LICENSE
MANIFEST.in
README.md
codecov.yml
requirements.txt
setup.cfg
setup.py
demo_scripts/__init__.py
demo_scripts/backtester/__init__.py
demo_scripts/backtester/compare_different_initial_risks.py
demo_scripts/backtester/moving_average_alpha_model.py
demo_scripts/backtester/run_alpha_model_backtest_demo.py
demo_scripts/backtester/transactions_as_strings.py
demo_scripts/charts/__init__.py
demo_scripts/charts/annual_returns_bar_chart.py
demo_scripts/charts/bar_chart2.py
demo_scripts/charts/bar_chart_index_translator_demo.py
demo_scripts/charts/concatenation_and_line_chart.py
demo_scripts/charts/cone_chart.py
demo_scripts/charts/cone_chart_oos.py
demo_scripts/charts/event_comparison_chart.py
demo_scripts/charts/heatmap_demo.py
demo_scripts/charts/line_chart.py
demo_scripts/charts/qq_chart.py
demo_scripts/charts/regression_chart.py
demo_scripts/charts/return_quantiles_chart.py
demo_scripts/charts/returns_similarity_chart.py
demo_scripts/charts/secondary_axes.py
demo_scripts/charts/secondary_bar_axes.py
demo_scripts/charts/skewness_chart.py
demo_scripts/charts/stem_chart.py
demo_scripts/charts/stem_decorator_demo.py
demo_scripts/charts/test_create_line_chart.py
demo_scripts/charts/text_decorator.py
demo_scripts/common/__init__.py
demo_scripts/common/import_from_excel.py
demo_scripts/common/tearsheet5.cache
demo_scripts/common/tearsheet_demo.py
demo_scripts/common/timeseries_analysis_demo.py
demo_scripts/common/trade_analysis.cache
demo_scripts/common/trades_analysis_demo.py
demo_scripts/common/utils/__init__.py
demo_scripts/common/utils/custom_returns_aggregations_demo.py
demo_scripts/common/utils/drift_independent_vol_demo.py
demo_scripts/common/utils/dummy_ticker.py
demo_scripts/common/utils/excel_exporter_demo.py
demo_scripts/common/utils/volatility_manager_demo.py
demo_scripts/data_providers/__init__.py
demo_scripts/data_providers/quandl_data_provider_demo.py
demo_scripts/data_providers/portara/__init__.py
demo_scripts/data_providers/portara/portara_data_provider_demo.py
demo_scripts/data_providers/portara/portara_future_ticker_demo.py
demo_scripts/data_providers/portara/portara_intraday_strategy.py
demo_scripts/demo_configuration/__init__.py
demo_scripts/demo_configuration/demo_data_provider.py
demo_scripts/demo_configuration/demo_ioc.py
demo_scripts/demo_configuration/config_files/demo_secret_settings.json
demo_scripts/demo_configuration/config_files/demo_settings.json
demo_scripts/demo_configuration/input/daily_data.csv
demo_scripts/demo_configuration/input/intraday_data.csv
demo_scripts/demo_configuration/input/document_css/grid.css
demo_scripts/demo_configuration/input/document_css/index.css
demo_scripts/demo_configuration/input/document_css/main.css
demo_scripts/demo_configuration/input/document_css/page_header.css
demo_scripts/demo_configuration/input/document_css/table.css
demo_scripts/demo_configuration/input/email_templates/sample_email.html
demo_scripts/demo_configuration/input/images/cern_logo.png
demo_scripts/ib_examples/__init__.py
demo_scripts/ib_examples/available_algo_params.py
demo_scripts/ib_examples/contract_samples.py
demo_scripts/ib_examples/fa_allocation_samples.py
demo_scripts/ib_examples/ib_contract_ticker_mapper_demo.py
demo_scripts/ib_examples/order_samples.py
demo_scripts/ib_examples/scanner_subscription_samples.py
demo_scripts/indicators/__init__.py
demo_scripts/indicators/market_stress_indicator_demo.py
demo_scripts/strategies/__init__.py
demo_scripts/strategies/alpha_model_strategy_with_data_checksum.py
demo_scripts/strategies/buy_and_hold_demo.py
demo_scripts/strategies/intraday_strategy.py
demo_scripts/strategies/out_single_ticker
demo_scripts/strategies/output_profile
demo_scripts/strategies/output_profile2
demo_scripts/strategies/output_profile3
demo_scripts/strategies/simple_ma_strategy.py
qf_lib/__init__.py
qf_lib/get_sources_root.py
qf_lib/settings.py
qf_lib/starting_dir.py
qf_lib.egg-info/PKG-INFO
qf_lib.egg-info/SOURCES.txt
qf_lib.egg-info/dependency_links.txt
qf_lib.egg-info/requires.txt
qf_lib.egg-info/top_level.txt
qf_lib/analysis/__init__.py
qf_lib/analysis/backtests_overfitting/__init__.py
qf_lib/analysis/backtests_overfitting/backtest_overfitting_sheet.py
qf_lib/analysis/backtests_overfitting/minimum_backtest_length.py
qf_lib/analysis/backtests_overfitting/overfitting_analysis.py
qf_lib/analysis/breakout_strength/__init__.py
qf_lib/analysis/breakout_strength/trend_strength.py
qf_lib/analysis/breakout_strength/trend_strength_sheet.py
qf_lib/analysis/common/__init__.py
qf_lib/analysis/common/abstract_document.py
qf_lib/analysis/exposure_analysis/__init__.py
qf_lib/analysis/exposure_analysis/exposure_generator.py
qf_lib/analysis/exposure_analysis/exposure_settings.py
qf_lib/analysis/exposure_analysis/exposure_sheet.py
qf_lib/analysis/model_params_estimation/__init__.py
qf_lib/analysis/model_params_estimation/evaluation_utils.py
qf_lib/analysis/model_params_estimation/model_params_evaluator.py
qf_lib/analysis/rolling_analysis/__init__.py
qf_lib/analysis/rolling_analysis/rolling_analysis.py
qf_lib/analysis/signals_analysis/__init__.py
qf_lib/analysis/signals_analysis/signals_plotter.py
qf_lib/analysis/strategy_monitoring/__init__.py
qf_lib/analysis/strategy_monitoring/assets_monitoring_sheet.py
qf_lib/analysis/strategy_monitoring/pnl_calculator.py
qf_lib/analysis/tearsheets/__init__.py
qf_lib/analysis/tearsheets/abstract_tearsheet.py
qf_lib/analysis/tearsheets/current_positions_sheet.py
qf_lib/analysis/tearsheets/factor_comparison_sheet.py
qf_lib/analysis/tearsheets/portfolio_analysis_sheet.py
qf_lib/analysis/tearsheets/strategy_monitoring_document.py
qf_lib/analysis/tearsheets/tearsheet_comparative.py
qf_lib/analysis/tearsheets/tearsheet_with_benchmark.py
qf_lib/analysis/tearsheets/tearsheet_without_benchmark.py
qf_lib/analysis/timeseries_analysis/__init__.py
qf_lib/analysis/timeseries_analysis/timeseries_analysis.py
qf_lib/analysis/timeseries_analysis/timeseries_analysis_dto.py
qf_lib/analysis/trade_analysis/__init__.py
qf_lib/analysis/trade_analysis/trade_analysis_sheet.py
qf_lib/analysis/trade_analysis/trades_generator.py
qf_lib/backtesting/__init__.py
qf_lib/backtesting/alpha_model/__init__.py
qf_lib/backtesting/alpha_model/alpha_model.py
qf_lib/backtesting/alpha_model/exposure_enum.py
qf_lib/backtesting/alpha_model/futures_model.py
qf_lib/backtesting/alpha_model/random_trades_alpha_model.py
qf_lib/backtesting/broker/__init__.py
qf_lib/backtesting/broker/backtest_broker.py
qf_lib/backtesting/broker/broker.py
qf_lib/backtesting/contract/__init__.py
qf_lib/backtesting/contract/contract_to_ticker_conversion/__init__.py
qf_lib/backtesting/contract/contract_to_ticker_conversion/base.py
qf_lib/backtesting/contract/contract_to_ticker_conversion/ib_contract_ticker_mapper.py
qf_lib/backtesting/contract/contract_to_ticker_conversion/simulated_contract_ticker_mapper.py
qf_lib/backtesting/data_handler/__init__.py
qf_lib/backtesting/data_handler/daily_data_handler.py
qf_lib/backtesting/data_handler/data_handler.py
qf_lib/backtesting/data_handler/intraday_data_handler.py
qf_lib/backtesting/events/__init__.py
qf_lib/backtesting/events/event_base.py
qf_lib/backtesting/events/event_manager.py
qf_lib/backtesting/events/notifiers.py
qf_lib/backtesting/events/time_flow_controller.py
qf_lib/backtesting/events/empty_queue_event/__init__.py
qf_lib/backtesting/events/empty_queue_event/empty_queue_event.py
qf_lib/backtesting/events/empty_queue_event/empty_queue_event_listener.py
qf_lib/backtesting/events/empty_queue_event/empty_queue_event_notifier.py
qf_lib/backtesting/events/end_trading_event/__init__.py
qf_lib/backtesting/events/end_trading_event/end_trading_event.py
qf_lib/backtesting/events/end_trading_event/end_trading_event_listener.py
qf_lib/backtesting/events/end_trading_event/end_trading_event_notifier.py
qf_lib/backtesting/events/time_event/__init__.py
qf_lib/backtesting/events/time_event/regular_date_time_rule.py
qf_lib/backtesting/events/time_event/scheduler.py
qf_lib/backtesting/events/time_event/time_event.py
qf_lib/backtesting/events/time_event/periodic_event/__init__.py
qf_lib/backtesting/events/time_event/periodic_event/intraday_bar_event.py
qf_lib/backtesting/events/time_event/periodic_event/periodic_event.py
qf_lib/backtesting/events/time_event/regular_time_event/__init__.py
qf_lib/backtesting/events/time_event/regular_time_event/after_market_close_event.py
qf_lib/backtesting/events/time_event/regular_time_event/before_market_open_event.py
qf_lib/backtesting/events/time_event/regular_time_event/daily_market_event.py
qf_lib/backtesting/events/time_event/regular_time_event/market_close_event.py
qf_lib/backtesting/events/time_event/regular_time_event/market_open_event.py
qf_lib/backtesting/events/time_event/regular_time_event/regular_time_event.py
qf_lib/backtesting/events/time_event/single_time_event/__init__.py
qf_lib/backtesting/events/time_event/single_time_event/schedule_order_execution_event.py
qf_lib/backtesting/events/time_event/single_time_event/single_time_event.py
qf_lib/backtesting/execution_handler/__init__.py
qf_lib/backtesting/execution_handler/execution_handler.py
qf_lib/backtesting/execution_handler/market_on_close_orders_executor.py
qf_lib/backtesting/execution_handler/market_on_open_orders_executor.py
qf_lib/backtesting/execution_handler/market_orders_executor.py
qf_lib/backtesting/execution_handler/simulated_execution_handler.py
qf_lib/backtesting/execution_handler/simulated_executor.py
qf_lib/backtesting/execution_handler/stop_orders_executor.py
qf_lib/backtesting/execution_handler/commission_models/__init__.py
qf_lib/backtesting/execution_handler/commission_models/bps_trade_value_commission_model.py
qf_lib/backtesting/execution_handler/commission_models/commission_model.py
qf_lib/backtesting/execution_handler/commission_models/fixed_commission_model.py
qf_lib/backtesting/execution_handler/commission_models/ib_commission_model.py
qf_lib/backtesting/execution_handler/slippage/__init__.py
qf_lib/backtesting/execution_handler/slippage/base.py
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qf_lib/backtesting/execution_handler/slippage/price_based_slippage.py
qf_lib/backtesting/execution_handler/slippage/square_root_market_impact_slippage.py
qf_lib/backtesting/fast_alpha_model_tester/__init__.py
qf_lib/backtesting/fast_alpha_model_tester/backtest_summary.py
qf_lib/backtesting/fast_alpha_model_tester/fast_alpha_models_tester.py
qf_lib/backtesting/fast_alpha_model_tester/fast_data_handler.py
qf_lib/backtesting/fast_alpha_model_tester/initial_risk_stats.py
qf_lib/backtesting/fast_alpha_model_tester/scenarios_generator.py
qf_lib/backtesting/monitoring/__init__.py
qf_lib/backtesting/monitoring/abstract_monitor.py
qf_lib/backtesting/monitoring/backtest_monitor.py
qf_lib/backtesting/monitoring/backtest_result.py
qf_lib/backtesting/order/__init__.py
qf_lib/backtesting/order/execution_style.py
qf_lib/backtesting/order/order.py
qf_lib/backtesting/order/order_factory.py
qf_lib/backtesting/order/time_in_force.py
qf_lib/backtesting/orders_filter/__init__.py
qf_lib/backtesting/orders_filter/orders_filter.py
qf_lib/backtesting/orders_filter/volume_orders_filter.py
qf_lib/backtesting/portfolio/__init__.py
qf_lib/backtesting/portfolio/backtest_crypto_position.py
qf_lib/backtesting/portfolio/backtest_equity_position.py
qf_lib/backtesting/portfolio/backtest_future_position.py
qf_lib/backtesting/portfolio/backtest_position.py
qf_lib/backtesting/portfolio/broker_positon.py
qf_lib/backtesting/portfolio/portfolio.py
qf_lib/backtesting/portfolio/position.py
qf_lib/backtesting/portfolio/position_factory.py
qf_lib/backtesting/portfolio/trade.py
qf_lib/backtesting/portfolio/transaction.py
qf_lib/backtesting/portfolio/utils.py
qf_lib/backtesting/position_sizer/__init__.py
qf_lib/backtesting/position_sizer/fixed_portfolio_percentage_position_sizer.py
qf_lib/backtesting/position_sizer/initial_risk_position_sizer.py
qf_lib/backtesting/position_sizer/initial_risk_with_volume_position_sizer.py
qf_lib/backtesting/position_sizer/position_sizer.py
qf_lib/backtesting/position_sizer/simple_position_sizer.py
qf_lib/backtesting/signals/__init__.py
qf_lib/backtesting/signals/backtest_signals_register.py
qf_lib/backtesting/signals/signal.py
qf_lib/backtesting/signals/signals_register.py
qf_lib/backtesting/strategies/__init__.py
qf_lib/backtesting/strategies/abstract_strategy.py
qf_lib/backtesting/strategies/alpha_model_strategy.py
qf_lib/backtesting/strategies/signal_generators.py
qf_lib/backtesting/trading_session/__init__.py
qf_lib/backtesting/trading_session/backtest_trading_session.py
qf_lib/backtesting/trading_session/backtest_trading_session_builder.py
qf_lib/backtesting/trading_session/trading_session.py
qf_lib/common/__init__.py
qf_lib/common/enums/__init__.py
qf_lib/common/enums/axis.py
qf_lib/common/enums/expiration_date_field.py
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qf_lib/common/enums/matplotlib_location.py
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qf_lib/common/enums/plotting_mode.py
qf_lib/common/enums/price_field.py
qf_lib/common/enums/quandl_db_type.py
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qf_lib/common/enums/security_type.py
qf_lib/common/exceptions/__init__.py
qf_lib/common/exceptions/broker_exceptions.py
qf_lib/common/exceptions/future_contracts_exceptions.py
qf_lib/common/exceptions/not_enough_data_exception.py
qf_lib/common/risk_parity_boxes/__init__.py
qf_lib/common/risk_parity_boxes/risk_parity_boxes.py
qf_lib/common/tickers/__init__.py
qf_lib/common/tickers/tickers.py
qf_lib/common/timeseries_analysis/__init__.py
qf_lib/common/timeseries_analysis/return_attribution_analysis.py
qf_lib/common/timeseries_analysis/risk_contribution_analysis.py
qf_lib/common/utils/__init__.py
qf_lib/common/utils/config_exporter.py
qf_lib/common/utils/data_cleaner.py
qf_lib/common/utils/error_handling.py
qf_lib/common/utils/helpers.py
qf_lib/common/utils/close_open_gap/__init__.py
qf_lib/common/utils/close_open_gap/close_open_gap.py
qf_lib/common/utils/confidence_interval/__init__.py
qf_lib/common/utils/confidence_interval/analytical_cone.py
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qf_lib/common/utils/confidence_interval/analytical_cone_oos.py
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qf_lib/common/utils/dateutils/date_to_datetime.py
qf_lib/common/utils/dateutils/date_to_string.py
qf_lib/common/utils/dateutils/datetime64_to_datetime.py
qf_lib/common/utils/dateutils/eom_date.py
qf_lib/common/utils/dateutils/get_quarter.py
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qf_lib/common/utils/dateutils/iso_to_gregorian.py
qf_lib/common/utils/dateutils/relative_delta.py
qf_lib/common/utils/dateutils/string_to_date.py
qf_lib/common/utils/dateutils/timer.py
qf_lib/common/utils/dateutils/to_days.py
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qf_lib/common/utils/factorization/manager.py
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qf_lib/common/utils/factorization/data_models/rolling_data_model.py
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qf_lib/common/utils/factorization/data_presenters/__init__.py
qf_lib/common/utils/factorization/data_presenters/data_presenter.py
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qf_lib/common/utils/factorization/factors_identification/__init__.py
qf_lib/common/utils/factorization/factors_identification/elastic_net_factors_identifier.py
qf_lib/common/utils/factorization/factors_identification/elastic_net_factors_identifier_simplified.py
qf_lib/common/utils/factorization/factors_identification/factors_identifier.py
qf_lib/common/utils/factorization/factors_identification/stepwise_factor_identifier.py
qf_lib/common/utils/logging/__init__.py
qf_lib/common/utils/logging/logging_config.py
qf_lib/common/utils/logging/qf_parent_logger.py
qf_lib/common/utils/miscellaneous/__init__.py
qf_lib/common/utils/miscellaneous/annualise_with_sqrt.py
qf_lib/common/utils/miscellaneous/average_true_range.py
qf_lib/common/utils/miscellaneous/consecutive_duplicates.py
qf_lib/common/utils/miscellaneous/constants.py
qf_lib/common/utils/miscellaneous/function_name.py
qf_lib/common/utils/miscellaneous/get_cached_value.py
qf_lib/common/utils/miscellaneous/kelly.py
qf_lib/common/utils/miscellaneous/periods_list.py
qf_lib/common/utils/miscellaneous/to_list_conversion.py
qf_lib/common/utils/miscellaneous/volume_weighted_average_price.py
qf_lib/common/utils/miscellaneous/z_score_outliers_cut.py
qf_lib/common/utils/numberutils/__init__.py
qf_lib/common/utils/numberutils/is_finite_number.py
qf_lib/common/utils/ratios/__init__.py
qf_lib/common/utils/ratios/calmar_ratio.py
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qf_lib/common/utils/ratios/gain_to_pain_ratio.py
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qf_lib/common/utils/ratios/omega_ratio.py
qf_lib/common/utils/ratios/sharpe_ratio.py
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qf_lib/common/utils/returns/__init__.py
qf_lib/common/utils/returns/annualise_total_return.py
qf_lib/common/utils/returns/avg_drawdown.py
qf_lib/common/utils/returns/avg_drawdown_duration.py
qf_lib/common/utils/returns/beta_and_alpha.py
qf_lib/common/utils/returns/cagr.py
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qf_lib/common/utils/returns/custom_returns_aggregating.py
qf_lib/common/utils/returns/cvar.py
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qf_lib/common/utils/returns/get_aggregate_returns.py
qf_lib/common/utils/returns/growth_rate.py
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qf_lib/common/utils/returns/log_to_simple_return.py
qf_lib/common/utils/returns/max_drawdown.py
qf_lib/common/utils/returns/return_distribution_helpers.py
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qf_lib/common/utils/returns/tail_events.py
qf_lib/common/utils/technical_analysis/__init__.py
qf_lib/common/utils/technical_analysis/utils.py
qf_lib/common/utils/volatility/__init__.py
qf_lib/common/utils/volatility/drift_independent_volatility.py
qf_lib/common/utils/volatility/get_volatility.py
qf_lib/common/utils/volatility/intraday_volatility.py
qf_lib/common/utils/volatility/rolling_volatility.py
qf_lib/common/utils/volatility/volatility_forecast.py
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qf_lib/containers/dimension_names.py
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qf_lib/containers/time_indexed_container.py
qf_lib/containers/dataframe/__init__.py
qf_lib/containers/dataframe/cast_dataframe.py
qf_lib/containers/dataframe/log_returns_dataframe.py
qf_lib/containers/dataframe/prices_dataframe.py
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qf_lib/containers/dataframe/simple_returns_dataframe.py
qf_lib/containers/futures/__init__.py
qf_lib/containers/futures/future_contract.py
qf_lib/containers/futures/futures_adjustment_method.py
qf_lib/containers/futures/futures_chain.py
qf_lib/containers/futures/futures_rolling_orders_generator.py
qf_lib/containers/futures/future_tickers/__init__.py
qf_lib/containers/futures/future_tickers/bloomberg_future_ticker.py
qf_lib/containers/futures/future_tickers/future_ticker.py
qf_lib/containers/futures/future_tickers/portara_future_ticker.py
qf_lib/containers/series/__init__.py
qf_lib/containers/series/cast_series.py
qf_lib/containers/series/log_returns_series.py
qf_lib/containers/series/prices_series.py
qf_lib/containers/series/qf_series.py
qf_lib/containers/series/returns_series.py
qf_lib/containers/series/simple_returns_series.py
qf_lib/data_providers/__init__.py
qf_lib/data_providers/abstract_price_data_provider.py
qf_lib/data_providers/data_provider.py
qf_lib/data_providers/general_price_provider.py
qf_lib/data_providers/helpers.py
qf_lib/data_providers/prefetching_data_provider.py
qf_lib/data_providers/preset_data_provider.py
qf_lib/data_providers/tickers_universe_provider.py
qf_lib/data_providers/bloomberg/__init__.py
qf_lib/data_providers/bloomberg/bloomberg_data_provider.py
qf_lib/data_providers/bloomberg/bloomberg_names.py
qf_lib/data_providers/bloomberg/exceptions.py
qf_lib/data_providers/bloomberg/futures_data_provider.py
qf_lib/data_providers/bloomberg/helpers.py
qf_lib/data_providers/bloomberg/historical_data_provider.py
qf_lib/data_providers/bloomberg/reference_data_provider.py
qf_lib/data_providers/bloomberg/tabular_data_provider.py
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qf_lib/data_providers/bloomberg_beap_hapi/bloomberg_beap_hapi_data_provider.py
qf_lib/data_providers/bloomberg_beap_hapi/bloomberg_beap_hapi_fields_provider.py
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qf_lib/data_providers/bloomberg_beap_hapi/bloomberg_beap_hapi_universe_provider.py
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qf_lib/data_providers/portara/portara_data_provider.py
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qf_lib/documents_utils/email_publishing/email_publisher.py
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qf_lib/portfolio_construction/black_litterman/__init__.py
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qf_lib/portfolio_construction/covariance_estimation/robust_covariance.py
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qf_lib/portfolio_construction/optimizers/nonlinear_function_optimizer.py
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qf_lib/portfolio_construction/portfolio_models/__init__.py
qf_lib/portfolio_construction/portfolio_models/efficient_frontier_portfolio.py
qf_lib/portfolio_construction/portfolio_models/equal_risk_contribution_portfolio.py
qf_lib/portfolio_construction/portfolio_models/kelly_portfolio.py
qf_lib/portfolio_construction/portfolio_models/max_diversification_portfolio.py
qf_lib/portfolio_construction/portfolio_models/max_excess_return_portfolio.py
qf_lib/portfolio_construction/portfolio_models/max_sharpe_ratio_portfolio.py
qf_lib/portfolio_construction/portfolio_models/min_variance_portfolio.py
qf_lib/portfolio_construction/portfolio_models/multifactor_portfolio.py
qf_lib/portfolio_construction/portfolio_models/portfolio.py
qf_lib/portfolio_construction/portfolio_models/risk_parity_portfolio.py
qf_lib_tests/__init__.py
qf_lib_tests/run_integration_tests.py
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