Index

A

access_api() (authentication.authentication.Authentication method) api.api module

Authentication (class in authentication.authentication) authentication.authentication module

B

bot module

Bot (class in bot)

C

calculate_aggregate_portfolio() (in module utils.portfolio) calculate_black_litterman() (model.model.Model method) calculate_covariance_matrix() (model.model.Model static method) calculate_groupby_portfolio() (in module utils.portfolio) calculate_shares() (execute.execute.Execute method)

calculate_symbol_vols() (model.model.Model static method) check_valid_api_source() (api.api.DataAPI method) compute_portfolio_performance() (etrade.etrade.ETrade static method) create_fake_balances() (in module utils.fake_data) create_fake_portfolio() (in module utils.fake_data)

D

DataAPI (class in api.api)

E

efficient_frontier_portfolios() (model.model.Model method) ETrade (class in etrade.etrade) etrade.etrade module etrade_login() (authentication.authentication.Authentication method)

Execute (class in execute.execute) execute.execute module execute_trade() (execute.execute.Execute method) execute_trades() (execute.execute.Execute method)

F

format_portfolio_data() (etrade.etrade.ETrade static method) (in module utils.portfolio)

G

generate_trades() (execute.execute.Execute method) get_access_tokens() (authentication.authentication.Authentication static method) get_account_balance() (etrade.etrade.ETrade method) get_account_id_key() (authentication.authentication.Authentication static method) get_account_list() (etrade.etrade.ETrade method) get_accounts_api() (authentication.authentication.Authentication method) get_bloomberg_market_caps() (api.api.DataAPI method) get_bloomberg_market_prices() (api.api.DataAPI method) get_bloomberg_prices() (api.api.DataAPI method) get_bloomberg_risk_free_rate() (api.api.DataAPI method) get_buying_power() (etrade.etrade.ETrade method) get_current_portfolio() (etrade.etrade.ETrade static method) get_historical_prices() (api.api.DataAPI method)

get_market_api() (authentication.authentication.Authentication method) get_market_caps() (api.api.DataAPI method) get_market_prices() (api.api.DataAPI method) get_market_quote() (etrade.etrade.ETrade method) get_oauth() (authentication.authentication.Authentication method) get_orders_api() (authentication.authentication.Authentication method) get_orders_list() (etrade.etrade.ETrade method) get_portfolio_data() (etrade.etrade.ETrade method) get_risk_free_rate() (api.api.DataAPI method) get_yahoo_market_caps() (api.api.DataAPI static method) get_yahoo_market_prices() (api.api.DataAPI method) get_yahoo_prices() (api.api.DataAPI method) get_yahoo_risk_free_rate() (api.api.DataAPI static method)

M

market_implied_risk_aversion() (model.model.Model method) maximum_risk_portfolio() (model.model.Model method) maximum_sharpe_portfolio() (model.model.Model method) minimum_risk_portfolio() (model.model.Model method) Model (class in model.model) model.model module module api.api authentication.authentication bot etrade.etrade execute.execute model.model strategies.strategy utils.fake_data utils.portfolio

P

plot_efficient_frontier() (model.model.Model static method) print_results() (model.model.Model static method)

process_ef_output() (model.model.Model method) process_symbols() (api.api.DataAPI static method)

R

run() (bot.Bot method)

run_strategy() (strategies.strategy.Strategy method)

S

strategies.strategy module

Strategy (class in strategies.strategy)

U

utils.fake_data module

utils.portfolio module