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-analysisGetting 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.
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Release files for eqi-analysis 1.1.0
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| eqi-analysis-1.1.0.tar.gz | 47.9 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| eqi_analysis-1.1.0-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 86.9 kB
Release files / eqi-analysis-1.1.0.tar.gz
| Download URL | eqi-analysis-1.1.0.tar.gz |
|---|---|
| Size | 47.9 kB |
| Tags | Source |
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SHA-256 checksum How to use checksums |
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Release files / eqi_analysis-1.1.0-py3-none-any.whl
| Download URL | eqi_analysis-1.1.0-py3-none-any.whl |
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| Size | 39.0 kB |
| Tags | Python 3 |
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twine/1.11.0 pkginfo/1.4.2 requests/2.19.1 setuptools/40.0.0 requests-toolbelt/0.8.0 tqdm/4.24.0 CPython/3.6.6
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