Index

_

__init__() (Analyzer method) (Contract method) (ContractDataset method) (DataValidationError method) (EarlyStopping method) (EncoderBlock method) (Experiment method) (ForecastingDataset method) (Mamba method) (Model method), [1], [2], [3], [4], [5] (moving_avg method) (Norm method) (Patcher method) (PatchTSTBackbone method) (PositionalEncoding method) (ResBlock method) (Reshape method) (RevIN method) (series_decomp method) (SupervisedHead method) (Transpose method) (Universe method) (Unsqueeze method) (VerticalPatcher method)

A

ADVERTISING_AGENCIES (IndustryType attribute) AEROSPACE_DEFENSE (IndustryType attribute) all_metrics (Universe attribute) analyze_forecast_features() (Analyzer method)

Analyzer (class in optrade.analysis.visualizer) APPAREL_RETAIL (IndustryType attribute) ASSET_MANAGEMENT (IndustryType attribute) AUTO_MANUFACTURERS (IndustryType attribute) AUTO_PARTS (IndustryType attribute)

B

BANKS_DIVERSIFIED (IndustryType attribute) BANKS_REGIONAL (IndustryType attribute) beta (Universe attribute) BEVERAGES_ALCOHOLIC (IndustryType attribute)

BEVERAGES_NON_ALCOHOLIC (IndustryType attribute) BIOTECHNOLOGY (IndustryType attribute) BUILDING_MATERIALS (IndustryType attribute) BUSINESS_EQUIPMENT (IndustryType attribute)

C

calibrate_new_contract() (in module optrade.data.forecasting) candidate_roots (Universe attribute) CAPITAL_MARKETS (IndustryType attribute) CHEMICALS (IndustryType attribute) classification() (Model method) clean_up_dir() (in module optrade.utils.directories) clean_up_file() (in module optrade.utils.directories) COMMUNICATION (SectorType attribute)

compute_backbone() (Model method) COMPUTER_HARDWARE (IndustryType attribute) CONSUMER_CYCLICAL (SectorType attribute) CONSUMER_DEFENSIVE (SectorType attribute) CONSUMER_ELECTRONICS (IndustryType attribute) Contract (class in optrade.data.contracts) ContractDataset (class in optrade.data.contracts) create_windows() (in module optrade.data.forecasting)

D

DataValidationError datetime_to_tensor() (in module optrade.utils.misc) debt_to_equity (Universe attribute) DEPARTMENT_STORES (IndustryType attribute) dev_mode (Universe attribute)

DISCOUNT_STORES (IndustryType attribute) dividend_yield (Universe attribute) dow_jones (Universe attribute) download() (Universe method) dt_features() (in module optrade.data.features)

E

EarlyStopping (class in optrade.utils.train) earnings_volatility (Universe attribute) ELECTRONIC_COMPONENTS (IndustryType attribute) ELECTRONIC_GAMING_MULTIMEDIA (IndustryType attribute) encoder() (Model method) EncoderBlock (class in optrade.models.pytorch.patchtst) end_date (Universe attribute)

ENERGY (SectorType attribute) ENGINEERING_CONSTRUCTION (IndustryType attribute) ENTERTAINMENT (IndustryType attribute) epoch_logger() (Experiment method) error_autocorrelation_analysis() (Analyzer method) evaluate() (Experiment method) event_study_analysis() (Analyzer method) Experiment (class in optrade.exp.forecasting)

F

factor_categorization() (in module optrade.analysis.factors) FARM_HEAVY_MACHINERY (IndustryType attribute) fill_open_zeros() (in module optrade.utils.misc) filter() (Universe method) filter_categorical() (Universe method) filter_five_level() (Universe method) filter_three_level() (Universe method) FINANCIAL (SectorType attribute) find_optimal() (Contract class method) find_optimal_exp() (in module optrade.data.thetadata) find_optimal_strike() (in module optrade.data.thetadata) FiveFactorLevel (class in optrade.utils.stock_categories) forecast() (Model method) ForecastingDataset (class in optrade.data.forecasting) format_time_dynamic() (in module optrade.utils.misc) forward() (EncoderBlock method) (Mamba method) (Model method), [1], [2], [3], [4], [5] (moving_avg method) (Norm method) (Patcher method) (PatchTSTBackbone method) (PositionalEncoding method) (ResBlock method) (Reshape method) (RevIN method) (series_decomp method) (SupervisedHead method) (Transpose method) (Unsqueeze method) (VerticalPatcher method)

forward_patch_model() (Model method)

G

generate() (ContractDataset method) generate_random_id() (in module optrade.utils.misc) get_contract_datasets() (in module optrade.data.contracts) get_expirations() (in module optrade.data.thetadata) get_factor_exposures() (in module optrade.analysis.factors) (Universe method) get_forecasting_dataset() (in module optrade.data.forecasting) get_forecasting_loaders() (in module optrade.data.forecasting) (Universe method) get_historical_vol() (in module optrade.utils.volatility) get_item() (ForecastingDataset method) get_market_metrics() (Universe method) get_num_examples() (in module optrade.models.utils.utils)

get_patch_model() (Model method) get_percentiles() (Universe method) get_previous_trading_day() (in module optrade.utils.volatility) get_rolling_volatility() (in module optrade.utils.volatility) get_roots() (in module optrade.data.thetadata) get_sklearn_data() (Experiment method) get_strikes() (in module optrade.data.thetadata) get_torch_preds() (Analyzer method) get_train_historical_vol() (in module optrade.utils.volatility) get_universe_factor_exposures() (in module optrade.analysis.factors) get_valid_start_date() (in module optrade.data.forecasting) get_volatility_features() (in module optrade.data.features) GROCERY_STORES (IndustryType attribute)

H

HEALTH_INFORMATION_SERVICES (IndustryType attribute) HEALTHCARE (SectorType attribute)

HIGH (FiveFactorLevel attribute) (ThreeFactorLevel attribute) HOUSEHOLD_PRODUCTS (IndustryType attribute)

I

INDUSTRIAL (SectorType attribute) industry (Universe attribute) IndustryType (class in optrade.utils.stock_categories) information_coefficient_analysis() (Analyzer method) init_device() (Experiment method) init_earlystopping() (Experiment method)

init_loaders() (Experiment method) init_logger() (Experiment method) INSURANCE_LIFE (IndustryType attribute) INSURANCE_PROPERTY_CASUALTY (IndustryType attribute) INTERNET_CONTENT_INFORMATION (IndustryType attribute) investment_beta (Universe attribute)

L

load() (ContractDataset class method) load_all_data() (in module optrade.data.thetadata) load_data() (Contract method) load_option_data() (in module optrade.data.thetadata) load_stock_data() (in module optrade.data.thetadata)

load_stock_data_eod() (in module optrade.data.thetadata) LODGING (IndustryType attribute) log_stats() (Experiment method) log_universe() (Experiment method) LOW (FiveFactorLevel attribute) (ThreeFactorLevel attribute)

M

Mamba (class in optrade.models.pytorch.mamba) market_beta (Universe attribute) market_cap (Universe attribute) MATERIALS (SectorType attribute) MEDICAL_CARE_FACILITIES (IndustryType attribute) MEDICAL_DEVICES (IndustryType attribute) MEDIUM (FiveFactorLevel attribute) (ThreeFactorLevel attribute) Model (class in optrade.models.pytorch.dlinear) (class in optrade.models.pytorch.emforecaster) (class in optrade.models.pytorch.linear) (class in optrade.models.pytorch.patchtst) (class in optrade.models.pytorch.recurrent) (class in optrade.models.pytorch.tsmixer) module optrade optrade.analysis optrade.analysis.factors optrade.analysis.visualizer optrade.data optrade.data.contracts optrade.data.features optrade.data.forecasting optrade.data.thetadata optrade.data.universe optrade.exp optrade.exp.forecasting optrade.models.pytorch optrade.models.pytorch.dlinear optrade.models.pytorch.emforecaster optrade.models.pytorch.linear optrade.models.pytorch.mamba optrade.models.pytorch.patchtst optrade.models.pytorch.recurrent optrade.models.pytorch.tsmixer optrade.models.utils optrade.models.utils.patcher optrade.models.utils.pos_enc optrade.models.utils.revin optrade.models.utils.utils optrade.models.utils.weight_init optrade.utils optrade.utils.directories optrade.utils.error_handlers optrade.utils.misc optrade.utils.stock_categories optrade.utils.train optrade.utils.volatility

momentum_beta (Universe attribute) moving_avg (class in optrade.models.pytorch.dlinear)

N

nasdaq_100 (Universe attribute) Norm (class in optrade.models.utils.utils)

normalize_concat_dataset() (in module optrade.data.forecasting) normalize_datasets() (in module optrade.data.forecasting)

O

OIL_GAS_EQUIPMENT_SERVICES (IndustryType attribute) OIL_GAS_EXPLORATION_PRODUCTION (IndustryType attribute) OIL_GAS_INTEGRATED (IndustryType attribute) OIL_GAS_REFINING_MARKETING (IndustryType attribute) optrade module optrade.analysis module optrade.analysis.factors module optrade.analysis.visualizer module optrade.data module optrade.data.contracts module optrade.data.features module optrade.data.forecasting module optrade.data.thetadata module optrade.data.universe module optrade.exp module optrade.exp.forecasting module optrade.models.pytorch module optrade.models.pytorch.dlinear module optrade.models.pytorch.emforecaster module optrade.models.pytorch.linear module

optrade.models.pytorch.mamba module optrade.models.pytorch.patchtst module optrade.models.pytorch.recurrent module optrade.models.pytorch.tsmixer module optrade.models.utils module optrade.models.utils.patcher module optrade.models.utils.pos_enc module optrade.models.utils.revin module optrade.models.utils.utils module optrade.models.utils.weight_init module optrade.utils module optrade.utils.directories module optrade.utils.error_handlers module optrade.utils.misc module optrade.utils.stock_categories module optrade.utils.train module optrade.utils.volatility module

P

PAPER_PAPER_PRODUCTS (IndustryType attribute) Patcher (class in optrade.models.utils.patcher) PatchTSTBackbone (class in optrade.models.pytorch.patchtst) pe_ratio (Universe attribute)

period_visualize() (Analyzer method) PHARMACEUTICAL_MANUFACTURERS (IndustryType attribute) PositionalEncoding (class in optrade.models.utils.pos_enc) print_master() (Experiment method) profitability_beta (Universe attribute)

R

REAL_ESTATE (SectorType attribute) REAL_ESTATE_SERVICES (IndustryType attribute) REIT_HEALTHCARE (IndustryType attribute) REIT_INDUSTRIAL (IndustryType attribute) REIT_OFFICE (IndustryType attribute) REIT_RESIDENTIAL (IndustryType attribute)

REIT_RETAIL (IndustryType attribute) ResBlock (class in optrade.models.pytorch.tsmixer) Reshape (class in optrade.models.utils.utils) RESTAURANTS (IndustryType attribute) RevIN (class in optrade.models.utils.revin) run_test() (in module optrade.utils.misc)

S

save() (ContractDataset method) save_checkpoint() (EarlyStopping method) save_dir (Universe attribute) save_logs() (Experiment method) sector (Universe attribute) SectorType (class in optrade.utils.stock_categories) SEMICONDUCTOR (IndustryType attribute) series_decomp (class in optrade.models.pytorch.dlinear) set_contract_dir() (in module optrade.utils.directories) set_roots() (Universe method)

set_seed() (Experiment method) (in module optrade.models.utils.weight_init) size_beta (Universe attribute) SOFTWARE_APPLICATION (IndustryType attribute) SOFTWARE_INFRASTRUCTURE (IndustryType attribute) sp_500 (Universe attribute) SPECIALTY_CHEMICALS (IndustryType attribute) start_date (Universe attribute) STEEL (IndustryType attribute) SupervisedHead (class in optrade.models.pytorch.patchtst)

T

TECH (SectorType attribute) TELECOM_SERVICES (IndustryType attribute) tensor_to_datetime() (in module optrade.utils.misc) test_sklearn() (Experiment method) test_torch() (Experiment method) ThreeFactorLevel (class in optrade.utils.stock_categories) to_numpy() (ForecastingDataset method) TOBACCO (IndustryType attribute)

TOOLS_ACCESSORIES (IndustryType attribute) train_sklearn() (Experiment method) train_torch() (Experiment method) transform_features() (in module optrade.data.features) Transpose (class in optrade.models.utils.utils) TRAVEL_SERVICES (IndustryType attribute) trunc_normal_() (in module optrade.models.utils.weight_init) tte_features() (in module optrade.data.features)

U

Universe (class in optrade.data.universe) Unsqueeze (class in optrade.models.utils.utils) UTILITIES (SectorType attribute)

UTILITIES_DIVERSIFIED (IndustryType attribute) UTILITIES_REGULATED_ELECTRIC (IndustryType attribute) UTILITIES_REGULATED_GAS (IndustryType attribute) UTILITIES_RENEWABLE (IndustryType attribute)

V

validate_torch() (Experiment method) value_beta (Universe attribute) verbose (Universe attribute)

VerticalPatcher (class in optrade.models.utils.patcher) VERY_HIGH (FiveFactorLevel attribute) VERY_LOW (FiveFactorLevel attribute) volatility (Universe attribute)

X

xavier_init() (in module optrade.models.utils.weight_init)