docs examples structure

cvxgrp · Dec 16, 2023 · e1e82b2 · e1e82b2
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diff --git a/docs/examples.rst b/docs/examples.rst
@@ -4,13 +4,13 @@ Examples
 Many `example scripts are available in the code repository.  <https://github.com/cvxgrp/cvxportfolio/tree/master/examples>`_
 We show some of them, along with their results, in the following pages:
 
-.. - :doc:`Hello World example <hello_world>`
-.. - :doc:`Case-Shiller example <examples/case_shiller>`
-
-
 .. toctree::
    :maxdepth: 2
 
    hello_world
    examples/case_shiller
-   examples/dow30
+   examples/dow30
+   examples/timing
+   examples/universes
+   examples/etfs
+   examples/paper_examples
diff --git a/docs/examples/case_shiller.rst b/docs/examples/case_shiller.rst
@@ -1,5 +1,5 @@
-Case-Shiller Example
-====================
+Case-Shiller multi-period
+=========================
 
 This is an example that shows that Cvxportfolio can work as well with
 different asset classes, in this case a real estate portfolio. We use

diff --git a/docs/examples/dow30.rst b/docs/examples/dow30.rst
@@ -1,11 +1,11 @@
-DOW30 Example
+DOW30 monthly
 =============
 
 This example script is
-`available in the repository <https://github.com/cvxgrp/cvxportfolio/blob/master/examples/dow30_example.py>`_.
+`available in the repository <https://github.com/cvxgrp/cvxportfolio/blob/master/examples/dow30.py>`_.
 See the docstring below for its explanation.
 
-.. literalinclude:: ../../examples/dow30_example.py
+.. literalinclude:: ../../examples/dow30.py
    :language: python
 
 This is the output printed to screen when executing this script. You can see

diff --git a/docs/examples/etfs.rst b/docs/examples/etfs.rst
@@ -0,0 +1,8 @@
+Wide asset classes ETFs
+=======================
+
+This example script is
+`available in the repository <https://github.com/cvxgrp/cvxportfolio/blob/master/examples/etfs.py>`_.
+
+.. literalinclude:: ../../examples/etfs.py
+   :language: python
diff --git a/docs/examples/paper_examples.rst b/docs/examples/paper_examples.rst
@@ -0,0 +1,7 @@
+Original examples from the paper
+================================
+
+.. toctree::
+   :maxdepth: 2
+
+   paper_examples/data_risk_model
diff --git a/docs/examples/paper_examples/data_risk_model.rst b/docs/examples/paper_examples/data_risk_model.rst
@@ -0,0 +1,10 @@
+Data and risk model estimates
+=============================
+
+This example script is
+`available in the repository 
+<https://github.com/cvxgrp/cvxportfolio/blob/master/examples/paper_examples/data_risk_model.py>`_.
+See the docstring below for its explanation.
+
+.. literalinclude:: ../../../examples/paper_examples/data_risk_model.py
+   :language: python
diff --git a/docs/examples/timing.rst b/docs/examples/timing.rst
@@ -0,0 +1,8 @@
+Timing of back-test
+===================
+
+This example script is
+`available in the repository <https://github.com/cvxgrp/cvxportfolio/blob/master/examples/timing.py>`_.
+
+.. literalinclude:: ../../examples/timing.py
+   :language: python
diff --git a/docs/examples/universes.rst b/docs/examples/universes.rst
@@ -0,0 +1,12 @@
+Stock universes
+===============
+
+This example module is
+`available in the repository <https://github.com/cvxgrp/cvxportfolio/blob/master/examples/universes.py>`_.
+See the docstring below for its explanation. It's used by other examples 
+to get lists of stock tickers corresponding to various indexes. We run
+it periodically to update the lists to the current constituents of each
+index.
+
+.. literalinclude:: ../../examples/universes.py
+   :language: python
diff --git a/docs/examples/user_provided_forecasters.rst b/docs/examples/user_provided_forecasters.rst
diff --git a/examples/etfs_example.py → examples/etfs.py b/examples/etfs_example.py → examples/etfs.py