List of all items
Structs
- KellyFraction
- RollingWindow
- analytics::DiversificationMetrics
- analytics::PortfolioAnalytics
- analytics::TailRiskMetrics
- cointegration::EngleGrangerResult
- composition::ComposeOptions
- composition::CompositionResult
- composition::MixedCompositionResult
- composition::PortfolioEquityPoint
- composition::RebalanceEvent
- composition::ReturnPoint
- composition::ReturnSeries
- composition::WeightScheduleEntry
Enums
- KellyMode
- MetricsError
- cointegration::CointegrationMathError
- composition::AllocationMethod
- composition::Frequency
- composition::RebalanceMode
Functions
- analytics::attribution
- analytics::correlation_matrix
- analytics::diversification_metrics
- analytics::drawdown_overlap_count
- analytics::portfolio_analytics
- annualized_return
- avg_loss
- avg_win
- cagr
- calmar_ratio
- cointegration::engle_granger
- cointegration::pearson_correlation
- cointegration::spread_stats_to_decimal
- composition::compose
- composition::compose_mixed
- composition::splice_returns
- compute_kelly_fraction
- compute_kelly_inputs
- drawdown_series
- expectancy
- information_ratio
- max_drawdown
- max_drawdown_duration
- profit_factor
- recovery_time
- risk_metrics::cvar
- risk_metrics::try_var
- risk_metrics::var
- sharpe_ratio
- sortino_ratio
- total_return
- win_rate