2026-03-23 23:34:28 +05:30
|
|
|
"""
|
|
|
|
|
ferro_ta.analysis — Portfolio analytics, strategy analysis, and financial modelling.
|
|
|
|
|
|
|
|
|
|
Sub-modules
|
|
|
|
|
-----------
|
|
|
|
|
* :mod:`ferro_ta.analysis.portfolio` — Portfolio and multi-asset analytics
|
|
|
|
|
* :mod:`ferro_ta.analysis.backtest` — Vectorised back-testing helpers
|
|
|
|
|
* :mod:`ferro_ta.analysis.regime` — Market regime detection
|
|
|
|
|
* :mod:`ferro_ta.analysis.cross_asset` — Cross-asset and relative-strength analysis
|
|
|
|
|
* :mod:`ferro_ta.analysis.attribution` — Return attribution
|
|
|
|
|
* :mod:`ferro_ta.analysis.signals` — Signal composition and screening
|
|
|
|
|
* :mod:`ferro_ta.analysis.features` — Feature matrix and ML readiness helpers
|
|
|
|
|
* :mod:`ferro_ta.analysis.crypto` — Crypto-specific indicators and helpers
|
2026-03-24 02:41:50 +05:30
|
|
|
* :mod:`ferro_ta.analysis.options` — Options pricing, Greeks, IV, and smile analytics
|
|
|
|
|
* :mod:`ferro_ta.analysis.futures` — Futures basis, curve, roll, and synthetic analytics
|
|
|
|
|
* :mod:`ferro_ta.analysis.options_strategy` — Typed derivatives strategy schemas
|
|
|
|
|
* :mod:`ferro_ta.analysis.derivatives_payoff` — Multi-leg payoff and Greeks aggregation
|
2026-03-23 23:34:28 +05:30
|
|
|
|
|
|
|
|
Example usage::
|
|
|
|
|
|
|
|
|
|
from ferro_ta.analysis.portfolio import portfolio_returns
|
|
|
|
|
from ferro_ta.analysis.backtest import backtest
|
|
|
|
|
"""
|
