ASRQuant 1.3.0 API Catalog¶

The supported user-facing style remains:

import asrquant as asr

Research and data¶

Namespace	Main entry points
`asr.data`	`load`, `validate`, `snapshot`, `DataStore`, `PointInTimeFrame`, provider helpers
`asr.hypotheses`	`discover`, `from_data`, `from_literature`, `search`, `audit`
`asr.research`	`ResearchProject`, `Experiment`, `ExperimentRegistry`, `ResearchGraph`, `ResearchReport`
`asr.validation`	walk-forward/purged CV, CPCV, PBO, Reality Check, SPA, leakage, multiverse, `strategy_report`

Markets and instruments¶

Namespace	Main entry points
`asr.rates`	calendars, schedules, curves, `CurveBuilder`, rate instruments, IR derivatives, curve risk, P&L explain
`asr.credit`	`HazardCurve`, `CDS`, `bootstrap_hazard_curve`
`asr.options`	Black-Scholes, Bachelier, Black-76, trees, MC, Greeks
`asr.microstructure`	spreads, microprice, OFI, price impact, Amihud, Roll, Kyle lambda
`asr.scenarios`	rate, asset, volatility and liquidity scenario contracts

Portfolio, risk and performance¶

Namespace	Main entry points
`asr.portfolio`	canonical optimizer, HRP, Black-Litterman, constraints, cost-aware/robust optimization, risk budgeting
`asr.covariance`	sample, EWMA, Ledoit-Wolf, factor, robust and holdout estimator comparison
`asr.risk`	VaR/ES, contributions, scenarios, EVT, filtered historical simulation, drawdown tail measures
`asr.factors`	PCA, exposures, rolling beta, factor-risk decomposition
`asr.performance`	factor attribution, Brinson attribution
`asr.alpha`	IC, IC decay, quantile portfolios, turnover, signal analysis, capacity

Modelling and numerical research¶

Namespace	Main entry points
`asr.calibration`	`CalibrationProblem` and diagnostics
`asr.sensitivities`	generic finite-difference sensitivities
`asr.dependence`	Gaussian and Student-t copula research
`asr.regimes`	volatility regimes, structural-break diagnostics, optional HMM
`asr.model_selection`	prediction-model comparison
`asr.mc`	Monte Carlo plus variance reduction
`asr.stochastic`	stochastic process simulation
`asr.stats`	regression, econometrics, bootstrap and inference
`asr.ml`	chronology-aware walk-forward ML

Implementation and extension¶

Namespace	Main entry points
`asr.backtesting`	auditable weight-based backtesting
`asr.costs`	fixed/spread/linear/square-root impact cost models
`asr.diagnostics`	conservative diagnostics for structured results
`asr.register`	internal adapter registration
`asr.trading`	paper trading and guarded execution primitives

Stable canonical verbs¶

asr.data.load(...)
asr.data.validate(...)
asr.hypotheses.discover(...)
asr.backtesting.run(...)
asr.portfolio.optimize(...)
asr.options.price(...)
asr.rates.analyze(...)
asr.rates.calibrate(...)
asr.stats.regress(...)
asr.ml.fit(...)

See PUBLIC_API_v1.3.json for the declared compatibility snapshot.