Index

A

adj_close (Asset property), [1] adjust_floor_ceiling (VanguardDynamicSpending property), [1] adjust_min_max (VanguardDynamicSpending property), [1] amount (CutWithdrawalsIfDrawdown property), [1] (IndexationStrategy property), [1] annual_inflation_ts (Inflation property), [1] annual_return_ts (AssetList property), [1] (EfficientFrontier property)

annual_return_ts() (Portfolio method), [1] Asset (class in okama) AssetList (class in okama) assets_close_monthly (Portfolio property), [1] assets_dividend_yield (Portfolio property), [1] assets_ror (AssetList property), [1] (EfficientFrontier property) (Portfolio property), [1] assets_weights_ts() (Rebalance method), [1]

B

backtesting_error() (MonteCarlo method), [1]

bounds (EfficientFrontier property), [1]

C

cash_flow_ts() (PortfolioDCF method), [1] cashflow_parameters (PortfolioDCF property), [1] close_daily (Asset property), [1] close_monthly (Asset property), [1] (Portfolio property), [1]

crash_threshold_reduction (CutWithdrawalsIfDrawdown property), [1] cumulative_inflation (Inflation property), [1] currency (AssetList property), [1] (EfficientFrontier property) (Portfolio property), [1] CutWithdrawalsIfDrawdown (class in okama)

D

describe() (AssetList method), [1] (EfficientFrontier method) (Indicator method), [1] (Inflation method), [1] (Portfolio method), [1] (Rate method), [1] discount_rate (PortfolioDCF property), [1] distribution (MonteCarlo property), [1] distribution_parameters (MonteCarlo property), [1] diversification_ratio (Portfolio property), [1] dividend_growing_years (AssetList property), [1] (EfficientFrontier property) dividend_paying_years (AssetList property), [1] (EfficientFrontier property)

dividend_yield (AssetList property), [1] (EfficientFrontier property) (Portfolio property), [1] dividend_yield_annual (AssetList property), [1] (EfficientFrontier property) (Portfolio property), [1] dividends (Asset property), [1] (Portfolio property), [1] dividends_annual (AssetList property), [1] (EfficientFrontier property) (Portfolio property), [1] drawdowns (AssetList property), [1] (EfficientFrontier property) (Portfolio property), [1]

E

ef_points (EfficientFrontier property), [1]

EfficientFrontier (class in okama)

F

find_the_largest_withdrawals_size() (PortfolioDCF method), [1] floor_ceiling (VanguardDynamicSpending property), [1] frequency (CutWithdrawalsIfDrawdown property), [1] (IndexationStrategy property), [1] (PercentageStrategy property), [1] (TimeSeriesStrategy property), [1] (VanguardDynamicSpending property), [1]

G

get_cagr() (AssetList method), [1] (EfficientFrontier method) (Portfolio method), [1] get_cumulative_return() (AssetList method), [1] (EfficientFrontier method) (Portfolio method), [1] get_cvar_historic() (AssetList method), [1] (EfficientFrontier method) (Portfolio method), [1] get_dividend_mean_growth_rate() (AssetList method), [1] (EfficientFrontier method) get_dividend_mean_yield() (AssetList method), [1] (EfficientFrontier method) get_grid_portfolios() (EfficientFrontier method), [1] get_monte_carlo() (EfficientFrontier method), [1] get_monthly_geometric_mean_return() (AssetList method), [1] (EfficientFrontier method) (Portfolio method), [1] get_most_diversified_portfolio() (EfficientFrontier method), [1] get_parameters_for_distribution() (MonteCarlo method), [1] get_rolling_cagr() (AssetList method), [1] (EfficientFrontier method) (Portfolio method), [1]

get_rolling_cumulative_return() (AssetList method), [1] (EfficientFrontier method) (Portfolio method), [1] get_rolling_risk_annual() (AssetList method), [1] (EfficientFrontier method) get_sharpe_ratio() (AssetList method), [1] (EfficientFrontier method) (Portfolio method), [1] get_sortino_ratio() (AssetList method), [1] (EfficientFrontier method) (Portfolio method), [1] get_tangency_portfolio() (EfficientFrontier method), [1] get_var_historic() (AssetList method), [1] (EfficientFrontier method) (Portfolio method), [1] global_max_return_portfolio (EfficientFrontier property), [1] gmv_annual_values (EfficientFrontier property), [1] gmv_annual_weights (EfficientFrontier property), [1] gmv_monthly_weights (EfficientFrontier property), [1]

I

index_beta() (AssetList method), [1] (EfficientFrontier method) index_corr() (AssetList method), [1] (EfficientFrontier method) indexation (CutWithdrawalsIfDrawdown property), [1] (IndexationStrategy property), [1] (VanguardDynamicSpending property), [1] IndexationStrategy (class in okama)

Indicator (class in okama) Inflation (class in okama) initial_investment (CutWithdrawalsIfDrawdown property), [1] (IndexationStrategy property), [1] (PercentageStrategy property), [1] (TimeSeriesStrategy property), [1] (VanguardDynamicSpending property), [1] initial_investment_fv (PortfolioDCF property), [1] initial_investment_pv (PortfolioDCF property), [1]

J

jarque_bera (AssetList property), [1] (EfficientFrontier property) (MonteCarlo property), [1]

K

kstest (MonteCarlo property), [1] kstest() (AssetList method), [1] (EfficientFrontier method) kstest_for_all_distributions (MonteCarlo property), [1] kurtosis (AssetList property), [1] (EfficientFrontier property) (MonteCarlo property), [1]

kurtosis_rolling() (AssetList method), [1] (EfficientFrontier method) (MonteCarlo method), [1]

M

make_series_from_list() (CutWithdrawalsIfDrawdown method), [1] mc_number (MonteCarlo property), [1] mdp_points (EfficientFrontier property), [1] mean_return (AssetList property), [1] (EfficientFrontier property) mean_return_annual (Portfolio property), [1] mean_return_monthly (Portfolio property), [1]

min_max_annual_withdrawals (VanguardDynamicSpending property), [1] minimize_risk() (EfficientFrontier method), [1] monte_carlo_cash_flow() (PortfolioDCF method), [1] monte_carlo_returns_ts (MonteCarlo property), [1] monte_carlo_survival_period() (PortfolioDCF method), [1] monte_carlo_wealth() (PortfolioDCF method), [1] MonteCarlo (class in okama)

N

n_points (EfficientFrontier property), [1] NAME (CutWithdrawalsIfDrawdown attribute), [1] (IndexationStrategy attribute), [1] (PercentageStrategy attribute), [1] name (Portfolio property), [1]

NAME (TimeSeriesStrategy attribute), [1] (VanguardDynamicSpending attribute), [1] namespaces (in module okama) nav_ts (Asset property), [1] number_of_securities (Portfolio property), [1]

O

okamaio_link (Portfolio property), [1]

optimize_df_for_students() (MonteCarlo method), [1]

P

percentage (PercentageStrategy property), [1] (VanguardDynamicSpending property), [1] PercentageStrategy (class in okama) percentile_cagr() (Portfolio method), [1] percentile_distribution_cagr() (MonteCarlo method), [1] percentile_inverse_cagr() (MonteCarlo method), [1] (Portfolio method), [1] period (MonteCarlo property), [1] (Rebalance property), [1] periods_per_year (CutWithdrawalsIfDrawdown property), [1] (IndexationStrategy property), [1] (PercentageStrategy property), [1] (TimeSeriesStrategy property), [1] (VanguardDynamicSpending property), [1]

plot_assets() (AssetList method), [1] (EfficientFrontier method) (Portfolio method), [1] plot_cml() (EfficientFrontier method), [1] plot_forecast_monte_carlo() (PortfolioDCF method), [1] plot_hist_fit() (MonteCarlo method), [1] plot_pair_ef() (EfficientFrontier method), [1] plot_qq() (MonteCarlo method), [1] plot_transition_map() (EfficientFrontier method), [1] Portfolio (class in okama) PortfolioDCF (class in okama) price (Asset property), [1] purchasing_power_1000 (Inflation property), [1]

R

Rate (class in okama) real_mean_return (AssetList property), [1] (EfficientFrontier property) (Portfolio property), [1] Rebalance (class in okama) rebalancing_events (Portfolio property), [1] rebalancing_strategy (EfficientFrontier property), [1] (Portfolio property), [1] recovery_period (Portfolio property), [1] recovery_periods (AssetList property), [1] (EfficientFrontier property)

return_ror_ts() (Rebalance method), [1] return_ror_ts_ef() (Rebalance method), [1] risk_annual (AssetList property), [1] (EfficientFrontier property) (Portfolio property), [1] risk_monthly (AssetList property), [1] (EfficientFrontier property) (Portfolio property), [1] rolling_inflation (Inflation property), [1] ror (Portfolio property), [1]

S

search() (in module okama) semideviation_annual (AssetList property), [1] (EfficientFrontier property) (Portfolio property), [1] semideviation_monthly (AssetList property), [1] (EfficientFrontier property) (Portfolio property), [1] set_mc_parameters() (PortfolioDCF method), [1] set_values_monthly() (Indicator method), [1] (Inflation method), [1] (Rate method), [1] skewness (AssetList property), [1] (EfficientFrontier property) (MonteCarlo property), [1]

skewness_rolling() (AssetList method), [1] (EfficientFrontier method) (MonteCarlo method), [1] survival_date_hist() (PortfolioDCF method), [1] survival_period_hist() (PortfolioDCF method), [1] symbol (Asset property), [1] (Portfolio property), [1] symbols (AssetList property), [1] (EfficientFrontier property) (Portfolio property), [1] symbols_in_namespace() (in module okama)

T

table (Portfolio property), [1] target_risk_range (EfficientFrontier property), [1] ticker_names (EfficientFrontier property), [1] tickers (AssetList property), [1] (EfficientFrontier property) (Portfolio property), [1] time_series_dic (CutWithdrawalsIfDrawdown property), [1] (IndexationStrategy property), [1] (PercentageStrategy property), [1] (TimeSeriesStrategy property), [1] (VanguardDynamicSpending property), [1]

TimeSeriesStrategy (class in okama) tracking_difference() (AssetList method), [1] (EfficientFrontier method) tracking_difference_annual (AssetList property), [1] (EfficientFrontier property) tracking_difference_annualized() (AssetList method), [1] (EfficientFrontier method) tracking_error() (AssetList method), [1] (EfficientFrontier method)

V

values_daily (Rate property), [1] values_monthly (Indicator property), [1] (Inflation property), [1] (Rate property), [1]

VanguardDynamicSpending (class in okama) verbose (EfficientFrontier property), [1]

W

wealth_index (Portfolio property), [1] wealth_index() (PortfolioDCF method), [1] wealth_index_fv_with_assets (PortfolioDCF property), [1] wealth_index_with_assets (Portfolio property), [1] wealth_indexes (AssetList property), [1] (EfficientFrontier property)

wealth_ts() (Rebalance method), [1] wealth_ts_ef() (Rebalance method), [1] weights (Portfolio property), [1] weights_ts (Portfolio property), [1]