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Package to build risk models for factor pricing model

Project description

Factor Pricing Model Risk Model

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PyPI Version Supported Python versions License

Package to build risk model for factor pricing model. For further details, please refer to the documentation

Installation

Install this via pip (or your favourite package manager):

pip install factor-pricing-model-risk-model

Usage

The library contains the pipelines to build the risk model. You can run the pipelines interactively in Jupyter Notebook.

import fpm_risk_model

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Source Distribution

factor_pricing_model_risk_model-2022.1.0.tar.gz (12.9 kB view hashes)

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