Index

B

BollingerPair (class in radium.strategy) (class in radium.strategy.bollinger_pair)

budget() (radium.Pair method) (radium.pair.pair.Pair method)

C

cadf_test() (in module radium.pair) (in module radium.pair.cadf_test) CAGR (radium.strategy.PairStrategy attribute) CAGR() (radium.strategy.PairStrategy property) calculate_positions() (radium.strategy.bollinger_pair.BollingerPair method) (radium.strategy.BollingerPair method)

closed (radium.Equity attribute) (radium.equity.equity.Equity attribute) conf module cum_returns (radium.strategy.PairStrategy attribute) cum_returns() (radium.strategy.PairStrategy property)

D

daily_returns (radium.strategy.PairStrategy attribute) daily_returns() (radium.strategy.PairStrategy property)

data (radium.Equity attribute) (radium.equity.equity.Equity attribute)

E

end_date (radium.Equity attribute) (radium.equity.equity.Equity attribute) (radium.Pair attribute) (radium.pair.pair.Pair attribute) entry_z (radium.strategy.bollinger_pair.BollingerPair attribute) (radium.strategy.BollingerPair attribute) Equity (class in radium) (class in radium.equity.equity)

equity1 (radium.Pair attribute) (radium.pair.pair.Pair attribute) equity2 (radium.Pair attribute) (radium.pair.pair.Pair attribute) exit_z (radium.strategy.bollinger_pair.BollingerPair attribute) (radium.strategy.BollingerPair attribute)

H

hedge() (radium.Pair method) (radium.pair.pair.Pair method) hedge_ratios (radium.Pair attribute) (radium.pair.pair.Pair attribute)

high (radium.Equity attribute) (radium.equity.equity.Equity attribute)

J

johansen_test() (in module radium.pair) (in module radium.pair.johansen_test)

K

key (radium.Equity attribute) (radium.equity.equity.Equity attribute)

L

lookback (radium.strategy.bollinger_pair.BollingerPair attribute) (radium.strategy.BollingerPair attribute)

low (radium.Equity attribute) (radium.equity.equity.Equity attribute)

M

module conf radium radium.equity radium.equity.equity radium.helpers radium.pair, [1] radium.pair.cadf_test radium.pair.johansen_test radium.pair.pair radium.strategy, [1] radium.strategy.bollinger_pair

O

open (radium.Equity attribute) (radium.equity.equity.Equity attribute)

P

Pair (class in radium) (class in radium.pair.pair) pair (radium.strategy.bollinger_pair.BollingerPair attribute) (radium.strategy.BollingerPair attribute) (radium.strategy.PairStrategy attribute) PairStrategy (class in radium.strategy) plot() (radium.Equity method) (radium.equity.equity.Equity method)

plot_closed() (radium.Pair method) (radium.pair.pair.Pair method) plot_price_spread() (radium.Pair method) (radium.pair.pair.Pair method) price_spread (radium.Pair attribute) (radium.pair.pair.Pair attribute) price_spread() (radium.Pair property) (radium.pair.pair.Pair property)

R

radium module radium.equity module radium.equity.equity module radium.helpers module radium.pair module, [1]

radium.pair.cadf_test module radium.pair.johansen_test module radium.pair.pair module radium.strategy module, [1] radium.strategy.bollinger_pair module

S

sharpe (radium.strategy.PairStrategy attribute) sharpe() (radium.strategy.PairStrategy property) start_date (radium.Equity attribute) (radium.equity.equity.Equity attribute) (radium.Pair attribute) (radium.pair.pair.Pair attribute)

symbol (radium.Equity attribute) (radium.equity.equity.Equity attribute)

T

th_positions (radium.strategy.bollinger_pair.BollingerPair attribute) (radium.strategy.BollingerPair attribute)