • When to use it
  • Public objects
  • Detailed reference
• abaquant.portfolio.solvers
  • Purpose
  • When to use it
  • Public objects
  • Detailed reference
• abaquant.portfolio.stress_testing
  • Purpose
  • When to use it
  • Public objects
  • Detailed reference