eqi-analysis 1.0.2

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:

• 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.