bayesline.api.equity

Equity API

BayeslineEquityApi()
AsyncBayeslineEquityApi()

Equity ID API

AssetIdApi()
AsyncAssetIdApi()

Equity Uploaders API

DataTypeUploaderApi()	Exposes different datasets of an uploader.
AsyncDataTypeUploaderApi()	Exposes different datasets of an uploader.
MultiParserResult
UploadCommitResult
UploadError
UploaderApi()	Provides functionality to parse, stage and upload dataframes to a versioned storage.
AsyncUploaderApi()	Provides functionality to parse, stage and upload dataframes to a versioned storage.
UploadParserApi()
AsyncUploadParserApi()
UploadParserResult
UploadersApi()	Exposes uploaders for different data types, e.g. exposures, portfolios, etc.
AsyncUploadersApi()	Exposes uploaders for different data types, e.g. exposures, portfolios, etc.
UploadStagingResult

Equity Calendar

CalendarApi()
AsyncCalendarApi()
CalendarLoaderApi()
AsyncCalendarLoaderApi()
CalendarSettings	Defines the settings for the calendar.
CalendarSettingsMenu	Contains the available settings that can be used for the calendar settings.

Equity Exposure

ExposureApi()
AsyncExposureApi()
ExposureLoaderApi()
AsyncExposureLoaderApi()
ExposureSettings	Defines exposures as hierarchy of selected styles and substyles.
ExposureSettingsMenu	Contains the available settings that can be used to define exposures.
HierarchyGroups	The hierarchy group description allows for a nested definition of groupings.
HierarchyLevel	The hierarchy level description turns every name at the configured level into a separate factor.

Equity Model Construction

FactorModelConstructionApi()
AsyncFactorModelConstructionApi()
FactorModelConstructionLoaderApi()
AsyncFactorModelConstructionLoaderApi()
ModelConstructionSettings	Defines settings to build a factor risk model.
ModelConstructionSettingsMenu	Defines available modelconstruction settings to build a factor risk model.

Equity Portfolio

PortfolioApi()
AsyncPortfolioApi()
PortfolioLoaderApi()
AsyncPortfolioLoaderApi()
PortfolioOrganizerSettings	Specifies which portfolios to enable (from different sources).
PortfolioOrganizerSettingsMenu
PortfolioSettings	Specifies different options of obtaining portfolios.
PortfolioSettingsMenu	Specifies the set of available options that can be used to create portfolio settings.

Equity Portfolio Hierarchy

PortfolioHierarchyApi()
AsyncPortfolioHierarchyApi()
PortfolioHierarchyLoaderApi()
AsyncPortfolioHierarchyLoaderApi()
PortfolioHierarchySettings	Specifies portfolio hierarchies with arbitrary groupings (e.g. manager, etc.).
PortfolioHierarchySettingsMenu	Specifies the set of available portfolios that can be used to create hierarchies.

Equity Portfolio Report

ReportAccessorApi()
AsyncReportAccessorApi()
ReportApi()
AsyncReportApi()
ReportLoaderApi()
AsyncReportLoaderApi()
ReportPersister()
AsyncReportPersister()
AssetForecastLossReportSettings	Defines settings to build a forecast loss report.
AssetHoldingsMeasureSettings
AssetHoldingsReportSettings	Defines settings to build an asset holdings report.
AssetHoldingsReportSettingsMenu
AssetStressTestMeasureSettings
AssetStressTestReportSettings	Defines settings to build an asset stress test report.
AssetStressTestReportSettingsMenu
AVaRMeasureSettings
BrinsonAttributionMeasureSettings
BrinsonAttributionReportSettings	Defines settings to build a Brinson attribution report.
BrinsonAttributionReportSettingsMenu
ConcreteReportSettings
ConcreteReportSettingsMenu
CumsumMeasureSettings
DrawdownMeasureSettings
ExposureMeasureSettings
ExposureReportSettings	Defines settings to build an exposure report.
ExposureReportSettingsMenu
FactorAttributionMeasureSettings
FactorAttributionReportSettings	Defines settings to build a factor attribution report.
FactorAttributionReportSettingsMenu
FactorCovarianceMeasureSettings
FactorCovarianceReportSettings	Defines settings to build a factor covariance report.
FactorCovarianceReportSettingsMenu
FactorForecastLossReportSettings	Defines settings to build a forecast loss report.
FactorIdioMeasureSettings
FactorIdioReportSettings	Defines settings to build a factor vcov and idio report.
FactorIdioReportSettingsMenu
FactorMovingAverageMeasureSettings
FactorTSReportSettings	Defines settings to build a factor time-series report.
FactorVolForecastMeasureSettings
ForecastBacktestMeasureSettings
ForecastBacktestReportSettings	Defines settings to build a forecast backtest report.
ForecastBacktestReportSettingsMenu
HoldingsMeasureSettings
HoldingsReportSettings	Defines settings to build a holdings report.
HoldingsReportSettingsMenu
HVaRMeasureSettings
IdiosyncraticReturnMeasureSettings
IdiosyncraticReturnReportSettings	Defines settings to build an idiosyncratic return report.
IdiosyncraticReturnReportSettingsMenu
IdiosyncraticVolatilityMeasureSettings
IdiosyncraticVolatilityReportSettings	Defines settings to build an idiosyncratic volatility report.
IdiosyncraticVolatilityReportSettingsMenu
MeasureSettings	Defines settings for a measure.
MovingAverageMeasureSettings
MovingAverageRSquaredMeasureSettings
PassThroughFactor2DMeasureSettings
PortfolioStressTestMeasureSettings
PortfolioStressTestReportSettings	Defines settings to build a portfolio stress test report.
PortfolioStressTestReportSettingsMenu
ReportAccessorSettings
ReportSettings	Defines settings to build a report.
ReportSettingsMenu	Defines available report settings to build a report.
RiskModelFitFactorReportSettings	Defines settings to build a risk model fit report at the factor level.
RiskModelFitFactorReportSettingsMenu
RiskModelFitReportSettings	Defines settings to build a risk model fit report.
RiskModelPortfolioFitReportSettings	Defines settings to build a risk model fit report at the portfolio level.
StyleCorrelationReportSettings	Defines settings to build a style correlation report.
StyleCorrelationReportSettingsMenu
StyleIndustryExposureReportSettings	Defines settings to build a style industry exposure report.
StyleIndustryExposureReportSettingsMenu
TimeSeriesBetaMeasureSettings
TimeSeriesVolatilityMeasureSettings
TimeSeriesXSigmaRhoMeasureSettings
TSBetaReportSettings	Defines settings to build a time-series Beta report.
TSXSRReportSettings	Defines settings to build a time-series XSR report.
TSXSRReportSettingsMenu
VaRReportSettings	Defines settings to build a VaR report.
VaRReportSettingsMenu
VolForecastMeasureSettings
XSigmaRhoMeasureSettings
XSRReportSettings	Defines settings to build an XSR report.
XSRReportSettingsMenu

Equity Risk Models

FactorModelApi()
AsyncFactorModelApi()
FactorModelEngineApi()
AsyncFactorModelEngineApi()
FactorModelLoaderApi()
AsyncFactorModelLoaderApi()
FactorRiskModelSettings	Defines all settings needed to build a factor risk model.
FactorRiskModelSettingsMenu	Defines available settings to build a factor risk model.
FactorType	alias of Literal['Market', 'Style', 'Industry', 'Region', 'Other']

Equity Risk Dataset

RiskDatasetApi()
AsyncRiskDatasetApi()
RiskDatasetHuberRegressionExposureSettings
RiskDatasetLoaderApi()
AsyncRiskDatasetLoaderApi()
RiskDatasetProperties
RiskDatasetSettings
RiskDatasetSettingsMenu
RiskDatasetUnitExposureSettings
RiskDatasetUpdateResult
RiskDatasetUploadedExposureSettings

Equity Universe

Hierarchy	Create named, parameterized type aliases.
IndustrySettings	Specifies include and exclude filters for industries.
MCapSettings	Specifies the lower and upper bound for the market cap filter.
RegionSettings	Specifies include and exclude filters for countries and regions.
UniverseApi()
AsyncUniverseApi()
UniverseLoaderApi()
AsyncUniverseLoaderApi()
UniverseSettings	Defines an asset universe as a set of regional, industry and market cap filters.
UniverseSettingsMenu	Contains the available settings that can be used for the universe settings.

Equity Errors

DatasetError
IllegalPathError

Settings Tools

settings_tools