/factorlab

FactorLab is a python library that enables the discovery and analysis of alpha and risk factors used in the investment algorithm development process

Primary LanguagePythonApache License 2.0Apache-2.0

factorlab

Python library which enables the transformation of raw data into informative alpha and risk factors used in the investment algorithm development process

Installation

$ pip install factorlab

Usage

  • TODO

Contributing

Interested in contributing? Check out the contributing guidelines. Please note that this project is released with a Code of Conduct. By contributing to this project, you agree to abide by its terms.

License

factorlab was created by Systamental. It is licensed under the terms of the Apache License 2.0 license.

Credits

factorlab was created with cookiecutter and the py-pkgs-cookiecutter template.