Index

Symbols

--entry_script kaxanuk.attribution_analysis-init command line option

--version kaxanuk.attribution_analysis command line option

A

adjusted_close (MarketDataDailyRow attribute) annualize_rets() (in module kaxanuk.attribution_analysis.modules.performance_functions) annualize_vol() (in module kaxanuk.attribution_analysis.modules.performance_functions) app (AttributionDashboard attribute) apply_column_mapping() (in module kaxanuk.attribution_analysis.input_handlers.input_handlers_helpers) asset_names (FactorReturns property) (PortfolioWeights property) (ReturnsTable property)

attrib_area_plot() (FactorModelAttribution method) attribution_plots() (BrinstonFachlerArrowAttribution method) (BrinstonFachlerAttribution method) (FactorModelArrowAttribution method) (FactorModelAttribution method) attribution_plots_log() (FactorModelAttribution method) attribution_plots_sax() (FactorModelAttribution method) AttributionDashboard (class in kaxanuk.attribution_analysis.dashboard.attribution_dashboard) AttributionResultDict (class in kaxanuk.attribution_analysis.dashboard.attribution_dashboard)

B

base_dir (CsvPortfolioInputHandler attribute) (ExcelPortfolioInputHandler attribute) BENCHMARK (DataPipelineKeys attribute), [1] benchmark_file_name (Configuration attribute) benchmark_name (AttributionDashboard attribute) (AttributionResultDict attribute), [1] benchmark_return_file_name (Configuration attribute) benchmark_returns_directory (Configuration attribute) BENCHMARK_STATS (RegisterKeys attribute), [1] brinson_fachler_indexes (AttributionDashboard attribute) (AttributionResultDict attribute), [1]

brinson_fachler_method (Configuration attribute) brinson_fachler_model() (BrinstonFachlerArrowAttribution method) (BrinstonFachlerArrowInterface method) (BrinstonFachlerAttribution method) (BrinstonFachlerInterface method) brinston_fach_indexes (BrinstonFachlerArrowAttribution attribute) BrinstonFachlerArrowAttribution (class in kaxanuk.attribution_analysis.interfaces.brinston_fachler_arrow_method) BrinstonFachlerArrowInterface (class in kaxanuk.attribution_analysis.interfaces.brinston_fachler_arrow_interface) BrinstonFachlerAttribution (class in kaxanuk.attribution_analysis.interfaces.brinston_fachler_method) BrinstonFachlerInterface (class in kaxanuk.attribution_analysis.interfaces.brinston_fachler_interface)

C

calc_pct_area() (FactorModelArrowAttribution method) (FactorModelAttribution method) CalculatedMetric (class in kaxanuk.attribution_analysis.market_data_pipeline.field_definitions) capm_plots() (FactorModelAttribution method) check_for_empty_values() (in module kaxanuk.attribution_analysis.input_handlers.input_handlers_helpers) close (MarketDataDailyRow attribute) COMMISSION_DF (RegisterKeys attribute), [1] compound() (in module kaxanuk.attribution_analysis.modules.performance_functions) compute_returns_from_prices() (in module kaxanuk.attribution_analysis.modules.table_conversion) compute_returns_from_prices_arrow() (in module kaxanuk.attribution_analysis.modules.table_conversion_arrow) CONFIG_FORMAT kaxanuk.attribution_analysis-init command line option kaxanuk.attribution_analysis-update command line option Configuration (class in kaxanuk.attribution_analysis.entities.configuration) ConfiguratorInterface (class in kaxanuk.attribution_analysis.config_handlers.configurator_interface) (class in kaxanuk.attribution_analysis.interfaces.configurator_interface) create_brinson_fachler_chart() (in module kaxanuk.attribution_analysis.modules.attribution_visualizers) (in module kaxanuk.attribution_analysis.modules.attribution_visualizers_arrow) create_dashboard_from_attribution() (in module kaxanuk.attribution_analysis.dashboard.attribution_dashboard) create_decomposition_bar_chart() (in module kaxanuk.attribution_analysis.modules.attribution_visualizers) (in module kaxanuk.attribution_analysis.modules.attribution_visualizers_arrow)

create_drawdown_chart() (in module kaxanuk.attribution_analysis.modules.attribution_visualizers) (in module kaxanuk.attribution_analysis.modules.attribution_visualizers_arrow) create_factor_attribution_chart() (in module kaxanuk.attribution_analysis.modules.attribution_visualizers) (in module kaxanuk.attribution_analysis.modules.attribution_visualizers_arrow) create_factor_attribution_summary_chart() (in module kaxanuk.attribution_analysis.modules.attribution_visualizers) (in module kaxanuk.attribution_analysis.modules.attribution_visualizers_arrow) create_header_with_logo() (in module kaxanuk.attribution_analysis.dashboard.components) create_main_layout() (in module kaxanuk.attribution_analysis.dashboard.layouts) create_metric_card() (in module kaxanuk.attribution_analysis.dashboard.components) create_returns_distribution() (in module kaxanuk.attribution_analysis.modules.attribution_visualizers) (in module kaxanuk.attribution_analysis.modules.attribution_visualizers_arrow) create_stacked_decomposition_chart() (in module kaxanuk.attribution_analysis.modules.attribution_visualizers) (in module kaxanuk.attribution_analysis.modules.attribution_visualizers_arrow) create_statistics_table() (in module kaxanuk.attribution_analysis.dashboard.components) create_tab_component() (in module kaxanuk.attribution_analysis.dashboard.layouts) CsvInput (class in kaxanuk.attribution_analysis.input_handlers.csv_input) CsvPortfolioInputHandler (class in kaxanuk.attribution_analysis.input_handlers.csv_portfolio_input_handler) cummulative_pct_decomp() (FactorModelArrowAttribution method) (FactorModelAttribution method) cvar_historic() (in module kaxanuk.attribution_analysis.modules.performance_functions)

D

daily_rows (MarketData attribute) daily_weights (PortfolioDailyWeights attribute) DAILY_WEIGHTS (RegisterKeys attribute), [1] DailyWeights (class in kaxanuk.attribution_analysis.entities.strategy_weights) DASHBOARD_PORT_MAX (ConfiguratorInterface attribute), [1] DASHBOARD_PORT_MIN (ConfiguratorInterface attribute), [1] data (DailyWeights attribute) DATA_DICT (DataPipelineKeys attribute), [1] DataPipelineKeys (class in kaxanuk.attribution_analysis.market_data_pipeline.field_definitions)

date (MarketDataDailyRow attribute) DATE (StandardField attribute), [1] date_column (AttributionDashboard attribute) DateConfig (in module kaxanuk.attribution_analysis.entities.configuration) days_of_smoothing (AttributionDashboard attribute) detail_table (BrinstonFachlerArrowAttribution attribute) detect_portfolio_format() (in module kaxanuk.attribution_analysis.portfolio_data_pipeline.portfolio_transformer) df (BrinstonFachlerArrowAttribution attribute) drawdown() (in module kaxanuk.attribution_analysis.modules.performance_functions)

E

end_date (Configuration attribute) (MarketData attribute) entity_to_weights_dict() (in module kaxanuk.attribution_analysis.portfolio_data_pipeline.portfolio_transformer) ENTRY_SCRIPT_LOCATIONS kaxanuk.attribution_analysis-run command line option

EQUIVALENCE_DICT (DataPipelineKeys attribute), [1] ExcelConfigurator (class in kaxanuk.attribution_analysis.config_handlers.excel_configurator) ExcelPortfolioInputHandler (class in kaxanuk.attribution_analysis.input_handlers.excel_portfolio_input_handler)

F

factor_model_method (Configuration attribute) factor_name (FactorReturns attribute) factor_returns_by_factor_directory (Configuration attribute) FactorModelArrowAttribution (class in kaxanuk.attribution_analysis.interfaces.factor_model_arrow_attribution) FactorModelArrowAttributionInterface (class in kaxanuk.attribution_analysis.interfaces.factor_model_arrow_interface) FactorModelAttribution (class in kaxanuk.attribution_analysis.interfaces.factor_model_attribution) FactorModelAttributionInterface (class in kaxanuk.attribution_analysis.interfaces.factor_model_interface) FactorReturns (class in kaxanuk.attribution_analysis.entities.factor_returns)

file_exists() (CsvInput method) (InputHandlerInterface method) (ParquetInput method) file_extension (DailyWeights attribute) file_route (DailyWeights attribute) filter_by_date_range() (in module kaxanuk.attribution_analysis.input_handlers.input_handlers_helpers) FINAL_TOTAL_PORTFOLIO_VALUE (RegisterKeys attribute), [1] format_metric_value() (in module kaxanuk.attribution_analysis.dashboard.components) from_dict() (PortfolioEntity class method)

G

generate_synthetic_exposure_dict() (in module kaxanuk.attribution_analysis.modules.synthetic_exposures_creator) get_all_fields() (StandardField class method) get_configuration() (ConfiguratorInterface method), [1] (ExcelConfigurator method) get_dashboard_port() (ConfiguratorInterface method) (ExcelConfigurator method) get_data_table_header_style() (in module kaxanuk.attribution_analysis.dashboard.styles) get_data_table_style() (in module kaxanuk.attribution_analysis.dashboard.styles) get_date_columns() (PortfolioEntity method)

get_decimal_type() (in module kaxanuk.attribution_analysis.input_handlers.input_handlers_helpers) get_input_handler() (ConfiguratorInterface method) get_numeric_fields() (StandardField class method) get_reverse_equivalence_dict() (in module kaxanuk.attribution_analysis.input_handlers.input_handlers_helpers) get_selected_tab_style() (in module kaxanuk.attribution_analysis.dashboard.styles) get_tab_style() (in module kaxanuk.attribution_analysis.dashboard.styles) get_table_container_style() (in module kaxanuk.attribution_analysis.dashboard.styles) get_tickers() (PortfolioEntity method) get_weights_for_date_column() (PortfolioEntity method)

H

high (MarketDataDailyRow attribute)

I

infer_decimal_precision_and_scale() (in module kaxanuk.attribution_analysis.input_handlers.input_handlers_helpers) input_data() (CsvInput method) (InputHandlerInterface method), [1] (ParquetInput method) (PortfolioReturnsInputHandler method) (WeightsInputHandler method)

input_dir (CsvInput attribute) (ParquetInput attribute) input_directory (Configuration attribute) InputHandlerInterface (class in kaxanuk.attribution_analysis.input_handlers.input_handler_interface) (class in kaxanuk.attribution_analysis.interfaces.input_handler_interface) investable_assets_directory (Configuration attribute)

K

kaxanuk.attribution_analysis command line option --version kaxanuk.attribution_analysis-init command line option --entry_script CONFIG_FORMAT kaxanuk.attribution_analysis-run command line option ENTRY_SCRIPT_LOCATIONS kaxanuk.attribution_analysis-update command line option CONFIG_FORMAT kaxanuk.attribution_analysis.config_handlers.configurator_interface module kaxanuk.attribution_analysis.config_handlers.excel_configurator module kaxanuk.attribution_analysis.dashboard.attribution_dashboard module kaxanuk.attribution_analysis.dashboard.callbacks module kaxanuk.attribution_analysis.dashboard.chart_colors module kaxanuk.attribution_analysis.dashboard.components module kaxanuk.attribution_analysis.dashboard.constants module kaxanuk.attribution_analysis.dashboard.layouts module kaxanuk.attribution_analysis.dashboard.styles module kaxanuk.attribution_analysis.entities.configuration module kaxanuk.attribution_analysis.entities.factor_returns module kaxanuk.attribution_analysis.entities.market_data module kaxanuk.attribution_analysis.entities.market_data_daily_row module kaxanuk.attribution_analysis.entities.portfolio module kaxanuk.attribution_analysis.entities.portfolio_daily_weights module kaxanuk.attribution_analysis.entities.portfolio_returns module kaxanuk.attribution_analysis.entities.portfolio_weights_arrow module kaxanuk.attribution_analysis.entities.returns_table module kaxanuk.attribution_analysis.entities.strategy_weights module kaxanuk.attribution_analysis.entities.ticker module kaxanuk.attribution_analysis.input_handlers.csv_input module kaxanuk.attribution_analysis.input_handlers.csv_portfolio_input_handler module kaxanuk.attribution_analysis.input_handlers.excel_portfolio_input_handler module kaxanuk.attribution_analysis.input_handlers.input_handler_interface module

kaxanuk.attribution_analysis.input_handlers.input_handlers_helpers module kaxanuk.attribution_analysis.input_handlers.parquet_input module kaxanuk.attribution_analysis.input_handlers.portfolio_input_handler_interface module kaxanuk.attribution_analysis.input_handlers.portfolio_returns_input_handler module kaxanuk.attribution_analysis.input_handlers.portfolio_weights_input_handler module kaxanuk.attribution_analysis.interfaces.brinston_fachler_arrow_interface module kaxanuk.attribution_analysis.interfaces.brinston_fachler_arrow_method module kaxanuk.attribution_analysis.interfaces.brinston_fachler_interface module kaxanuk.attribution_analysis.interfaces.brinston_fachler_method module kaxanuk.attribution_analysis.interfaces.configurator_interface module kaxanuk.attribution_analysis.interfaces.factor_model_arrow_attribution module kaxanuk.attribution_analysis.interfaces.factor_model_arrow_interface module kaxanuk.attribution_analysis.interfaces.factor_model_attribution module kaxanuk.attribution_analysis.interfaces.factor_model_interface module kaxanuk.attribution_analysis.interfaces.input_handler_interface module kaxanuk.attribution_analysis.market_data_pipeline.field_definitions module kaxanuk.attribution_analysis.market_data_pipeline.market_data_service module kaxanuk.attribution_analysis.modules.attribution_visualizers module kaxanuk.attribution_analysis.modules.attribution_visualizers_arrow module kaxanuk.attribution_analysis.modules.data_wrangling module kaxanuk.attribution_analysis.modules.performance_functions module kaxanuk.attribution_analysis.modules.synthetic_exposures_creator module kaxanuk.attribution_analysis.modules.table_conversion module kaxanuk.attribution_analysis.modules.table_conversion_arrow module kaxanuk.attribution_analysis.performance_attribution module kaxanuk.attribution_analysis.portfolio_data_pipeline.date_utils module kaxanuk.attribution_analysis.portfolio_data_pipeline.portfolio_service module kaxanuk.attribution_analysis.portfolio_data_pipeline.portfolio_transformer module kurtosis() (in module kaxanuk.attribution_analysis.modules.performance_functions)

L

last_day_decomposition() (FactorModelArrowAttribution method) (FactorModelAttribution method) load_and_concat_prices() (MarketDataService method) load_by_factor_returns_arrow() (in module kaxanuk.attribution_analysis.modules.data_wrangling)

load_by_factor_returns_csv() (in module kaxanuk.attribution_analysis.modules.data_wrangling) load_portfolio() (PortfolioService static method) LOG_RETURNS (CalculatedMetric attribute) logo_path (AttributionDashboard attribute) low (MarketDataDailyRow attribute)

M

main() (in module kaxanuk.attribution_analysis.performance_attribution) MARKET_DATA_BUNDLE (DataPipelineKeys attribute), [1] market_data_input_format (Configuration attribute) MarketData (class in kaxanuk.attribution_analysis.entities.market_data) MarketDataDailyRow (class in kaxanuk.attribution_analysis.entities.market_data_daily_row) MarketDataService (class in kaxanuk.attribution_analysis.market_data_pipeline.market_data_service) METHOD_FLAG_VALUES (ExcelConfigurator attribute), [1] module kaxanuk.attribution_analysis.config_handlers.configurator_interface kaxanuk.attribution_analysis.config_handlers.excel_configurator kaxanuk.attribution_analysis.dashboard.attribution_dashboard kaxanuk.attribution_analysis.dashboard.callbacks kaxanuk.attribution_analysis.dashboard.chart_colors kaxanuk.attribution_analysis.dashboard.components kaxanuk.attribution_analysis.dashboard.constants kaxanuk.attribution_analysis.dashboard.layouts kaxanuk.attribution_analysis.dashboard.styles kaxanuk.attribution_analysis.entities.configuration kaxanuk.attribution_analysis.entities.factor_returns kaxanuk.attribution_analysis.entities.market_data kaxanuk.attribution_analysis.entities.market_data_daily_row kaxanuk.attribution_analysis.entities.portfolio kaxanuk.attribution_analysis.entities.portfolio_daily_weights kaxanuk.attribution_analysis.entities.portfolio_returns kaxanuk.attribution_analysis.entities.portfolio_weights_arrow kaxanuk.attribution_analysis.entities.returns_table kaxanuk.attribution_analysis.entities.strategy_weights kaxanuk.attribution_analysis.entities.ticker kaxanuk.attribution_analysis.input_handlers.csv_input kaxanuk.attribution_analysis.input_handlers.csv_portfolio_input_handler kaxanuk.attribution_analysis.input_handlers.excel_portfolio_input_handler kaxanuk.attribution_analysis.input_handlers.input_handler_interface kaxanuk.attribution_analysis.input_handlers.input_handlers_helpers kaxanuk.attribution_analysis.input_handlers.parquet_input kaxanuk.attribution_analysis.input_handlers.portfolio_input_handler_interface kaxanuk.attribution_analysis.input_handlers.portfolio_returns_input_handler kaxanuk.attribution_analysis.input_handlers.portfolio_weights_input_handler kaxanuk.attribution_analysis.interfaces.brinston_fachler_arrow_interface kaxanuk.attribution_analysis.interfaces.brinston_fachler_arrow_method kaxanuk.attribution_analysis.interfaces.brinston_fachler_interface kaxanuk.attribution_analysis.interfaces.brinston_fachler_method kaxanuk.attribution_analysis.interfaces.configurator_interface kaxanuk.attribution_analysis.interfaces.factor_model_arrow_attribution kaxanuk.attribution_analysis.interfaces.factor_model_arrow_interface kaxanuk.attribution_analysis.interfaces.factor_model_attribution kaxanuk.attribution_analysis.interfaces.factor_model_interface kaxanuk.attribution_analysis.interfaces.input_handler_interface kaxanuk.attribution_analysis.market_data_pipeline.field_definitions kaxanuk.attribution_analysis.market_data_pipeline.market_data_service kaxanuk.attribution_analysis.modules.attribution_visualizers kaxanuk.attribution_analysis.modules.attribution_visualizers_arrow kaxanuk.attribution_analysis.modules.data_wrangling kaxanuk.attribution_analysis.modules.performance_functions kaxanuk.attribution_analysis.modules.synthetic_exposures_creator kaxanuk.attribution_analysis.modules.table_conversion kaxanuk.attribution_analysis.modules.table_conversion_arrow kaxanuk.attribution_analysis.performance_attribution kaxanuk.attribution_analysis.portfolio_data_pipeline.date_utils kaxanuk.attribution_analysis.portfolio_data_pipeline.portfolio_service kaxanuk.attribution_analysis.portfolio_data_pipeline.portfolio_transformer

multifactor_attribution() (FactorModelArrowAttribution method) (FactorModelArrowAttributionInterface method) (FactorModelAttribution method) (FactorModelAttributionInterface method)

O

open (MarketDataDailyRow attribute)

ORDERS_DF (RegisterKeys attribute), [1] output_dict (BrinstonFachlerArrowAttribution attribute)

P

ParquetInput (class in kaxanuk.attribution_analysis.input_handlers.parquet_input) parse_config_date() (in module kaxanuk.attribution_analysis.portfolio_data_pipeline.date_utils) parse_date_column() (in module kaxanuk.attribution_analysis.input_handlers.input_handlers_helpers) parse_date_with_formats() (in module kaxanuk.attribution_analysis.portfolio_data_pipeline.date_utils) pct_df_returns (AttributionDashboard attribute) (AttributionResultDict attribute), [1] (FactorModelArrowAttribution attribute) plot_portfolio_weights_area() (FactorModelAttribution method) plot_stacked_weights() (FactorModelAttribution method) plot_stacked_weights_abs_norm() (FactorModelAttribution method) plot_stacked_weights_neg() (FactorModelAttribution method) plot_stacked_weights_normalized() (FactorModelArrowAttribution method) (FactorModelAttribution method) portfolio_attribution_ts (AttributionDashboard attribute) (AttributionResultDict attribute), [1] (FactorModelArrowAttribution attribute) PORTFOLIO_DF (DataPipelineKeys attribute), [1] PORTFOLIO_DICT (DataPipelineKeys attribute), [1] PORTFOLIO_ENTITY (DataPipelineKeys attribute), [1] portfolio_file_name (Configuration attribute) portfolio_input_format (Configuration attribute)

portfolio_name (AttributionDashboard attribute) (AttributionResultDict attribute), [1] portfolio_return_daily_ts() (in module kaxanuk.attribution_analysis.modules.performance_functions) portfolio_returns (AttributionDashboard attribute) (AttributionResultDict attribute), [1] (PortfolioReturns attribute) PORTFOLIO_STATS (RegisterKeys attribute), [1] portfolio_table (PortfolioEntity attribute), [1] portfolio_table_to_arrow() (in module kaxanuk.attribution_analysis.modules.table_conversion_arrow) portfolio_table_to_pandas() (in module kaxanuk.attribution_analysis.modules.table_conversion) PortfolioDailyWeights (class in kaxanuk.attribution_analysis.entities.portfolio_daily_weights) PortfolioEntity (class in kaxanuk.attribution_analysis.entities.portfolio) PortfolioInputHandlerInterface (class in kaxanuk.attribution_analysis.input_handlers.portfolio_input_handler_interface) PortfolioReturns (class in kaxanuk.attribution_analysis.entities.portfolio_returns) PortfolioReturnsInputHandler (class in kaxanuk.attribution_analysis.input_handlers.portfolio_returns_input_handler) PortfolioService (class in kaxanuk.attribution_analysis.portfolio_data_pipeline.portfolio_service) PortfolioWeights (class in kaxanuk.attribution_analysis.entities.portfolio_weights_arrow) PRICE (StandardField attribute), [1] process_table_columns() (in module kaxanuk.attribution_analysis.input_handlers.input_handlers_helpers) proxy_weights() (FactorModelAttribution method) pyarrow_prices_to_attribution_format() (in module kaxanuk.attribution_analysis.modules.table_conversion_arrow) pyarrow_table_to_pandas() (in module kaxanuk.attribution_analysis.modules.table_conversion)

R

read_csv() (DailyWeights method) read_csv_intersection() (in module kaxanuk.attribution_analysis.input_handlers.portfolio_weights_input_handler) read_portfolio() (CsvPortfolioInputHandler method) (ExcelPortfolioInputHandler method) (PortfolioInputHandlerInterface method) register_callbacks() (in module kaxanuk.attribution_analysis.dashboard.callbacks) REGISTER_DF (RegisterKeys attribute), [1] RegisterKeys (class in kaxanuk.attribution_analysis.market_data_pipeline.field_definitions) rename_dfs() (FactorModelAttribution method)

resample_rate() (in module kaxanuk.attribution_analysis.interfaces.factor_model_attribution) results (AttributionDashboard attribute) RETURNS (CalculatedMetric attribute) returns_table_to_arrow() (in module kaxanuk.attribution_analysis.modules.table_conversion_arrow) ReturnsTable (class in kaxanuk.attribution_analysis.entities.returns_table) rfr_substraction() (FactorModelAttribution method) run() (FactorModelArrowAttribution method) (FactorModelAttribution method) run_server() (AttributionDashboard method)

S

semideviation() (in module kaxanuk.attribution_analysis.modules.performance_functions) SHARES_DF (RegisterKeys attribute), [1] sharpe_ratio() (in module kaxanuk.attribution_analysis.modules.performance_functions) SHEET_KEY_VALUES (ExcelConfigurator attribute), [1] simulated_rets (AttributionDashboard attribute) (AttributionResultDict attribute), [1] (FactorModelArrowAttribution attribute) skewness() (in module kaxanuk.attribution_analysis.modules.performance_functions)

StandardField (class in kaxanuk.attribution_analysis.market_data_pipeline.field_definitions) start_date (Configuration attribute) (MarketData attribute) START_DATE_BACKTEST (DataPipelineKeys attribute), [1] stock_factor_returns_loader() (in module kaxanuk.attribution_analysis.modules.synthetic_exposures_creator) summary_stats (AttributionDashboard attribute) (AttributionResultDict attribute), [1] summary_stats() (in module kaxanuk.attribution_analysis.modules.performance_functions) symbol (Ticker attribute)

T

table (FactorReturns attribute) (PortfolioWeights attribute) (ReturnsTable attribute) Ticker (class in kaxanuk.attribution_analysis.entities.ticker) ticker (MarketData attribute) time_series_calculation() (BrinstonFachlerArrowAttribution method) (BrinstonFachlerArrowInterface method) (BrinstonFachlerAttribution method) (BrinstonFachlerInterface method) (FactorModelArrowAttribution method) (FactorModelAttribution method)

TOTAL_COMMISSIONS (RegisterKeys attribute), [1] total_pct_decomposition (AttributionDashboard attribute) (AttributionResultDict attribute), [1] totals (BrinstonFachlerArrowAttribution attribute) transpose_vertical_to_horizontal() (in module kaxanuk.attribution_analysis.portfolio_data_pipeline.portfolio_transformer)

U

user_column_date (Configuration attribute)

user_column_price (Configuration attribute)

V

validate_asset_coverage() (FactorReturns method) validate_portfolio_date_range() (in module kaxanuk.attribution_analysis.portfolio_data_pipeline.portfolio_transformer) values() (StandardField class method) var_gaussian() (in module kaxanuk.attribution_analysis.modules.performance_functions)

var_historic() (in module kaxanuk.attribution_analysis.modules.performance_functions) VOLATILITY (CalculatedMetric attribute) volume (MarketDataDailyRow attribute) vwap (MarketDataDailyRow attribute)

W

weighted_std() (in module kaxanuk.attribution_analysis.interfaces.factor_model_attribution) weights_benchmark_directory (Configuration attribute)

weights_portfolio_directory (Configuration attribute) WeightsInputHandler (class in kaxanuk.attribution_analysis.input_handlers.portfolio_weights_input_handler) wexp() (in module kaxanuk.attribution_analysis.interfaces.factor_model_attribution)

Y

YEARS (RegisterKeys attribute), [1]