Quantropy
latest
Fundamental Analysis
Technical Analysis
Asset Pricing Models
Investment Paradigms
Portfolio Allocation Models
Portfolio Backtesting & Deployment Framework
Quantropy
»
Welcome to Quantropy’s documentation!
Edit on GitHub
Welcome to Quantropy’s documentation!
¶
Fundamental Analysis
Financial Statements
Balance Sheet
Income Statement
Cash Flow Statement
Intermediary Metrics
Accounting Ratios
Liquidity Ratios
Activity (Efficiency) Ratios
Profitability Ratios
Market Ratios
Equity Valuation Models
Technical Analysis
Charting Basics
Types of Charts
Price Action
Technical Indicators
Chart Patterns
Candlestick Patterns
Asset Pricing Models
The Efficient Market Hypothesis
Capital Asset Pricing Model
The Intuition behind CAPM
The Derivation of CAPM
Beta: A Proxy of Market Risk
The Security Market Line
The Capital Allocation Line
A Tale of Asset Pricing Models
Fama-French Three Factor Model (1992)
Carhart Four Factor Model (1997)
Pastor-Stambaugh Model (2003)
AQR Factors (2013-2014)
Fama-French Five Factor Model (2015)
Investment Paradigms
Style Investing
Value Investing
Growth Investing
Quality Investing
Momentum Investing
Even-Driven Arbitrage
Trend vs. Mean Reversion
Factor Investing (Smart-Beta)
Pairs Trading
Portfolio Allocation Models
Modern Portfolio Theory
Markowitz Mean-Variance Framework (1952)
Treynor-Black Model (1973)
Black-Litterman Model (1990)
Post Modern Portfolio Theory (1991)
Risk Deviation Measures
Value at Risk (VaR)
Drawdown Risk
Partial Moments Risk
Risk Parity (1996)
Hierarchical Risk Parity (2016)
Universal Portfolio Algorithm (2016)
Portfolio Backtesting & Deployment Framework
Securities Universe
Market Timing
Portfolio Allocation
Other Considerations
Historical Simulation
Broker Deployment
Indices and tables
¶
Index
Module Index
Search Page
Read the Docs
v: latest
Versions
latest
Downloads
On Read the Docs
Project Home
Builds