Overview

lru_cached_method	Wrapper for methodtools.lru_cache() enabling recognition of decorated class instance methods by Sphinx.
get_kfpriorfactors_directly	Directly download (from Ken French’s online library) zipped monthly or annual datafiles for the Short-Term Reversal or Long-Term Reversal Fama-French-style factors.
timing	Wrapper for class instance methods enabling the timing of execution.
any_in	Boolean variable that is True if elements in a given set a_set intersect with elements in another set b_set.
priormonthToDay	Consistent w/ Fama and French (2008, 2016), map the prior (j-k) monthly return strategy into a daily strategy (see Ken French’s online documentation).
grouped_vwAvg	Calculate (net) weighted portfolio return for portfolio with weights col_weights within a group or groups.
portRetAvg	Compute a simple average across different columns.
get_statsTable	Construct detailed tables with summary statistics.