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AverageMomentumFactorCVReport

AverageMomentumFactorCVReport(
    data: vectorbtpro.data.base.Data,
    s1: str,
    s2: str,
    model: ~BaseStatArb,
    use_close: bool = True,
    freq: str = 'auto',
)
Breakdown analysis for average momentum factor cv model, extending BaseReportCV. Method generated by attrs for class BaseReportCV.

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Ancestors

  • systematica.api.base.BaseReportCV
  • systematica.api.base.BaseReportMixin
  • abc.ABC

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MomentumFactorCVReport

MomentumFactorCVReport(
    data: vectorbtpro.data.base.Data,
    s1: str,
    s2: str,
    model: ~BaseStatArb,
    use_close: bool = True,
    freq: str = 'auto',
)
Breakdown analysis for momentum factor cv model, extending BaseReportCV. Method generated by attrs for class BaseReportCV.

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Ancestors

  • systematica.api.base.BaseReportCV
  • systematica.api.base.BaseReportMixin
  • abc.ABC

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RollingAverageMomentumFactorReport

RollingAverageMomentumFactorReport(
    data: vectorbtpro.data.base.Data,
    s1: str,
    s2: str,
    model: ~BaseStatArb,
    use_close: bool = True,
    freq: str = 'auto',
)
Breakdown analysis for rolling average momentum factor model, extending BaseRollingReport. Method generated by attrs for class BaseRollingReport.

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Ancestors

  • systematica.api.base.BaseRollingReport
  • systematica.api.base.BaseReportMixin
  • abc.ABC

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RollingMomentumFactorReport

RollingMomentumFactorReport(
    data: vectorbtpro.data.base.Data,
    s1: str,
    s2: str,
    model: ~BaseStatArb,
    use_close: bool = True,
    freq: str = 'auto',
)
Breakdown analysis for rolling momentum factor model, extending BaseRollingReport. Method generated by attrs for class BaseRollingReport.

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Ancestors

  • systematica.api.base.BaseRollingReport
  • systematica.api.base.BaseReportMixin
  • abc.ABC