API reference¶

This reference is generated directly from the source docstrings, so it always matches the installed version. It is organized by subsystem; the top-level jaxfolio namespace re-exports the most common entry points.

Optimizers ¶

Classical, learning, and graph methods, plus the shared solver.

Backtest ¶

The walk-forward engine, compare, and the metric suite.

Options ¶

Pricing, autodiff Greeks, multi-leg strategies, and overlays.

LLM ¶

Local-model clients and the view-generation strategies.

Toolkit & custom ¶

Building blocks for authoring your own strategies.

Data & moments ¶

Synthetic data, loaders, and covariance estimators.

Visualization ¶

Plotting functions and the dark theme.

Types & registry ¶

PortfolioResult, OptimizerConfig, and the registry.

Top-level namespace¶

The following are importable directly as jaxfolio.<name> (aliased jf):

import jaxfolio as jf

jaxfolio — portfolio optimization and options strategies in JAX.

A modern, JAX-powered library covering traditional, learning-based, and graph-based portfolio optimizers, a differentiable options toolkit, a walk-forward backtester, and dark-themed visualizations.

Quickstart

import jaxfolio as jf returns = jf.generate_returns(n_assets=8, seed=0) result = jf.maximum_sharpe(returns) result.top(3)