Factor analysis package for EQI project.
Project description
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:
Install this package using pip
pip install 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.
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