API Reference¶
ASRQuant 1.2.0 recommends domain-oriented namespaces with a compact set of canonical verbs. The pages in this section are generated from the actual package docstrings using mkdocstrings.
| Namespace | Main role |
|---|---|
asr.data |
ingestion and data quality |
asr.hypotheses |
hypothesis generation and review |
asr.alpha |
signal and cross-sectional diagnostics |
asr.factors |
factor extraction and exposure analysis |
asr.risk |
portfolio risk and scenarios |
asr.microstructure |
execution and liquidity diagnostics |
asr.backtesting |
auditable backtesting |
asr.portfolio |
covariance and portfolio construction |
asr.stats |
statistics and econometrics |
asr.ml |
walk-forward ML |
asr.options |
derivative pricing |
asr.rates |
fixed income and interest-rate derivatives |
asr.research |
research workflow objects |
asr.trading |
paper trading and guarded execution primitives |