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| <!DOCTYPE html> | ||
| <html lang="en"><head><meta charset="UTF-8"/><meta name="viewport" content="width=device-width, initial-scale=1.0"/><title>Home · OnlinePortfolioAnalytics.jl</title><meta name="title" content="Home · OnlinePortfolioAnalytics.jl"/><meta property="og:title" content="Home · OnlinePortfolioAnalytics.jl"/><meta property="twitter:title" content="Home · OnlinePortfolioAnalytics.jl"/><meta name="description" content="Documentation for OnlinePortfolioAnalytics.jl."/><meta property="og:description" content="Documentation for OnlinePortfolioAnalytics.jl."/><meta property="twitter:description" content="Documentation for OnlinePortfolioAnalytics.jl."/><script data-outdated-warner src="assets/warner.js"></script><link href="https://cdnjs.cloudflare.com/ajax/libs/lato-font/3.0.0/css/lato-font.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/juliamono/0.050/juliamono.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/6.4.2/css/fontawesome.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/6.4.2/css/solid.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/6.4.2/css/brands.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/KaTeX/0.16.8/katex.min.css" rel="stylesheet" type="text/css"/><script>documenterBaseURL="."</script><script src="https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js" data-main="assets/documenter.js"></script><script src="search_index.js"></script><script src="siteinfo.js"></script><script src="../versions.js"></script><link class="docs-theme-link" rel="stylesheet" type="text/css" href="assets/themes/documenter-dark.css" data-theme-name="documenter-dark" data-theme-primary-dark/><link class="docs-theme-link" rel="stylesheet" type="text/css" href="assets/themes/documenter-light.css" data-theme-name="documenter-light" data-theme-primary/><script src="assets/themeswap.js"></script></head><body><div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit"><a href>OnlinePortfolioAnalytics.jl</a></span></div><button class="docs-search-query input is-rounded is-small is-clickable my-2 mx-auto py-1 px-2" id="documenter-search-query">Search docs (Ctrl + /)</button><ul class="docs-menu"><li class="is-active"><a class="tocitem" href>Home</a><ul class="internal"><li><a class="tocitem" href="#Installation"><span>Installation</span></a></li><li><a class="tocitem" href="#Usage"><span>Usage</span></a></li><li><a class="tocitem" href="#Contents"><span>Contents</span></a></li></ul></li><li><a class="tocitem" href="usage/">Usage</a></li><li><a class="tocitem" href="api/">API</a></li></ul><div class="docs-version-selector field has-addons"><div class="control"><span class="docs-label button is-static is-size-7">Version</span></div><div class="docs-selector control is-expanded"><div class="select is-fullwidth is-size-7"><select id="documenter-version-selector"></select></div></div></div></nav><div class="docs-main"><header class="docs-navbar"><a class="docs-sidebar-button docs-navbar-link fa-solid fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a><nav class="breadcrumb"><ul class="is-hidden-mobile"><li class="is-active"><a href>Home</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>Home</a></li></ul></nav><div class="docs-right"><a class="docs-navbar-link" href="https://github.com/femtotrader/OnlinePortfolioAnalytics.jl" title="View the repository on GitHub"><span class="docs-icon fa-brands"></span><span class="docs-label is-hidden-touch">GitHub</span></a><a class="docs-navbar-link" href="https://github.com/femtotrader/OnlinePortfolioAnalytics.jl/blob/main/docs/src/index.md" title="Edit source on GitHub"><span class="docs-icon fa-solid"></span></a><a class="docs-settings-button docs-navbar-link fa-solid fa-gear" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-article-toggle-button fa-solid fa-chevron-up" id="documenter-article-toggle-button" href="javascript:;" title="Collapse all docstrings"></a></div></header><article class="content" id="documenter-page"><h1 id="OnlinePortfolioAnalytics.jl"><a class="docs-heading-anchor" href="#OnlinePortfolioAnalytics.jl">OnlinePortfolioAnalytics.jl</a><a id="OnlinePortfolioAnalytics.jl-1"></a><a class="docs-heading-anchor-permalink" href="#OnlinePortfolioAnalytics.jl" title="Permalink"></a></h1><p>This project aims to provide users with functionality for performing quantitative portfolio analytics via <a href="https://en.wikipedia.org/wiki/Online_algorithm">online algorithms</a>.</p><p>It depends especially on <a href="https://joshday.github.io/OnlineStats.jl/">OnlineStatsBase.jl</a>.</p><p>It's inspired by the following projects:</p><ul><li>Julia<ul><li><a href="https://github.com/doganmehmet/PortfolioAnalytics.jl">PortfolioAnalytics.jl</a></li></ul></li><li>R<ul><li><a href="https://cran.r-project.org/web/packages/PerformanceAnalytics/">PerformanceAnalytics</a></li><li><a href="https://cran.r-project.org/web/packages/PortfolioAnalytics/">PortfolioAnalytics</a></li></ul></li><li>Python<ul><li><a href="https://github.com/quantopian/pyfolio">pyfolio</a></li><li><a href="https://quantopian.github.io/empyrical">empyrical</a></li></ul></li></ul><h2 id="Installation"><a class="docs-heading-anchor" href="#Installation">Installation</a><a id="Installation-1"></a><a class="docs-heading-anchor-permalink" href="#Installation" title="Permalink"></a></h2><p>Open Julia command line interface. </p><p>Type <code>] dev https://github.com/femtotrader/OnlinePortfolioAnalytics.jl/</code></p><h2 id="Usage"><a class="docs-heading-anchor" href="#Usage">Usage</a><a id="Usage-1"></a><a class="docs-heading-anchor-permalink" href="#Usage" title="Permalink"></a></h2><p>See <a href="https://github.com/femtotrader/OnlinePortfolioAnalytics.jl/tree/main/test">unit tests</a></p><p>🚧 This software is under construction. API can have breaking changes.</p><h2 id="Contents"><a class="docs-heading-anchor" href="#Contents">Contents</a><a id="Contents-1"></a><a class="docs-heading-anchor-permalink" href="#Contents" title="Permalink"></a></h2><ul><li><a href="#OnlinePortfolioAnalytics.jl">OnlinePortfolioAnalytics.jl</a></li><li class="no-marker"><ul><li><a href="#Installation">Installation</a></li><li><a href="#Usage">Usage</a></li><li><a href="#Contents">Contents</a></li></ul></li><li><a href="usage/#Usage">Usage</a></li><li class="no-marker"><ul><li><a href="usage/#Feeding-a-portfolio-analytics-one-observation-at-a-time">Feeding a portfolio analytics one observation at a time</a></li><li><a href="usage/#Portfolio-analytics-with-Tables.jl-compatible-sources">Portfolio analytics with Tables.jl compatible sources</a></li></ul></li><li><a href="api/#API-Documentation">API Documentation</a></li><li class="no-marker"><ul><li><a href="api/#Portfolio-analytics">Portfolio analytics</a></li><li><a href="api/#Other">Other</a></li></ul></li></ul></article><nav class="docs-footer"><a class="docs-footer-nextpage" href="usage/">Usage »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.4.0 on <span class="colophon-date" title="Saturday 27 April 2024 12:44">Saturday 27 April 2024</span>. Using Julia version 1.10.2.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html> | ||
| <html lang="en"><head><meta charset="UTF-8"/><meta name="viewport" content="width=device-width, initial-scale=1.0"/><title>Home · OnlinePortfolioAnalytics.jl</title><meta name="title" content="Home · OnlinePortfolioAnalytics.jl"/><meta property="og:title" content="Home · OnlinePortfolioAnalytics.jl"/><meta property="twitter:title" content="Home · OnlinePortfolioAnalytics.jl"/><meta name="description" content="Documentation for OnlinePortfolioAnalytics.jl."/><meta property="og:description" content="Documentation for OnlinePortfolioAnalytics.jl."/><meta property="twitter:description" content="Documentation for OnlinePortfolioAnalytics.jl."/><script data-outdated-warner src="assets/warner.js"></script><link href="https://cdnjs.cloudflare.com/ajax/libs/lato-font/3.0.0/css/lato-font.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/juliamono/0.050/juliamono.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/6.4.2/css/fontawesome.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/6.4.2/css/solid.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/6.4.2/css/brands.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/KaTeX/0.16.8/katex.min.css" rel="stylesheet" type="text/css"/><script>documenterBaseURL="."</script><script src="https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js" data-main="assets/documenter.js"></script><script src="search_index.js"></script><script src="siteinfo.js"></script><script src="../versions.js"></script><link class="docs-theme-link" rel="stylesheet" type="text/css" href="assets/themes/documenter-dark.css" data-theme-name="documenter-dark" data-theme-primary-dark/><link class="docs-theme-link" rel="stylesheet" type="text/css" href="assets/themes/documenter-light.css" data-theme-name="documenter-light" data-theme-primary/><script src="assets/themeswap.js"></script></head><body><div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit"><a href>OnlinePortfolioAnalytics.jl</a></span></div><button class="docs-search-query input is-rounded is-small is-clickable my-2 mx-auto py-1 px-2" id="documenter-search-query">Search docs (Ctrl + /)</button><ul class="docs-menu"><li class="is-active"><a class="tocitem" href>Home</a><ul class="internal"><li><a class="tocitem" href="#Installation"><span>Installation</span></a></li><li><a class="tocitem" href="#Usage"><span>Usage</span></a></li><li><a class="tocitem" href="#Contents"><span>Contents</span></a></li></ul></li><li><a class="tocitem" href="usage/">Usage</a></li><li><a class="tocitem" href="api/">API</a></li></ul><div class="docs-version-selector field has-addons"><div class="control"><span class="docs-label button is-static is-size-7">Version</span></div><div class="docs-selector control is-expanded"><div class="select is-fullwidth is-size-7"><select id="documenter-version-selector"></select></div></div></div></nav><div class="docs-main"><header class="docs-navbar"><a class="docs-sidebar-button docs-navbar-link fa-solid fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a><nav class="breadcrumb"><ul class="is-hidden-mobile"><li class="is-active"><a href>Home</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>Home</a></li></ul></nav><div class="docs-right"><a class="docs-navbar-link" href="https://github.com/femtotrader/OnlinePortfolioAnalytics.jl" title="View the repository on GitHub"><span class="docs-icon fa-brands"></span><span class="docs-label is-hidden-touch">GitHub</span></a><a class="docs-navbar-link" href="https://github.com/femtotrader/OnlinePortfolioAnalytics.jl/blob/main/docs/src/index.md" title="Edit source on GitHub"><span class="docs-icon fa-solid"></span></a><a class="docs-settings-button docs-navbar-link fa-solid fa-gear" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-article-toggle-button fa-solid fa-chevron-up" id="documenter-article-toggle-button" href="javascript:;" title="Collapse all docstrings"></a></div></header><article class="content" id="documenter-page"><h1 id="OnlinePortfolioAnalytics.jl"><a class="docs-heading-anchor" href="#OnlinePortfolioAnalytics.jl">OnlinePortfolioAnalytics.jl</a><a id="OnlinePortfolioAnalytics.jl-1"></a><a class="docs-heading-anchor-permalink" href="#OnlinePortfolioAnalytics.jl" title="Permalink"></a></h1><p>This project aims to provide users with functionality for performing quantitative portfolio analytics via <a href="https://en.wikipedia.org/wiki/Online_algorithm">online algorithms</a>.</p><p>It depends especially on <a href="https://joshday.github.io/OnlineStats.jl/">OnlineStatsBase.jl</a>.</p><p>It's inspired by the following projects:</p><ul><li>Julia<ul><li><a href="https://github.com/doganmehmet/PortfolioAnalytics.jl">PortfolioAnalytics.jl</a></li></ul></li><li>R<ul><li><a href="https://cran.r-project.org/web/packages/PerformanceAnalytics/">PerformanceAnalytics</a></li><li><a href="https://cran.r-project.org/web/packages/PortfolioAnalytics/">PortfolioAnalytics</a></li></ul></li><li>Python<ul><li><a href="https://github.com/quantopian/pyfolio">pyfolio</a></li><li><a href="https://quantopian.github.io/empyrical">empyrical</a></li></ul></li></ul><h2 id="Installation"><a class="docs-heading-anchor" href="#Installation">Installation</a><a id="Installation-1"></a><a class="docs-heading-anchor-permalink" href="#Installation" title="Permalink"></a></h2><p>Open Julia command line interface. </p><p>Type <code>] dev https://github.com/femtotrader/OnlinePortfolioAnalytics.jl/</code></p><h2 id="Usage"><a class="docs-heading-anchor" href="#Usage">Usage</a><a id="Usage-1"></a><a class="docs-heading-anchor-permalink" href="#Usage" title="Permalink"></a></h2><p>See <a href="https://github.com/femtotrader/OnlinePortfolioAnalytics.jl/tree/main/test">unit tests</a></p><p>🚧 This software is under construction. API can have breaking changes.</p><h2 id="Contents"><a class="docs-heading-anchor" href="#Contents">Contents</a><a id="Contents-1"></a><a class="docs-heading-anchor-permalink" href="#Contents" title="Permalink"></a></h2><ul><li><a href="#OnlinePortfolioAnalytics.jl">OnlinePortfolioAnalytics.jl</a></li><li class="no-marker"><ul><li><a href="#Installation">Installation</a></li><li><a href="#Usage">Usage</a></li><li><a href="#Contents">Contents</a></li></ul></li><li><a href="usage/#Usage">Usage</a></li><li class="no-marker"><ul><li><a href="usage/#Feeding-a-portfolio-analytics-one-observation-at-a-time">Feeding a portfolio analytics one observation at a time</a></li><li><a href="usage/#Portfolio-analytics-with-Tables.jl-compatible-sources">Portfolio analytics with Tables.jl compatible sources</a></li></ul></li><li><a href="api/#API-Documentation">API Documentation</a></li><li class="no-marker"><ul><li><a href="api/#Portfolio-analytics">Portfolio analytics</a></li><li><a href="api/#Other">Other</a></li></ul></li></ul></article><nav class="docs-footer"><a class="docs-footer-nextpage" href="usage/">Usage »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.4.0 on <span class="colophon-date" title="Saturday 27 April 2024 12:49">Saturday 27 April 2024</span>. Using Julia version 1.10.2.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html> |
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