Index

C

call_option() (in module fortitudo.tech.option_pricing)

correlation_matrix() (in module fortitudo.tech.functions) covariance_matrix() (in module fortitudo.tech.functions)

E

efficient_frontier() (MeanCVaR method) (MeanVariance method) efficient_portfolio() (MeanCVaR method) (MeanVariance method)

entropy_pooling() (in module fortitudo.tech.entropy_pooling) exp_decay_probs() (in module fortitudo.tech.simulation)

F

fortitudo.tech.data module fortitudo.tech.entropy_pooling module fortitudo.tech.functions module

fortitudo.tech.optimization module fortitudo.tech.option_pricing module fortitudo.tech.simulation module

L

load_parameters() (in module fortitudo.tech.data)

load_pnl() (in module fortitudo.tech.data) load_time_series() (in module fortitudo.tech.data)

M

MeanCVaR (class in fortitudo.tech.optimization) MeanVariance (class in fortitudo.tech.optimization) module fortitudo.tech.data fortitudo.tech.entropy_pooling fortitudo.tech.functions fortitudo.tech.optimization fortitudo.tech.option_pricing fortitudo.tech.simulation

N

normal_exp_decay_calib() (in module fortitudo.tech.simulation)

P

portfolio_cvar() (in module fortitudo.tech.functions) portfolio_var() (in module fortitudo.tech.functions)

portfolio_vol() (in module fortitudo.tech.functions) put_option() (in module fortitudo.tech.option_pricing)

S

simulation_moments() (in module fortitudo.tech.functions)