optimalportfolios/__init__.py,sha256=_WOOho_XoBaJSnlLE63avH39fhIt7SE_rF9vAUGdJgM,642
optimalportfolios/config.py,sha256=2DjohSt6DsHIP__hWJU6HWywr0p1_Nmf30glJrAJCdo,658
optimalportfolios/local_path.py,sha256=boCmugR9Um2WfKU3g3FVAy9EGeFTBZcGTDYhRkEeaXs,839
optimalportfolios/settings.yaml,sha256=V90U8PvjFq6W5aMVSbpH1Fi-xCYuRZ_uKL6aYOzODeM,224
optimalportfolios/test_data.py,sha256=KJvBvyOknkLAW0Lz0oIkMlVaqE32Z9AFwnWR5uUMVuw,1872
optimalportfolios/alphas/README.md,sha256=hjH75DZJJA1KnFRoLsczPHRWKPAbciVxfdOlrLo8j0g,14462
optimalportfolios/alphas/__init__.py,sha256=EKCCLyS6g6J7Kd4ljQZ96dqqnjgU7t5XAHuzRaNxaR0,965
optimalportfolios/alphas/alpha_data.py,sha256=CmkNdEqpCJlnJ-keQoithbS3IUmBJvDVo-QKz3_KFck,4879
optimalportfolios/alphas/backtest_alphas.py,sha256=byeycDjnBGzHDuGNAgJzN0ZnSxhtoHYxPBgqXs00Bxk,16465
optimalportfolios/alphas/signals/__init__.py,sha256=SX4i-7kNM4W02c_Kf_TL6JbNNGpmE-IPIrNOO8Keb5Q,965
optimalportfolios/alphas/signals/carry.py,sha256=2EbiklNKCQdEp80EJg9DyNWBK8IepdJ_uiWZkzRciaY,992
optimalportfolios/alphas/signals/low_beta.py,sha256=wsOTkrbDSqIBffMJrHyzUJXFklGDgPArPPiKZXfYgPo,5649
optimalportfolios/alphas/signals/low_beta_cluster.py,sha256=cMP0b50YVKdAu02gdQe_kN6yOvA4vG7E9TWWEUDMXtY,4739
optimalportfolios/alphas/signals/managers_alpha.py,sha256=Y2_ZPlCyfwUaaiRMVSzlP-KgxpfuAK0JVp8PERN8oMA,4786
optimalportfolios/alphas/signals/momentum.py,sha256=aH1ky0dISYQb2rgTCao7o3LFtzo-KuHtHyyQmcJbnt0,6891
optimalportfolios/alphas/signals/momentum_cluster.py,sha256=5He3vtNX3xhHr55xvvsn-I0q_aD3ZYk88XTz6Ek_1NA,5435
optimalportfolios/alphas/signals/residual_momentum.py,sha256=6Y_xQZMS29eGch_BRHSZkn7CcdRKSuP9W3ErZCYIXRU,7303
optimalportfolios/alphas/signals/residual_momentum_cluster.py,sha256=BPQSvzUJ9coMl25aBP5FQp0iIZdNhL-EsPEX1uD4cw0,6959
optimalportfolios/alphas/signals/rolling_ewma_mean.py,sha256=we66X6t1ot4jP7M7wfcOvnPGnrV5A2e8tgbEW7xIFOQ,1936
optimalportfolios/alphas/signals/utils.py,sha256=j-J9AFhNjgtxKNjcrLTcm1FCDxSonS77xhDYt1MvDhQ,6499
optimalportfolios/alphas/signals/tests/signals_test.py,sha256=Xdby3cpjsUuKnK89MR6cf_JK0EdLy4VD0bFsbIGnHZY,12011
optimalportfolios/covar_estimation/README.md,sha256=xu8Sxo250OK-0WCf99tYzG0TQHfyuj9Zy73POpCws4Y,14461
optimalportfolios/covar_estimation/__init__.py,sha256=Qy2gbYCSmsoXqolHJUuYq0qBaINs7rx-coVtlzpGbeA,846
optimalportfolios/covar_estimation/covar_estimator.py,sha256=xoK_HJiKZbyRdAPsdFts3lGR4iYqBJoDqYR9KaYi0Js,2229
optimalportfolios/covar_estimation/covar_reporting.py,sha256=KeCta5tCpJJovGoGoSbWhAMf-HsF6Ply7pY3kQSc68k,10152
optimalportfolios/covar_estimation/ewma_covar_estimator.py,sha256=HDdkEWNxtkVasc7LUpYY1MuSX7zn-CXWok9zZD2ul0c,9215
optimalportfolios/covar_estimation/factor_covar_estimator.py,sha256=BD4kZYE9kAl8Rk_y0csvDLV14BLaE2U2fPm502ZlPvc,28320
optimalportfolios/covar_estimation/utils.py,sha256=P-0T8NiXLAjyTRVfctGOY6-dsOiXGUx7Qc2EKaNkcdg,1148
optimalportfolios/covar_estimation/tests/ewma_covar_estimator_test.py,sha256=9Hmya_r67B_fsS_X7GqeCs_bal8Mcet_v-ffnVYWEfM,9429
optimalportfolios/covar_estimation/tests/factor_covar_estimator_test.py,sha256=jocUt3GfJkNWZpziC7vatjhlSEICSoUPOLq0L1g2xcE,7034
optimalportfolios/examples/computation_of_tracking_error.py,sha256=waZWB0f6liaaZkkrzmSSKRcwLK-pO9Il5ALSXMFSREs,5953
optimalportfolios/examples/long_short_optimisation.py,sha256=1j8w_Pb4rFOK3WpK2XKVge-XsHTV4B5H708kl89noYE,5223
optimalportfolios/examples/multi_covar_estimation_backtest.py,sha256=RYnqtyLiPHaiTBi7HCuipFAokb2ro7sXbBIAlsZ5H8o,9754
optimalportfolios/examples/multi_optimisers_backtest.py,sha256=WjZ6BJ7na9OCEcRKHS1Q938kMF3zxhr0usnORxbR_L8,6337
optimalportfolios/examples/optimal_portfolio_backtest.py,sha256=GXwvCT3ylMgQ2SPu1z2G6myOraK7KOUelMzCmbXRamc,6122
optimalportfolios/examples/parameter_sensitivity_backtest.py,sha256=GHpm-_46pLw8UeqnoPonY1EdedQ-Jwn9sHJ4YTmYXbo,6034
optimalportfolios/examples/risk_budgeting_pyrb_vs_scipy.py,sha256=sQMcRHVx1ViP9eLPvnzM43p1XnCPY1NuQPQmiu4jrHk,8911
optimalportfolios/examples/solve_risk_budgets_balanced_portfolio.py,sha256=YO7uvhjWzF5SCqlQLpJSEjJ_iW9Vx54OBLjBwgUrYC0,8462
optimalportfolios/examples/sp500_minvar.py,sha256=00k9ofe4jq9bBhgfNyjPJgenCfRIu1juQtU_LGtmySs,4360
optimalportfolios/examples/sp500_universe.py,sha256=0UPH6UEObmnyZDa9aHpxSt-9VrATARj_Q29mxvTQFEc,8820
optimalportfolios/examples/universe.py,sha256=-jpYL3onI3JYCdaH3bniHAxBHe46SS5n0b4znkWAtQo,2888
optimalportfolios/examples/covar_estimation/demo_covar_different_estimation_freqs.py,sha256=nNnWnWK_SZdb-yGV0vxULzrEK9s5cTxyethM397OhoE,5227
optimalportfolios/examples/covar_estimation/lasso_covar_estimation.py,sha256=x-MyIUZVftMP08qoXIzP7urSoryiqV0FItE1A75Qnw4,9112
optimalportfolios/examples/covar_estimation/simulate_factor_returns.py,sha256=ww2YCoRzMr9369en7RLKa9OX3MiAQSDrFNaBeUVn5WM,13360
optimalportfolios/examples/crypto_allocation/README.md,sha256=xJMQy7qKcIFaN1tHWQTAh3d_NaXWBN9dP7ndFPR5zt0,934
optimalportfolios/examples/crypto_allocation/backtest_portfolios_for_article.py,sha256=oIyC_dRlN4_lP_ORYIlSJZagLPjg-p9owbv59Z2ISJ0,30769
optimalportfolios/examples/crypto_allocation/load_prices.py,sha256=ZlgJL27n8dfwebC0cqOWJhEeWK7mh8bQHR1Bl_lsQ6I,11160
optimalportfolios/examples/crypto_allocation/perf_crypto_portfolios.py,sha256=AcUmwrV0sdJwSVfZhF3bTD4jGE5mO2tHceCIakjAZOo,26311
optimalportfolios/examples/crypto_allocation/data/BTC_from_2010.csv,sha256=SQ7bJk09sustSV4_roBH9i72wlaiTwotheD5YCoZAYM,83422
optimalportfolios/examples/crypto_allocation/data/CTA_Historical.xlsx,sha256=DPFRv0lCB7jIFG151dKwcTVlQ-puYDFPQ-eZvLw0SI0,140544
optimalportfolios/examples/crypto_allocation/data/HFRX_historical_HFRXGL.csv,sha256=O7hW6wTGABLytcJCPkc32TfTZ33r3_QFb_s7pnmtcog,135449
optimalportfolios/examples/crypto_allocation/data/Macro_Trading_Index_Historical.xlsx,sha256=bJbf53tp44zyWyQCws-NuvcMr07KBGLJJBCLLiNySyM,16222
optimalportfolios/examples/crypto_allocation/data/crypto_allocation_prices.csv,sha256=xBqbGcR_KyKdmX8Lm2vehToINsVd_gBbmEphRnLID0A,853023
optimalportfolios/examples/crypto_allocation/data/crypto_allocation_prices_updated.csv,sha256=4bRqJoOLyAWuh4Te7ZmDlVC34kC_JV6QDGfhK-QTIEo,836071
optimalportfolios/examples/robust_optimisation_saa_taa/README.md,sha256=y972EKhRJS6Ku7e3Xf5a-rzV_6Wti1M_vwA6C7tNXHI,6552
optimalportfolios/examples/robust_optimisation_saa_taa/hcgl_covar_for_rolling_backtest.py,sha256=CNIh9vxHueOne-UXKO_8dPddfg9fJj-w8aCOeSTeiwk,5525
optimalportfolios/examples/solvers/carra_mixture.py,sha256=Q-9zZIN2N68uCoJowonZMGsFSTwaXnkgo2lK4gSCZq0,6141
optimalportfolios/examples/solvers/max_diversification.py,sha256=sBcSvB5knFtkVEfrRwiyX-EVZowqlf_LsF1omBwhSTE,5897
optimalportfolios/examples/solvers/max_sharpe.py,sha256=RiO-MB-O05YB0D-nhVwW1dv7molSShq0-NX_Y0uZ6ns,6562
optimalportfolios/examples/solvers/min_variance.py,sha256=Mx4-MKFeUm31wipXiwzHzxzLDAfJgaf3al6iTrHYmxc,5905
optimalportfolios/examples/solvers/risk_budgeting.py,sha256=BH6ZYgO1FDxfm0lt34fYm7tmDc1T8B6sIbyU6aVrt68,5896
optimalportfolios/examples/solvers/target_return.py,sha256=IgvCEYsqhiL8tCaHjUkDiYitGY6Ubbq-YpkLy8BteNw,10297
optimalportfolios/examples/solvers/tracking_error.py,sha256=N0RdbSV--hw7WjpfvgabniHwh2175-WK0IQx6jRX97I,13381
optimalportfolios/optimization/README.md,sha256=4R1Le8SkGCFbQ2KfvJR734Lc7lLYVA2h3hLNg3fX5gc,20582
optimalportfolios/optimization/__init__.py,sha256=6AqruD-4TbceVRL-lrPDDLA7pVRIQ3yYEOfwx_41V8I,2598
optimalportfolios/optimization/config.py,sha256=9xrNc6s7a9mEDu9Ty-cY2BjYuVaIFD-cqsFHC6786OE,1089
optimalportfolios/optimization/constraints.py,sha256=0MSEd5owT5sfD03lNoibPjxFUFVS56E6S3AMeD-gHxw,62325
optimalportfolios/optimization/portfolio_result.py,sha256=pZB9I73qxjcTGKEHba55edGz_v3dvmSNmPg5xWh3Yog,43008
optimalportfolios/optimization/wrapper_rolling_portfolios.py,sha256=RTPC6QvvUhGkEZcnBCkgHbALqn-k-yPvLVrageLPmh0,11182
optimalportfolios/optimization/general/__init__.py,sha256=zvZHqHG3NkdG2k4ki6bw3L6Uo8lE_VPiqFO4U5edNWw,1248
optimalportfolios/optimization/general/carra_mixture.py,sha256=NtGZlROSXeLPmzEYZ5QDNp3ZY402Uv7T2p5KdEA7lVk,10930
optimalportfolios/optimization/general/max_diversification.py,sha256=Vsy7kIsvr_Srx-yj5bs1FJ6TMUt8WNPMXjl7F7AXVRg,6133
optimalportfolios/optimization/general/max_sharpe.py,sha256=QgbtBL-0gMp9cqqMn3BowLKgrj7EpYO8jfIP4jmYTsk,9858
optimalportfolios/optimization/general/quadratic.py,sha256=5-H_MIwOxFgImRfHzYfpYR2MasskjB2hL86de3VZYJc,12238
optimalportfolios/optimization/general/risk_budgeting.py,sha256=ClFPXEvZG9B7lxMz09Y34DKBgEsYqykneAx27-5j3uQ,17258
optimalportfolios/optimization/saa/__init__.py,sha256=ebHXNUSIjpX5Img-h9m4eJr1Yw1gN-Wv1ZGwm0b7tE4,630
optimalportfolios/optimization/saa/max_return_target_vol.py,sha256=dfELjqiRnbiueVhXqBaCnimkJgZ2uAx2aQHtwHkv-m8,13296
optimalportfolios/optimization/saa/min_variance_target_return.py,sha256=fDk1ZNaCHA3VIMWAYNhO4vd9s-JWDuNKV3bllHgbWOM,13588
optimalportfolios/optimization/taa/__init__.py,sha256=N-oi6hS6qBF_wTtEBtG6ag79wBWMv6cmmylLjlAzSm4,626
optimalportfolios/optimization/taa/maximise_alpha_over_tre.py,sha256=r1Dykp272DhMClod0lvUGI8vXgXEOofb_ZnFs5EPYnM,11273
optimalportfolios/optimization/taa/maximise_alpha_with_target_yield.py,sha256=6bAPW8yiIpDDXzN0Vs4_ucvo-bZU1BlNB5StUOl9wV0,8533
optimalportfolios/optimization/tests/carra_mixture_test.py,sha256=cRWToRA2XxMIfPurbhjYhZqY298kjPCOzHA14rp8MWs,1631
optimalportfolios/optimization/tests/constraints_test.py,sha256=hA_tGyQCl-POQdZB0_-lXgStEnS3HSKoWu_O6SXosaI,51554
optimalportfolios/optimization/tests/constraints_test_dev.py,sha256=Vq4Nj0w-zWREOReH2MsCeFnD20LHbfylsfcMV95ilMM,26625
optimalportfolios/optimization/tests/max_diversification_test.py,sha256=dXmyU3nhk1e24s5w6Dyz3fa26KB72xlQ132fzNu2SJE,5908
optimalportfolios/optimization/tests/max_return_target_vol_test.py,sha256=w2x-zA9gmTFNB_1YKApEjcu73u6Ni7POcy0miMIUVoA,11395
optimalportfolios/optimization/tests/max_sharpe_test.py,sha256=BQMKQC9DPDV3px_QwiMmL-wd8GfwCYuGoocZgBxh-RM,7282
optimalportfolios/optimization/tests/maximise_alpha_over_tre_test.py,sha256=KkkMVFjRnk5q9BknWgtbIXfnGM23qGa_49xIRkibNKU,12102
optimalportfolios/optimization/tests/maximise_alpha_with_target_yield_test.py,sha256=qN6lB_M42OSGBOmmS3rxdeQQbQ86Guq1yBOqJRfene0,5000
optimalportfolios/optimization/tests/min_variance_target_return_test.py,sha256=_Bf8gmZEJVOWwwOyCRtwhaJaopaP0Dncn-yeL5h_bxI,9991
optimalportfolios/optimization/tests/quadratic_test.py,sha256=wDQ7G2AJhpvs7Myj4edvK5LD3aIuu2FKqdHmlfweXGc,9255
optimalportfolios/optimization/tests/risk_budgeting_test.py,sha256=r7cnKS_4XeQvFAJAlDTym33GG2h-IUqSab-xFqV4wwk,14109
optimalportfolios/reports/__init__.py,sha256=MwJ_hZvub7Vv5OAdHSL9BU-ZebckryjyT9G6u7tuZRQ,88
optimalportfolios/reports/config.py,sha256=6gAtBlFgrWMeVesDOtTtTJI-Y6CKbvdIbfNP8teboPs,3848
optimalportfolios/reports/marginal_backtest.py,sha256=sOTAyT-dT9xYtwvFn0SLhGTBKCxkXY1iPQi3KzAT3MA,12642
optimalportfolios/reports/portfolio_result_plots.py,sha256=GWuUBlf54QvDtN3VWf87fE9zKtbXS_4i-EJSDQE2BaY,3782
optimalportfolios/reports/portfolio_result_pybloqs.py,sha256=mucRT7SHE1liTCgOaHzdf9351XfFInucOyqWCVIerYU,12948
optimalportfolios/universe/__init__.py,sha256=9VERkGuRp0sVjsZsFL1n8h_gthE-GYZYA11UiEdDFQo,188
optimalportfolios/universe/universe_data.py,sha256=5vAezxUeAsaEEJFmMqf7jM01q8sl_vW0RInGFlGVxUc,11303
optimalportfolios/universe/universe_transforms.py,sha256=1XmkQmY_WhNxYnNg7zHjmSW_mDEUjSovorIEzY0qjqs,4553
optimalportfolios/universe/tests/universe_data_test.py,sha256=qSJjZrT5Xg8vnJ9UCVfffwPGTmFtVXxxGKLqCefv_cQ,3123
optimalportfolios/utils/__init__.py,sha256=2J6FwCLuHXKBxJ8oqVEDeKeTZLGHUYVS0hs0o2ZrbCE,1003
optimalportfolios/utils/filter_nans.py,sha256=tQ-rRM9BCLNM9l9lN2b6NqDm1yJB6zc6q0XZ-GbWJAw,4331
optimalportfolios/utils/gaussian_mixture.py,sha256=ZLj9iwAr7GAbbOcE_aeEip7xfeGu5KfPFZcIqOwLXMs,14286
optimalportfolios/utils/portfolio_funcs.py,sha256=x0H-9MzD2DyhCto77UDBvddMwEtz-Ks5Y1LEJsVTGP8,4953
optimalportfolios/utils/returns_unsmoother.py,sha256=GP8yNViJueDHJVYjVN7giugxRkGDTyNK5nsgHgfB-NE,4675
optimalportfolios/utils/tests/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
optimalportfolios/utils/tests/gaussian_mixture_test.py,sha256=Iczf0dUg1u5fs-J09y06kPMiH-f7epQsp5G_j3WdJSM,4246
optimalportfolios/utils/tests/portfolios_funcs_test.py,sha256=0xI4BNpc-x-69-QGZhp6TLhTvmHNEthV_do7KTE6SCw,1305
optimalportfolios-5.1.10.dist-info/licenses/LICENSE.txt,sha256=6kVcMR_x4uNnmJLylBJt1dpU2ALd46fl9QvljZC4Jvc,1086
pyrb/README.md,sha256=5Bwnib2EoAPXuyOiULFhycaI5JmaQU_zjTUdkJkwk48,241
pyrb/__init__.py,sha256=gkTH_yqkqlseNRH7n1LWws89-3BiqQv_RPB6X2eGE28,200
pyrb/allocation.py,sha256=QQfEBNWn8U1PZy_e3Lq1iZu_UYVNmE_IKGiGo5YU4ZI,12559
pyrb/settings.py,sha256=6gZ7H439hOEVd30LFJEc9zcGObiIds-KyaKQJ0EhZPs,233
pyrb/solvers.py,sha256=Qgt2e6HRQeMG9E-FbasVYPLjFnqlUCq02w3cuQ_YWVA,10279
pyrb/tools.py,sha256=1eqrQNswKx5cq5T5RDyrSXNcxkbhwE8kuohT6yjet-M,1660
pyrb/validation.py,sha256=MQMzGEeWRC44j1i2_z5AAuuFmFRhy2AImgXM0QtxuQ4,2017
optimalportfolios-5.1.10.dist-info/METADATA,sha256=4JnBOLDDK2dgUzn-JgVGxwmxF8br4hEfkomcGi2qUBo,55122
optimalportfolios-5.1.10.dist-info/WHEEL,sha256=aeYiig01lYGDzBgS8HxWXOg3uV61G9ijOsup-k9o1sk,91
optimalportfolios-5.1.10.dist-info/top_level.txt,sha256=ZvBO_xJeRPHW7wpM3COjsidcIKclE3LL-r8INo6WuBE,23
optimalportfolios-5.1.10.dist-info/RECORD,,
