eqi-analysis 1.1.0

Factor analysis package for EQI project.

EQI Factor Analysis Package

Features:

• EQIDF: EQI extension of Pandas Dataframe, which aims to simplify the Pandas Dataframe usage, providing a smoothier (though non-pythonic) syntax. EQIDF provides extended methods, as well as keeping all the existing Pandas methods available.

• EQI Refdata: fetch common refdata from our curated list, e.g. marketval

• EQI Analysis: Single Factor Analysis with UBS EQI Alphalens

• EQI Factor: A formatted DataFrame containing a single column of alpha factor value, indexed by asset and date. You can upload your Factor to the database, and share with others

• EQI Portfolio: A time series equity holdings weighted by an EQI Factory. You can analyze the portfolio performance based on UBS EQI Alphalens.

How to install:

Prerequisites:

Please make sure that your conda profile configuration file (located at ${home_folder}/.condarc) is similar to examples/example.condarc

Install:

conda install -c jinzha098718 eqi-analysis

Getting started:

• Go to examples/single_factor_analysis_example.html, see how to use this package

Known Issues:

Please feel free to create a issue in case of any problems.