macrosynergy.panel

Description

This subpackage contains various functionalities for running calculations, analyses, and visualizations on JPMaQS Quantamental DataFrames.

Submodules

• macrosynergy.panel.basket
  • Basket
• macrosynergy.panel.category_relations
  • CategoryRelations
• macrosynergy.panel.converge_row
  • ConvergeRow
• macrosynergy.panel.granger_causality_test
  • granger_causality_test()
• macrosynergy.panel.historic_vol
  • expo_weights()
  • expo_std()
  • flat_std()
  • historic_vol()
• macrosynergy.panel.linear_composite
  • linear_composite_cid_agg()
  • linear_composite_xcat_agg()
  • linear_composite()
• macrosynergy.panel.make_blacklist
  • startend()
  • make_blacklist()
• macrosynergy.panel.make_relative_value
  • make_relative_value()
• macrosynergy.panel.make_zn_scores
  • expanding_stat()
  • make_zn_scores()
• macrosynergy.panel.panel_calculator
  • time_series_check()
  • xcat_isolator()
  • panel_calculator()
• macrosynergy.panel.return_beta
  • date_alignment()
  • hedge_calculator()
  • adjusted_returns()
  • return_beta()
  • beta_display()
• macrosynergy.panel.view_correlations
  • correl_matrix()
• macrosynergy.panel.view_grades
  • heatmap_grades()
• macrosynergy.panel.view_metrics
  • view_metrics()
• macrosynergy.panel.view_ranges
  • view_ranges()
• macrosynergy.panel.view_timelines
  • view_timelines()