Index

_

__init__() (allopy.optimize.ActivePortfolioOptimizer method) (allopy.optimize.ActivePortfolioRegretOptimizer method) (allopy.optimize.BaseOptimizer method) (allopy.optimize.PortfolioOptimizer method) (allopy.optimize.PortfolioRegretOptimizer method) (allopy.optimize.RegretOptimizer method) (allopy.penalty.NoPenalty method) (allopy.penalty.UncertaintyPenalty method)

A

ActivePortfolioOptimizer (class in allopy.optimize) ActivePortfolioRegretOptimizer (class in allopy.optimize) add_equality_constraint() (allopy.optimize.BaseOptimizer method) (allopy.optimize.RegretOptimizer method) add_equality_matrix_constraint() (allopy.optimize.BaseOptimizer method) (allopy.optimize.RegretOptimizer method)

add_inequality_constraint() (allopy.optimize.BaseOptimizer method) (allopy.optimize.RegretOptimizer method) add_inequality_matrix_constraint() (allopy.optimize.BaseOptimizer method) (allopy.optimize.RegretOptimizer method)

B

BaseOptimizer (class in allopy.optimize)

C

cost() (allopy.penalty.NoPenalty method) (allopy.penalty.UncertaintyPenalty method)

L

load_index() (in module allopy.datasets) load_monte_carlo() (in module allopy.datasets)

lower_bounds() (allopy.optimize.BaseOptimizer property) (allopy.optimize.RegretOptimizer property)

M

maximize_eva() (allopy.optimize.ActivePortfolioOptimizer method) (allopy.optimize.ActivePortfolioRegretOptimizer method) maximize_info_ratio() (allopy.optimize.ActivePortfolioOptimizer method) (allopy.optimize.ActivePortfolioRegretOptimizer method) maximize_returns() (allopy.optimize.PortfolioOptimizer method) (allopy.optimize.PortfolioRegretOptimizer method) maximize_sharpe_ratio() (allopy.optimize.ActivePortfolioOptimizer method) (allopy.optimize.ActivePortfolioRegretOptimizer method) (allopy.optimize.PortfolioOptimizer method) (allopy.optimize.PortfolioRegretOptimizer method)

minimize_cvar() (allopy.optimize.ActivePortfolioOptimizer method) (allopy.optimize.ActivePortfolioRegretOptimizer method) (allopy.optimize.PortfolioOptimizer method) (allopy.optimize.PortfolioRegretOptimizer method) minimize_tracking_error() (allopy.optimize.ActivePortfolioOptimizer method) (allopy.optimize.ActivePortfolioRegretOptimizer method) minimize_volatility() (allopy.optimize.ActivePortfolioOptimizer method) (allopy.optimize.ActivePortfolioRegretOptimizer method) (allopy.optimize.PortfolioOptimizer method) (allopy.optimize.PortfolioRegretOptimizer method) model() (allopy.optimize.BaseOptimizer property)

N

NoPenalty (class in allopy.penalty)

O

optimize() (allopy.optimize.BaseOptimizer method) (allopy.optimize.RegretOptimizer method)

P

PortfolioOptimizer (class in allopy.optimize)

PortfolioRegretOptimizer (class in allopy.optimize) prob() (allopy.optimize.RegretOptimizer property)

R

RegretOptimizer (class in allopy.optimize)

remove_all_constraints() (allopy.optimize.BaseOptimizer method)

S

set_bounds() (allopy.optimize.BaseOptimizer method) (allopy.optimize.RegretOptimizer method) set_epsilon() (allopy.optimize.BaseOptimizer method) set_epsilon_constraint() (allopy.optimize.BaseOptimizer method) (allopy.optimize.RegretOptimizer method) set_ftol_abs() (allopy.optimize.BaseOptimizer method) (allopy.optimize.RegretOptimizer method) set_ftol_rel() (allopy.optimize.BaseOptimizer method) (allopy.optimize.RegretOptimizer method) set_lower_bounds() (allopy.optimize.BaseOptimizer method) set_max_objective() (allopy.optimize.BaseOptimizer method) (allopy.optimize.RegretOptimizer method)

set_maxeval() (allopy.optimize.BaseOptimizer method) (allopy.optimize.RegretOptimizer method) set_meta() (allopy.optimize.RegretOptimizer method) set_min_objective() (allopy.optimize.BaseOptimizer method) (allopy.optimize.RegretOptimizer method) set_stopval() (allopy.optimize.BaseOptimizer method) set_upper_bounds() (allopy.optimize.BaseOptimizer method) set_xtol_abs() (allopy.optimize.BaseOptimizer method) (allopy.optimize.RegretOptimizer method) set_xtol_rel() (allopy.optimize.BaseOptimizer method) (allopy.optimize.RegretOptimizer method) summary() (allopy.optimize.BaseOptimizer property)

U

UncertaintyPenalty (class in allopy.penalty)

upper_bounds() (allopy.optimize.BaseOptimizer property) (allopy.optimize.RegretOptimizer property)