All modules for which code is available
- collections
- quantlab.acquisition.alpaca
- quantlab.acquisition.base
- quantlab.acquisition.config
- quantlab.acquisition.fred
- quantlab.acquisition.massive.client
- quantlab.acquisition.massive.raw_tier
- quantlab.acquisition.massive.refresh
- quantlab.acquisition.massive.rest
- quantlab.acquisition.refresh
- quantlab.acquisition.registry
- quantlab.acquisition.sharadar.client
- quantlab.acquisition.sharadar.raw_tier
- quantlab.acquisition.sharadar.refresh
- quantlab.acquisition.symbol_batch
- quantlab.acquisition.tiingo
- quantlab.acquisition.wrds.crsp
- quantlab.acquisition.wrds.crsp_reference
- quantlab.acquisition.wrds.nbbo_bars_sql
- quantlab.acquisition.wrds.rebuild
- quantlab.acquisition.wrds.taq
- quantlab.acquisition.wrds.taq_bars
- quantlab.analysis.factor_correlation
- quantlab.analysis.factor_report
- quantlab.api
- quantlab.backend.base
- quantlab.backend.parquet
- quantlab.backend.ranged
- quantlab.backend.resample
- quantlab.backend.zarr
- quantlab.backtest.approximate
- quantlab.backtest.base
- quantlab.backtest.config
- quantlab.backtest.engine_vectorbt
- quantlab.backtest.live
- quantlab.backtest.predefined.us_equity
- quantlab.backtest.predefined.weights
- quantlab.config
- quantlab.core.component
- quantlab.core.config
- quantlab.core.store_folder
- quantlab.core.store_uses
- quantlab.dataset.bad_prints
- quantlab.dataset.base
- quantlab.dataset.common_stock
- quantlab.dataset.config
- quantlab.dataset.constituent
- quantlab.dataset.crsp
- quantlab.dataset.crsp.market
- quantlab.dataset.crsp.membership
- quantlab.dataset.crsp.reference
- quantlab.dataset.crsp.symbology
- quantlab.dataset.crsp.tickers
- quantlab.dataset.estu
- quantlab.dataset.fred
- quantlab.dataset.massive.day_bar_events
- quantlab.dataset.massive.day_bars
- quantlab.dataset.massive.disclosures
- quantlab.dataset.massive.dividends
- quantlab.dataset.massive.ipos
- quantlab.dataset.massive.mapped_bars
- quantlab.dataset.massive.news
- quantlab.dataset.massive.permaticker_bars
- quantlab.dataset.massive.placement
- quantlab.dataset.massive.raw
- quantlab.dataset.massive.resample
- quantlab.dataset.massive.rest_panel
- quantlab.dataset.massive.short_interest
- quantlab.dataset.massive.short_volume
- quantlab.dataset.massive.ten_k
- quantlab.dataset.massive.ticker_map
- quantlab.dataset.massive.trade_bars
- quantlab.dataset.massive.vendor_check
- quantlab.dataset.memory
- quantlab.dataset.merged
- quantlab.dataset.nbbo
- quantlab.dataset.raw
- quantlab.dataset.roster
- quantlab.dataset.sharadar.actions
- quantlab.dataset.sharadar.daily
- quantlab.dataset.sharadar.events
- quantlab.dataset.sharadar.filings
- quantlab.dataset.sharadar.fiscal_years
- quantlab.dataset.sharadar.fundamentals
- quantlab.dataset.sharadar.history
- quantlab.dataset.sharadar.holdings
- quantlab.dataset.sharadar.industry
- quantlab.dataset.sharadar.insiders
- quantlab.dataset.sharadar.listing
- quantlab.dataset.sharadar.membership
- quantlab.dataset.sharadar.permatickers
- quantlab.dataset.sharadar.point_in_time
- quantlab.dataset.sharadar.share_class
- quantlab.dataset.sharadar.spells
- quantlab.dataset.sharadar.stock
- quantlab.dataset.sharadar.stores
- quantlab.dataset.sharadar.tables
- quantlab.dataset.sharadar.tickers
- quantlab.dataset.sharadar.universe
- quantlab.dataset.spot
- quantlab.dataset.stock
- quantlab.enums.constant
- quantlab.enums.data
- quantlab.execution.approximate
- quantlab.execution.rules
- quantlab.factor.base
- quantlab.factor.chunking
- quantlab.factor.config
- quantlab.factor.kunquant
- quantlab.factor.kunquant_compile
- quantlab.factor.kunquant_cs
- quantlab.factor.kunquant_ts
- quantlab.factor.polars
- quantlab.factor.predefined.alpha101
- quantlab.factor.predefined.alpha158
- quantlab.factor.predefined.alternative_alpha
- quantlab.factor.predefined.barra
- quantlab.factor.predefined.benchmark_beta
- quantlab.factor.predefined.daily_anomaly_alpha
- quantlab.factor.predefined.fundamental_alpha
- quantlab.factor.predefined.intraday
- quantlab.factor.predefined.literature_alpha
- quantlab.factor.predefined.market
- quantlab.factor.predefined.membership_cap_weight
- quantlab.factor.predefined.membership_mask
- quantlab.factor.predefined.momentum
- quantlab.factor.predefined.neutralized
- quantlab.factor.predefined.residual_momentum
- quantlab.factor.predefined.roster
- quantlab.factor.predefined.short_horizon
- quantlab.factor.predefined.start_clipped
- quantlab.factor.view
- quantlab.label.config
- quantlab.label.forward
- quantlab.label.predefined.fret
- quantlab.label.predefined.membership_mask
- quantlab.model.base
- quantlab.model.collected_panel
- quantlab.model.config
- quantlab.model.ensemble
- quantlab.model.evaluation
- quantlab.model.library_model
- quantlab.model.predefined.catboost_model
- quantlab.model.predefined.double_ensemble
- quantlab.model.predefined.gats
- quantlab.model.predefined.lgbm
- quantlab.model.predefined.linear
- quantlab.model.predefined.master
- quantlab.model.predefined.membership_mask
- quantlab.model.predefined.mlp
- quantlab.model.predefined.model_ensemble
- quantlab.model.predefined.realmlp
- quantlab.model.predefined.recorded
- quantlab.model.predefined.rnn
- quantlab.model.predefined.seed_ensemble
- quantlab.model.predefined.smoothed
- quantlab.model.predefined.tcn
- quantlab.model.predefined.transformer
- quantlab.model.predefined.xgb
- quantlab.model.predefined.xgb_td
- quantlab.model.split
- quantlab.model.torch_data
- quantlab.model.torch_model
- quantlab.model.torch_training
- quantlab.model.training_target
- quantlab.model.view
- quantlab.model.walk_forward_training
- quantlab.portfolio.approximate
- quantlab.portfolio.base
- quantlab.portfolio.config
- quantlab.portfolio.decision_inputs
- quantlab.portfolio.predefined.active_risk
- quantlab.portfolio.predefined.approximate.black_litterman
- quantlab.portfolio.predefined.approximate.covariance
- quantlab.portfolio.predefined.approximate.mean_variance
- quantlab.portfolio.predefined.approximate.top_n
- quantlab.portfolio.predefined.approximate.topk_dropout
- quantlab.portfolio.predefined.black_litterman
- quantlab.portfolio.predefined.expected_return
- quantlab.portfolio.predefined.factor_risk
- quantlab.portfolio.predefined.ledoit_wolf
- quantlab.portfolio.predefined.mean_variance
- quantlab.portfolio.predefined.top_n
- quantlab.portfolio.predefined.topk_dropout
- quantlab.risk.attribution
- quantlab.risk.base
- quantlab.risk.bias
- quantlab.risk.config
- quantlab.risk.predefined.use4
- quantlab.runs.backtest_attribution
- quantlab.runs.backtest_report
- quantlab.runs.backtest_run
- quantlab.runs.backtest_stats
- quantlab.runs.directory
- quantlab.runs.factor_attribution_report
- quantlab.runs.live_predictions
- quantlab.runs.prediction_panel
- quantlab.runs.record
- quantlab.runs.run_metrics
- quantlab.runs.trained_run
- quantlab.tracking.base
- quantlab.tracking.mlflow
- quantlab.tracking.wandb
- quantlab.universe
- quantlab.utils.atomic
- quantlab.utils.cli
- quantlab.utils.cross_section
- quantlab.utils.date_range
- quantlab.utils.jsonable
- quantlab.utils.progress
- quantlab.utils.resample
- quantlab.utils.returns
- quantlab.utils.sidecar
- quantlab.utils.symbol_axis
- quantlab.utils.timer
- quantlab.utils.watermark