f4ratk
A Fama/French Finance Factor Regression Analysis Toolkit.
The deployed project is provided at https://f4ratk.web.app.
Here be dragons
This project is experimental: it does not provide any guarantees and its results are not rigorously tested. It should not be used by itself as a basis for decision‐making.
If you would like to join, please see CONTRIBUTING for guidelines.
Features
The following lists some main use cases, this software can assist you.
- Analyze stock quotes of a ticker symbol.
- Analyze arbitrary performance data from file.
- Display historic factor returns.
- Estimate excess returns based on regression results.
Quickstart
Installation
Obtain the latest released version of f4ratk using pip:
pip install -U f4ratk
Usage
Run the program to see an interactive help. Note that each listed command also provides an individual help.
f4ratk --help
Usage: f4ratk [OPTIONS] COMMAND [ARGS]...
Options:
-v, --verbose Increase output verbosity.
--about Display program information and exit.
--help Show this message and exit.
Commands:
convert Convert files to the 'file' command format.
file Analyze a CSV file.
history Display historic factor returns.
portfolio Analyze a portfolio file.
ticker Analyze a ticker symbol.
Adjust the program arguments according to your problem. Then run your regression analysis similar to the following.
Examples
f4ratk ticker USSC.L US USD
f4ratk file ./input.csv DEVELOPED EUR PRICE --frequency=MONTHLY
License
This project is licensed under the GNU Affero General Public License version 3 (only). See LICENSE for more information and COPYING for the full license text.
1 maintainer
Metadata
1 maintainer
Release files for f4ratk 2023.1
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Total release size: 100.0 kB
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