QuantConnect.Algorithm.Framework.Portfolio.BlackLittermanOptimizationPortfolioConstructionModel Member List

This is the complete list of members for QuantConnect.Algorithm.Framework.Portfolio.BlackLittermanOptimizationPortfolioConstructionModel, including all inherited members.

Algorithm	QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel	protected
BlackLittermanOptimizationPortfolioConstructionModel(TimeSpan timeSpan, PortfolioBias portfolioBias=PortfolioBias.LongShort, int lookback=1, int period=63, Resolution resolution=Resolution.Daily, double riskFreeRate=0.0, double delta=2.5, double tau=0.05, IPortfolioOptimizer optimizer=null)	QuantConnect.Algorithm.Framework.Portfolio.BlackLittermanOptimizationPortfolioConstructionModel
BlackLittermanOptimizationPortfolioConstructionModel(Resolution rebalanceResolution=Resolution.Daily, PortfolioBias portfolioBias=PortfolioBias.LongShort, int lookback=1, int period=63, Resolution resolution=Resolution.Daily, double riskFreeRate=0.0, double delta=2.5, double tau=0.05, IPortfolioOptimizer optimizer=null)	QuantConnect.Algorithm.Framework.Portfolio.BlackLittermanOptimizationPortfolioConstructionModel
BlackLittermanOptimizationPortfolioConstructionModel(Func< DateTime, DateTime > rebalancingFunc, PortfolioBias portfolioBias=PortfolioBias.LongShort, int lookback=1, int period=63, Resolution resolution=Resolution.Daily, double riskFreeRate=0.0, double delta=2.5, double tau=0.05, IPortfolioOptimizer optimizer=null)	QuantConnect.Algorithm.Framework.Portfolio.BlackLittermanOptimizationPortfolioConstructionModel
BlackLittermanOptimizationPortfolioConstructionModel(IDateRule rebalancingDateRules, PortfolioBias portfolioBias=PortfolioBias.LongShort, int lookback=1, int period=63, Resolution resolution=Resolution.Daily, double riskFreeRate=0.0, double delta=2.5, double tau=0.05, IPortfolioOptimizer optimizer=null)	QuantConnect.Algorithm.Framework.Portfolio.BlackLittermanOptimizationPortfolioConstructionModel
BlackLittermanOptimizationPortfolioConstructionModel(PyObject rebalance, PortfolioBias portfolioBias=PortfolioBias.LongShort, int lookback=1, int period=63, Resolution resolution=Resolution.Daily, double riskFreeRate=0.0, double delta=2.5, double tau=0.05, IPortfolioOptimizer optimizer=null)	QuantConnect.Algorithm.Framework.Portfolio.BlackLittermanOptimizationPortfolioConstructionModel
BlackLittermanOptimizationPortfolioConstructionModel(Func< DateTime, DateTime?> rebalancingFunc, PortfolioBias portfolioBias=PortfolioBias.LongShort, int lookback=1, int period=63, Resolution resolution=Resolution.Daily, double riskFreeRate=0.0, double delta=2.5, double tau=0.05, IPortfolioOptimizer optimizer=null)	QuantConnect.Algorithm.Framework.Portfolio.BlackLittermanOptimizationPortfolioConstructionModel
CreateTargets(QCAlgorithm algorithm, Insight[] insights)	QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel	virtual
DetermineTargetPercent(List< Insight > lastActiveInsights)	QuantConnect.Algorithm.Framework.Portfolio.BlackLittermanOptimizationPortfolioConstructionModel	protectedvirtual
FilterInvalidInsightMagnitude(IAlgorithm algorithm, Insight[] insights)	QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel	protectedstatic
GetEquilibriumReturns(double[,] returns, out double[,] Σ)	QuantConnect.Algorithm.Framework.Portfolio.BlackLittermanOptimizationPortfolioConstructionModel	virtual
GetTargetInsights()	QuantConnect.Algorithm.Framework.Portfolio.BlackLittermanOptimizationPortfolioConstructionModel	protectedvirtual
IsRebalanceDue(Insight[] insights, DateTime algorithmUtc)	QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel	protectedvirtual
OnSecuritiesChanged(QCAlgorithm algorithm, SecurityChanges changes)	QuantConnect.Algorithm.Framework.Portfolio.BlackLittermanOptimizationPortfolioConstructionModel	virtual
PortfolioConstructionModel(Func< DateTime, DateTime?> rebalancingFunc)	QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel
PortfolioConstructionModel(Func< DateTime, DateTime > rebalancingFunc=null)	QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel
PythonWrapper	QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel	protected
RebalanceOnInsightChanges	QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel
RebalanceOnSecurityChanges	QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel
RefreshRebalance(DateTime algorithmUtc)	QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel	protected
SetPythonWrapper(PortfolioConstructionModelPythonWrapper pythonWrapper)	QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel	protected
SetRebalancingFunc(PyObject rebalance)	QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel	protected
ShouldCreateTargetForInsight(Insight insight)	QuantConnect.Algorithm.Framework.Portfolio.BlackLittermanOptimizationPortfolioConstructionModel	protectedvirtual
TryGetViews(ICollection< Insight > insights, out double[,] P, out double[] Q)	QuantConnect.Algorithm.Framework.Portfolio.BlackLittermanOptimizationPortfolioConstructionModel	protected